SOME PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE SIMULTANEOUS SWITCHING AUTOREGRESSIVE MODEL

Abstract. The simultaneous switching autoregressive (SSAR) model proposed by Kunitomo and Sato (A non-linearity in economic time series and disequilibrium econometric models. In Theory and Application of Mathematical Statistics (ed. A. Takemura). Tokyo:University of Tokyo Press (in Japanese), 1994; Asymmetry in economic time series and simultaneous switching autoregressive model. Struct. Change Econ. Dyn. , forthcoming (1994).) is a Markovian non-linear time series model. We investigate the finite sample as well as the asymptotic properties of the least squares estimator and the maximum likelihood (ML) estimator. Due to a specific simultaneity involved in the SSAR model, the least squares estimator is badly biased. However, the ML estimator under the assumption of Gaussian disturbances gives reasonable estimates.     

Comparison of selective cytotoxicity of alkyl lysophospholipids

Alkyl lysophospholipids have been shown to be cytooxic to a number of neoplastic tissues. One, ET-18-OCH₃, has been used to selectively purge leukemic cells from mixtures with normal marrow progenitor cells,in vitro andin vivo. We have measured the 50% inhibitory (IC₅₀) effect of a series of ether, lipids (EL) on leukemic cells (HL60, K562, Daudi, KG-1, KG-1a) and normal marrow progenitor cells. Cells were incubated with varying concentrations of EL for 4 hr and assayed for viability, [³H]thymidine incorporation and clonogenicity in semi-solid media. The effect on protein kinase C (PKC) activity was assayed for each compound. Compounds tested included three glycerophosphocholine analogs-ET-18-OCH₃, ET-16-NHCOCH₃, and BM 41.440. In addition, a lipoidal amine, CP 46665, an ethyleneglycolphospholipid, AEPL, and four single chain alkylphosphocholine analogs, HePC₂, HePC₃, HePC₄ and HePC₆ were also tested. During the period of incubation, the cells remained viable (>70%) as judged by trypan blue dye exclusion. The glycerophosphocholines were the most active and showed the highest therapeutic index. The lipoidal amine was active, but toxic to normal marrow progenitor cells. The ethyleneglycolphospholipid was active against HL60, but not against the other cell lines. The single chain alkylphosphocholine analogs were less active. All of the compounds inhibited PKC activity; however, the glycerophosphocholines were the most inhibitory. Based on a paper presented at the Third International Conference on Platelet-Activating Factor and Structurally Related Alkyl Ether Lipids, Tokyo, Japan, May 1989.     

Radiation grafting of α,β,β-trifluoroethylenesulfonyl fluoride onto low-density polyethylene film by simultaneous irradiation method. I. Kinetic study of simultaneous-irradiation grafting

α,β,β-Trifluoroethylenesulfonyl fluoride (TFESF) was grafted onto polyethylene (PE) film by a simultaneous-irradiation method. The influences of the grafting conditions were analyzed kinetically. The dependencies of the grafting rate on the dose rates and monomer concentrations ranging from 10 to 75% were found to be of 1 and 0 order, respectively. The overall activation energy for the graft polymerization was 2.05 × 10⁴ J/mol. The grafting rate was found to be independent of the film thicknesses ranging from 25 to 100 μm.     

New polylactide/layered silicate nanocomposites. 5. Designing of materials with desired properties

Understanding the structure/property relationship in polymer/layered silicate nanocomposites is of great importance in designing materials with desired properties. In order to understand these relations, a series of polylactide (PLA)/organically modified layered silicate (OMLS) nanocomposites have been prepared using a simple melt extrusion technique. Four different types of OMLS have been used for the preparation of nanocomposites, three were modified with functionalized ammonium salts while fourth one was a phosphonium salt modified OMLS. The structure of the nanocomposites in the nanometer scale was characterized by using wide-angle X-ray diffraction and transmission electron microscopic observations. Using four different types of layered silicates modified with four different types of surfactants, the effect of OMLS in nanocomposites was investigated by focusing on four major aspects: structural analysis, thermal properties and spherulite morphology, materials properties, and biodegradability. Finally, we draw conclusions about the structure/property relationship in the case of PLA/OMLS nanocomposites.     

Structural development in cycloolefin copolymers under uniaxial elongational flow

Development of structures in new cycloolefin copolymers (COCs) of ethylene–norbornene (E–NB) and ethylene–tetracyclododecene (E–TD) of different NB/TD compositions were investigated under uniaxial elongational flow. For E–NB copolymer, which has multiblock sequences, a shoulder in WAXD at 0.76 nm was evident besides its amorphous halo, and the relative intensity of the peak increased with increasing comonomer content (NB). The appearance of a new peak for E–TD copolymer, and a relatively higher intense peak for E–NB copolymer at the same position of 0.76 nm, indicated that local ordering of the segments occurred when the COC was subjected to uniaxial flow. A lower comonomer composition of elongated COC, at a constant Hencky strain rate, exhibited two T_g values, whereas a higher composition showed a single T_g. Both local ordering and segmentization occurred in low comonomer content COCs but only local ordering occurred in higher comonomer content COCs. Both the shear viscosity and roll processing experiments exhibited similar phenomena of segregation. A model is proposed to illustrate the structure of COC after uniaxial elongation/deformation. © 2004 Wiley Periodicals, Inc. J Appl Polym Sci 91: 3421–3427, 2004     

