Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects.

A wide range of tests for heteroskedasticity have been proposed in the econometric and statistics literature. Although a few exact homoskedasticity tests are available, the commonly employed procedures are quite generally based on asymptotic approximations which may not provide good size control in finite samples. There has been a number of recent studies that seek to improve the reliability of common heteroskedasticity tests using Edgeworth, Bartlett, jackknife and bootstrap methods. Yet the latter remain approximate. In this paper, we describe a solution to the problem of controlling the size of homoskedasticity tests in linear regression contexts. We study procedures based on the standard test statistics [e.g., the Goldfeld-Quandt, Glejser, Bartlett, Cochran, Hartley, Breusch-Pagan-Godfrey, White and Szroeter criteria] as well as tests for autoregressive conditional heteroskedasticity (ARCH-type models). We also suggest several extensions of the existing procedures (sup-type of combined test statistics) to allow for unknown breakpoints in the error variance. We exploit the technique of Monte Carlo tests to obtain provably exact p-values, for both the standard and the new tests suggested. We show that the MC test procedure conveniently solves the intractable null distribution problem, in particular those raised by the sup-type and combined test statistics as well as (when relevant) unidentified nuisance parameter problems under the null hypothesis. The method proposed works in exactly the same way with both Gaussian and non-Gaussian disturbance distributions [such as heavy-tailed or stable distributions]. The performance of the procedures is examined by simulation. The Monte Carlo experiments conducted focus on : (1) ARCH, GARCH, and ARCH-in-mean alternatives; (2) the case where the variance increases monotonically with : (i) one exogenous variable, and (ii) the mean of the dependent variable; (3) grouped heteroskedasticity; (4) breaks in variance at unknown points. We find that the proposed tests achieve perfect size control and have good power.

Modelling and Analysis of Some Time Series

The thesis deals with some of the non-linear Gaussian and non-Gaussian time models and mainly concentrated in studying the properties and application of a first order autoregressive process with Cauchy marginal distribution. In this thesis some of the non-linear Gaussian and non-Gaussian time series models and mainly concentrated in studying the properties and application of a order autoregressive process with Cauchy marginal distribution. Time series relating to prices, consumptions, money in circulation, bank deposits and bank clearing, sales and profit in a departmental store, national income and foreign exchange reserves, prices and dividend of shares in a stock exchange etc. are examples of economic and business time series. The thesis discuses the application of a threshold autoregressive(TAR) model, try to fit this model to a time series data. Another important non-linear model is the ARCH model, and the third model is the TARCH model. The main objective here is to identify an appropriate model to a given set of data. The data considered are the daily coconut oil prices for a period of three years. Since it is a price data the consecutive prices may not be independent and hence a time series based model is more appropriate. In this study the properties like ergodicity, mixing property and time reversibility and also various estimation procedures used to estimate the unknown parameters of the process.

Fabrication and Characterization of Dye Sensitized Polymer Films for Holographic Applications

Holographic technology is at the dawn of quick evolution in various new areas including holographic data storage, holographic optical elements, artificial intelligence, optical interconnects, optical correlators, commerce, medical practice, holographic weapon sight, night vision goggles and games etc. One of the major obstacles for the success of holographic technology to a large extent is the lack of suitable recording medium. Compared with other holographic materials such as dichromated gelatin and silver halide emulsions, photopolymers have the great advantage of recording and reading holograms in real time and the spectral sensitivity could be easily shifted to the type of recording laser used by simply changing the sensitizing dye. Also these materials possess characteristics such as good light sensitivity, real time image development, large dynamic range, good optical properties, format flexibility, and low cost. This thesis describes the attempts made to fabricate highly economic photopolymer films for various holographic applications. In the present work, Poly (vinyl alcohol) (PVA) and poly (vinyl chloride) (PVC) are selected as the host polymer matrices and methylene blue (MB) is used as the photosensitizing dye. The films were fabricated using gravity settling method. No chemical treatment or pre/post exposures were applied to the films. As the outcome of the work, photopolymer films with more than 70% efficiency, a permanent recording material which required no fixing process, a reusable recording material etc. were fabricated.

