Maximum likelihood estimation of higher-order integer-valued autoregressive processes

In this article, we extend the earlier work of Freeland and McCabe [Journal of time Series Analysis (2004) Vol. 25, pp. 701–722] and develop a general framework for maximum likelihood (ML) analysis of higher-order integer-valued autoregressive processes. Our exposition includes the case where the innovation sequence has a Poisson distribution and the thinning is binomial. A recursive representation of the transition probability of the model is proposed. Based on this transition probability, we derive expressions for the score function and the Fisher information matrix, which form the basis for ML estimation and inference. Similar to the results in Freeland and McCabe (2004), we show that the score function and the Fisher information matrix can be neatly represented as conditional expectations. Using the INAR(2) speci?cation with binomial thinning and Poisson innovations, we examine both the asymptotic e?ciency and ?nite sample properties of the ML estimator in relation to the widely used conditional least
squares (CLS) and Yule–Walker (YW) estimators. We conclude that, if the Poisson assumption can be justi?ed, there are substantial gains to be had from using ML especially when the thinning parameters are large.

Maximum likelihood estimation of higher-order integer-valued autoregressive processes

Corrigendum Vol. 30, Issue 2, 259, Article first published online: 15 MAR 2009 to correct the order of authors names: Bu R., K. Hadri, and B. McCabe.

Higher-order effects and ultrashort solitons in left-handed metamaterials

Starting from Maxwell's equations, we use the reductive perturbation method to derive a second-order and a third-order nonlinear Schrodinger equation, describing ultrashort solitons in nonlinear left-handed metamaterials. We find necessary conditions and derive exact bright and dark soliton solutions of these equations for the electric and magnetic field envelopes.

The role of higher-order chromatin structure in the yield and distribution of DNA double-strand breaks in cells irradiated with X-rays or alpha-particles

Purpose: To determine whether the non-random distributions of DNA double-strand breaks in cells observed after alpha-particle irradiation are related to the higher-order structure of the chromatin within the nucleus.

Off-Centre Localisation Performance of Ambisonics and HOA For Large and Small Loudspeaker Array Radii

Ambisonics and Higher Order Ambisonics (HOA) are scalable spatial audio techniques that attempt to present a sound scene to listeners over as large an area as possible. A localisation experiment was carried out to investigate the performance of a first and third order system at three listening positions - one in the centre and two off-centre - using a 5 m radius loudspeaker array. The results are briefly presented and compared to those of an earlier experiment on a 2.2 m loudspeaker array. In both experiments the off-centre listeners were placed such that the ratio of distance from the centre to the array radius was constant in both experiments. The test used a reverse target-pointer adjustment method to determine the error, both signed and absolute, for each combination of listening position and system. The results for both arrays were found to be very similar, suggesting that the relative amplitude of the loudspeakers, which were the same in both cases, was more dominant for localisation than the arrival time differences, which differed between array sizes.

Higher order model for analysis of magneto-electro-elastic plates

In this paper is presented an higher-order model for static and free vibration analyses of magneto-electro-elastic plates, wich allows the analysis of thin and thick plates, which allows the analysis of thin and thick plates. The finite element model is a single layer triangular plate/shell element with 24 degrees of fredom for the generalized mechanical displacements. Two degrees on freedom are introduced per each element layer, one corresponding to the electrical potential and the other for magnetic potential. Solutions are obtained for different laminations of the magneto-electro-elastic plate, as well as for the purely elastic plate as a special case.

Optimal dynamic control of laminated adaptive structures using a higher order model and a genetic algorithm

This paper deals with a finite element formulation based on the classical laminated plate theory, for active control of thin plate laminated structures with integrated piezoelectric layers, acting as sensors and actuators. The control is initialized through a previous optimization of the core of the laminated structure, in order to minimize the vibration amplitude. Also the optimization of the patches position is performed to maximize the piezoelectric actuator efficiency. The genetic algorithm is used for these purposes. The finite element model is a single layer triangular plate/shell element with 24 degrees of freedom for the generalized displacements, and one electrical potential degree of freedom for each piezoelectric element layer, which can be surface bonded or embedded on the laminate. To achieve a mechanism of active control of the structure dynamic response, a feedback control algorithm is used, coupling the sensor and active piezoelectric layers. To calculate the dynamic response of the laminated structures the Newmark method is considered. The model is applied in the solution of an illustrative case and the results are presented and discussed.

Higher order derivatives and norms of certain matrix functions

Tese de doutoramento, Matemática (Álgebra Lógica e Fundamentos), Universidade de Lisboa, Faculdade de Ciências, 2014