High-Temperature Fracture Mechanism of Low-Ca-Doped Silicon Nitride

High-purity Si₃N₄ (with 2.5 wt% glassy SiO₂) doped with 0 to 450 at.ppm of Ca was prepared as a model system to investigate the effects of grain-boundary segregants on fracture phenomenology at 1400°C. Subcritical crack-growth (SCG) resistance as well as creep resistance was degraded significantly by the presence of a small amount of Ca. The internal friction of the doped materials exhibited the superposition of a grain-boundary relaxation peak and a high-temperature background, and the apparent viscosity of the grain-boundary film was determined from the peak. Based on these experimental data, the fracture mechanism at 1400°C was divided into three regions: "brittle," SCG, and creep failure as a function of both external strain rate and Ca concentration, C _Ca. From the investigation of the C _Ca dependence of the critical strain rate for the transition from "brittle" to SCG fractures, the SCG phenomenon is suggested to be triggered by small-scale, grain-boundary sliding. The C _Ca dependence of "steady-state" creep rate was far from the theoretical dependence of diffusional creep via a solution-precipitation mechanism. The discrepancy was interpreted to be due to the presence of an impurity-insensitive creep component. This component may correspond to the lowest limit of the tensile creep rate in Si₃N₄ polycrystalline materials containing intergranular glassy-SiO₂ film.     

Polyacrylonitrile/Nylon 6 Blends: Preparation and Characterization

Summary: Polyacrylonitrile (PAN) particles with micro‐size ranges (0.15–2 μm) were prepared by emulsion and dispersion polymerizationa and in supercritical carbon dioxide media. The PAN particles were blended with Nylon 6 (PA6) at 220 °C by using a miniature mixer; it was found that melt‐mixing was possible for PAN‐rich compositions as high as 70 wt.‐%. Blends were characterized by scanning electron microscopy, IR, viscosity measurements, differential scanning calorimetry, and dynamic mechanical thermal analysis (DMTA). The size and shape of original PAN particles were retained in PAN/PA6 blends. The useful range to blend PAN particles size was less than 1 μm in terms of shape retention of the PAN particles in blends. Blends with 40 wt.‐% PAN content were found to be melt‐processable. The elastic modulus was higher for PAN/PA6 blends than pure PA6.

SEM photograph of PAN‐SC/PA6 blend with a 40/60 weight ratio.     

Synthesis of polyoxyethylene derivatives of diesters of sucrose with long-chain fatty acids

Summary Since the long-chain fatty acid sucrose diesters inevitably produced in the synthesis of monoesters are only slightly soluble in water, no important use can be found for them at the present time except as oilsoluble emulsifying agents. In order to exploit new uses we have attempted to improve their solubility in water by introducing oxyethylene radicals into the molecule. The addition reaction of ethylene oxide with the sucrose diesters was carried out in an autoclave in the presence of alkaline catalysts. With the reaction temperature maintained between 100–130° the pressure decreased as the reaction proceeded, and one to two hours were required to consume the ethylene oxide used. The addition products are yellow or orange oily materials soluble in water. Aqueous solutions showed good surface-active properties.     

Fate of the chlorine and fluorine in a sub-bituminous coal during pyrolysis and gasification

The fate of the chlorine and fluorine present in a sub-bituminous coal from Indonesia during pyrolysis and gasification has been studied with fixed and entrained bed reactors. The rate profile for HCl evolved in the temperature programmed pyrolysis exhibits the main and shoulder peaks at 480 and 600 °C, respectively. Model experiments and subsequent Cl 2p XPS measurements show that HCl reacts with metal impurities and carbon active sites at 500 °C to be retained as inorganic and organic chlorine forms, from which HCl evolves again at elevated temperatures. It is suggested that the HCl observed in the coal pyrolysis may originate from the above-mentioned chlorine functionalities formed by secondary reactions involving the nascent char. In the CO₂ gasification of the 900 °C char at 1000 °C and 2.5 MPa, any measurable amounts of HCl and HF could not be detected even at a high conversion of 75 wt% (daf), suggesting the accumulation of these halogens in the residual char. When the coal is injected into an O₂-blown, entrained bed gasifier at 1200-1400 °C under 2.6 MPa, the partial oxidation proceeds to a larger extent at a higher O₂/coal ratio, whereas the chlorine and fluorine are enriched in the remaining char, and the extent of the enrichment at the latter stage of gasification is larger with the fluorine. The XPS measurements of the chars reveal the presence of the broad F 1 s peak, which can cover a wide range of binding energies attributable to inorganic and organic fluorine. The halogen enrichment during gasification is discussed in terms of secondary reactions of HCl and HF with char.