Copper(II) complexes of embelin and 2-aminobenzimidazole encapsulated in zeolite Y-potential as catalysts

Copper(II) complexes of two biologically important ligands, viz., embelin (2,5-dihydroxy-3-undecyl-2,5-cyclohexadien 1,4-dione) and 2-aminobenzimidazole were entrapped in the cages of zeolite Y by the flexible ligand method. The capability of these compounds in catalyzing the reduction of oxygen (industrially known as deoxo reaction) was explored and the results indicate an enhancement of the catalytic properties from that of the simple copper ion exchanged zeolite. These point to the ability of the ligands in enhancing the oxygen binding capability of the metal ion. Elemental analyses, Fourier transform infrared (FTIR), diffuse reflectance and EPR spectral studies, magnetic susceptibility measurements, TG, surface area analyses and powder X-ray diffraction studies were used in understanding the presence, composition and structure of the complexes inside the cages. The study also reveals the increased thermal and mechanical stability of the complexes as a result of encapsulation.

The tautomerism, solvatochromism and non-linear optical properties of fluorescent 3-hydroxyquinoxaline-2-carboxalidine-4-aminoantipyrine

The Schiff base, 3-hydroxyquinoxaline-2-carboxalidine-4-aminoantipyrine, was synthesized by the condensation of 3-hydroxyquinoxaline-2-carboxaldehyde with 4-aminoantipyrine. HPLC, FT-IR and NMR spectral data revealed that the compound exists predominantly in the amide tautomeric form and exhibits both absorption and fluorescence solvatochromism, large stokes shift, two electron quasireversible redox behaviour and good thermal stability, with a glass transition temperature of 104oC. The third-order non-linear optical character was studied using open aperture Z-scan methodology employing 7 ns pulses at 532 nm. The third-order non-linear absorption coefficient, b, was 1.48 x 10-6 cm W-1 and the imaginary part of the third-order non-linear optical susceptibility, Im c(3), was 3.36 x10-10 esu. The optical limiting threshold for the compound was found to be 340 MW cm-2.

The tautomerism, solvatochromism and non-linear optical properties of fluorescent 3-hydroxyquinoxaline-2-carboxalidine-4-aminoantipyrine

The Schiff base, 3-hydroxyquinoxaline-2-carboxalidine-4-aminoantipyrine, was synthesized by the condensation of 3-hydroxyquinoxaline-2-carboxaldehyde with 4-aminoantipyrine. HPLC, FT-IR and NMR spectral data revealed that the compound exists predominantly in the amide tautomeric form and exhibits both absorption and fluorescence solvatochromism, large stokes shift, two electron quasireversible redox behaviour and good thermal stability, with a glass transition temperature of 104 oC. The third-order non-linear optical character was studied using open aperture Z-scan methodology employing 7 ns pulses at 532 nm. The third-order non-linear absorption coefficient, b, was 1.48 x 10-6 cm W-1 and the imaginary part of the third-order non-linear optical susceptibility, Im c(3), was 3.36x10-10 esu. The optical limiting threshold for the compound was found to be 340 MW cm-2.

Acid-base, electron-donating and magnetic properties of Nd2O3 and its mixed oxides with alumina catalysts

The electron donor properties of Nd2O3 activated at 300, 500 and 800°C were investigated through studies on the adsorption of electron acceptors of various electron affinities - 7, 7, 8,8-tetracyanoquinodimethane (2.84 eV). 2, 3, 5, 6-tetrachloro-l , 4-benzoquinone (2.40 eV). p-dinitrobenzene (1.77 eV), and m-dinitrobenzene (1.26 eV) in solvents acetonitrile and 1, 4-dioxan. The extent of electron transfer during adsorption has been found from magnetic measurements and electronic spectral data. The corresponding data on mixed oxides of neodymium and aluminium are reported for various. compositions. The acid-base properties of catalysts were also determined using a set of Hammett indicators.

Acid-base and Electron Donor Properties of Pr6O11 and Its Mixtures with Alumina

The electron donor properties of Pr6O11 activated at 300. 500 and 800°C are reported from the studies on adsorption of electron acceptors of various electron affinity (7. 7, 8, 8-tetracyanoquinodimethane. 2, 3. 5, 6-tetrachloro-l, 4-benzoquin one. p-dinitrobenzene. and m-dinitrobenzene) in three solvents (acetonitrile, 1,4-dioxan and ethyl acetate). The extent of electron transfer during adsorption is understood from magnetic measurements and ESR spectral data. The corresponding data on mixed oxides of Pr and Al are reported for various compositions, The acid / base properties of these oxides are determined using a set of Hammett indicators.

Synthesis, characterization and physiochemical information, along with antimicrobial studies of some metal complexes derived from an ON donor semicarbazone ligand

Eight new transition metal complexes of benzaldehyde-N(4)–phenylsemicarbazone have been synthesized and characterized by elemental analyses, molar conductance, electronic and infrared spectral studies. In all the complexes, the semicarbazone is coordinated as neutral bidentate ligand. 1H NMR spectrum of [Zn(HL)2(OAc)2] shows that there is no enolisation of the ligand in the complex. The magnetic susceptibility measurements indicate that Cr(III), Mn(II), Fe(III), Co(II) and Cu(II) complexes are paramagnetic and Ni(II) is diamagnetic. The EPR spectrum of [Mn(HL)2(OAc)2] in DMF solution at 77K shows hyperfine sextet with low intensity forbidden lines lying between each of the two main hyperfine lines. The g values calculated for the [Cu(HL)2SO4] complex in frozen DMF, indicate the presence of unpaired electron in the dx2−y2 orbital. The metal ligand bonding parameters evaluated showed strong in-plane bonding and in-plane bonding. The ligand and complexes were screened for their possible antimicrobial activities.

Priors Stabilizers and Basis Functions: From Regularization to Radial, Tensor and Additive Splines

We had previously shown that regularization principles lead to approximation schemes, as Radial Basis Functions, which are equivalent to networks with one layer of hidden units, called Regularization Networks. In this paper we show that regularization networks encompass a much broader range of approximation schemes, including many of the popular general additive models, Breiman's hinge functions and some forms of Projection Pursuit Regression. In the probabilistic interpretation of regularization, the different classes of basis functions correspond to different classes of prior probabilities on the approximating function spaces, and therefore to different types of smoothness assumptions. In the final part of the paper, we also show a relation between activation functions of the Gaussian and sigmoidal type.

Effects of combined electric and acoustic hearing on speech perception of a pediatric cochlear implant user

The primary objective of this study was to document the benefits and possible detriments of combining ipsilateral acoustic hearing in the cochlear implant ear of a patient with preserved low frequency residual hearing post cochlear implantation. The secondary aim was to examine the efficacy of various cochlear implant mapping and hearing aid fitting strategies in relation to electro-acoustic benefits.

Calculating the ocean's mean dynamic topography from a mean sea surface and a geoid

In principle the global mean geostrophic surface circulation of the ocean can be diagnosed by subtracting a geoid from a mean sea surface (MSS). However, because the resulting mean dynamic topography (MDT) is approximately two orders of magnitude smaller than either of the constituent surfaces, and because the geoid is most naturally expressed as a spectral model while the MSS is a gridded product, in practice complications arise. Two algorithms for combining MSS and satellite-derived geoid data to determine the ocean’s mean dynamic topography (MDT) are considered in this paper: a pointwise approach, whereby the gridded geoid height field is subtracted from the gridded MSS; and a spectral approach, whereby the spherical harmonic coefficients of the geoid are subtracted from an equivalent set of coefficients representing the MSS, from which the gridded MDT is then obtained. The essential difference is that with the latter approach the MSS is truncated, a form of filtering, just as with the geoid. This ensures that errors of omission resulting from the truncation of the geoid, which are small in comparison to the geoid but large in comparison to the MDT, are matched, and therefore negated, by similar errors of omission in the MSS. The MDTs produced by both methods require additional filtering. However, the spectral MDT requires less filtering to remove noise, and therefore it retains more oceanographic information than its pointwise equivalent. The spectral method also results in a more realistic MDT at coastlines. 1. Introduction An important challenge in oceanography is the accurate determination of the ocean’s time-mean dynamic topography (MDT). If this can be achieved with sufficient accuracy for combination with the timedependent component of the dynamic topography, obtainable from altimetric data, then the resulting sum (i.e., the absolute dynamic topography) will give an accurate picture of surface geostrophic currents and ocean transports.

On integral equation and least squares methods for scattering by diffraction gratings

In this paper we consider the scattering of a plane acoustic or electromagnetic wave by a one-dimensional, periodic rough surface. We restrict the discussion to the case when the boundary is sound soft in the acoustic case, perfectly reflecting with TE polarization in the EM case, so that the total field vanishes on the boundary. We propose a uniquely solvable first kind integral equation formulation of the problem, which amounts to a requirement that the normal derivative of the Green's representation formula for the total field vanish on a horizontal line below the scattering surface. We then discuss the numerical solution by Galerkin's method of this (ill-posed) integral equation. We point out that, with two particular choices of the trial and test spaces, we recover the so-called SC (spectral-coordinate) and SS (spectral-spectral) numerical schemes of DeSanto et al., Waves Random Media, 8, 315-414 1998. We next propose a new Galerkin scheme, a modification of the SS method that we term the SS* method, which is an instance of the well-known dual least squares Galerkin method. We show that the SS* method is always well-defined and is optimally convergent as the size of the approximation space increases. Moreover, we make a connection with the classical least squares method, in which the coefficients in the Rayleigh expansion of the solution are determined by enforcing the boundary condition in a least squares sense, pointing out that the linear system to be solved in the SS* method is identical to that in the least squares method. Using this connection we show that (reflecting the ill-posed nature of the integral equation solved) the condition number of the linear system in the SS* and least squares methods approaches infinity as the approximation space increases in size. We also provide theoretical error bounds on the condition number and on the errors induced in the numerical solution computed as a result of ill-conditioning. Numerical results confirm the convergence of the SS* method and illustrate the ill-conditioning that arises.

Interference filters and coatings for mid-infrared astronomy (8-30µm)

The VISIR instrument for the European Southern Observatory (ESO) Very Large Telescope (VLT) is a thermal-infrared imager and spectrometer currently being developed by the French Service d'Astrophysique of CEA Saclay, and Dutch NFRA ASTRON Dwingeloo consortium. This cryogenic instrument will employ precision infrared bandpass filters in the N-( =7.5-14µm) and Q-( =16-28µm) band mid-IR atmospheric windows to study interstellar and circumstellar environments crucial for star and planetary formation theories. As the filters in these mid-IR wavelength ranges are of interest to many astronomical cryogenic instruments, a worldwide astronomical filter consortium was set up with participation from 12 differing institutes, each requiring instrument specific filter operating environments and optical metrology. This paper describes the design and fabrication methods used to manufacture these astronomical consortium filters, including the rationale for the selection of multilayer coating designs, temperature-dependant optical properties of the filter materials and FTIR spectral measurements showing the changes in passband and blocking performance on cooling to <50K. We also describe the development of a 7-14µm broadband antireflection coating deposited on Ge lenses and KRS-5 grisms for cryogenic operation at 40K

Infrared filters and coatings for the High Resolution Dynamics Limb Sounder (6-18µm)

This paper describes the spectral design and manufacture of the narrow bandpass filters and 6-18µm broadband antireflection coatings for the 21-channel NASA EOS-AURA High Resolution Dynamics Limb Sounder (HIRDLS). A method of combining the measured spectral characteristics of each filter and antireflection coating, together with the spectral response of the other optical elements in the instrument to obtain a predicted system throughput response is presented. The design methods used to define the filter and coating spectral requirements, choice of filter materials, multilayer designs and deposition techniques are discussed.