On Asymptotic Theory for ARCH (∞) Models

Autoregressive conditional heteroskedasticity (ARCH)() models nest a wide range of ARCH and generalized ARCH models including models with long memory in volatility. Existing work assumes the existence of second moments. However, the fractionally integrated generalized ARCH model, one version of a long memory in volatility model, does not have finite second moments and rarely satisfies the moment conditions of the existing literature. This article weakens the moment assumptions of a general ARCH( ) class of models and develops the theory for consistency and asymptotic normality of the quasi‐maximum likelihood estimator.     

Sonochemical synthesis of crystalline nanoporous zinc oxide spheres and their application in dye-sensitized solar cells

A composite material made of zinc oxide and polyvinyl alcohol was prepared by a sonochemical method. Annealing of the composite under air removed the polymer, leaving porous spheres of ZnO. This change was accompanied by a change of the surface area from 2 m²/g to 34 m²/g. The porous ZnO particles were used as the electrode material for dye-sensitized solar cells (DSSCs). It was tested by forming a film of the doped porous ZnO on a conductive glass support. The performance of the solar cell is reported.     

Flow around a cubic body immersed in a turbulent boundary layer

This paper reports the results of an experiment concerning flow in the vicinity of a cubic body immersed in a turbulent boundary layer which is fully developed along a tunnel floor. By changing the flow direction and body height, measurements were made of the pressure and drag acting on the body, and of the flow pattern and pressure distribution on the floor. The results indicate the changes taking place in the pressure distribution over the surface of a cubic body, the pressure drag acting on it, and the flow pattern and pressure distribution over the floor surface as the angle of incidence α is varied.     

Shear modification of polyethylene

Polymers like LDPE can be modified by applying a shearing process for an extended period. As a result the melt elasticity is reduced, as evidenced by the decrease in extrudate (die) swell at the exit of a capillary and onset of melt fracture. Melt viscosity was also slightly reduced; melt flow index (measured in short capillary) is highly increased. At the same time, melt density rises. All these parameters vary mostly for LDPE grades that exhibit the highest degree of long-chain branching. It was confirmed that the intrinsic viscosisty of the polymer samples was essentially unaffected, so that chain scission may be ruled out. Moreover, the process itself is shown to be reversible as the initial parameters were recovered by special treatment, due to heating or solvation. The mechanism of shear modification is believed to consist of disentanglement of temporary couplings betwen long branches. The practical utilization of this process will be pursued, as well as the scientific understanding of structuring entangled branched chains.     

Workload, control, and social support effects on serum lipids: A longitudinal study among apparently healthy employed adults.

The authors investigated the direct and interactive effects of the job demand– control–support (JDC-S) model’s components on subsequent changes in high-density lipoprotein cholesterol, low-density lipoprotein cholesterol, and triglycerides (TRI) separately for male and female employees. In contrast to all 14 past studies on these relationships, the authors used a longitudinal design. Study participants (N = 1,137, 66% men) were all apparently healthy employees who underwent a routine health check at 2 points in time (Time 1 and Time 2) about 22 months apart. In these analyses, the authors controlled for the Time 1 level of each criterion and for other confounders. Most of the direct and moderating effects found did not support the predictions of the JDC-S model; this finding is in agreement with the majority of past cross-sectional studies. The authors did not find any evidence supporting the existence of a reverse causation for either of the components of the JDC-S model. The authors suggest that serum lipids may not be a physiological mechanism mediating the effects of the JDC-S model on atherosclerotic diseases. (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

Analysis of the coupling between the apparent time scale of thermal degradation and sample size

Sample size sensitivity of thermal gravimetric analysis (TGA) presents a serious handicap in the obtaining of reliable thermal stability data for high-temperature applications. For example, predictions of the apparent time for degradation during an isothermal experiment based on the results obtained using a 10 μm thick specimen can be off by an order of magnitude when applied to a product with a thickness of 10 cm. To address this effect, TGA experiments studying the thermal degradation of poly(methyl methacrylate) were conducted. Analysis of the experimental data resulted in the development of a relationship between the apparent time scale of the thermal degradation and the specimen thickness. Origins of the new dependence were traced to the change of the diffusivity resulting from material volatilization. Implications of the coupling between these two events for the analysis of thermal stability for new polymeric materials are discussed, and required changes in the current methodology are outlined.     

Footprint area sampled texturing

We study texture projection based on a four region subdivision: magnification, minification, and two mixed regions. We propose improved versions of existing techniques by providing exact filtering methods which reduce both aliasing and overblurring, especially in the mixed regions. We further present a novel texture mapping algorithm called FAST (footprint area sampled texturing), which not only delivers high quality, but also is efficient. By utilizing coherence between neighboring pixels, performing prefiltering, and applying an area sampling scheme, we guarantee a minimum number of samples sufficient for effective antialiasing. Unlike existing methods (e.g., MlP-map, Feline), our method adapts the sampling rate in each chosen MlP-map level separately to avoid undersampling in the lower level l for effective antialiasing and to avoid oversampling in the higher level l+1 for efficiency. Our method has been shown to deliver superior image quality to Feline and other methods while retaining the same efficiency. We also provide implementation trade offs to apply a variable degree of accuracy versus speed.     

A robust optimisation model and cutting planes for the planning of energy-efficient wireless networks

In this paper, we present an optimisation model for the energy-efficient planning of future wireless networks. By applying robust optimisation, we extend this model to a robust formulation which considers demand uncertainties. The computability of the resulting model is moderate. Hence, we apply three different cutting plane approaches for an improvement. Furthermore, an extensive case study is performed to examine the price of robustness, to compare the robust solution to conventional planning, and to explore the performance of the cutting planes.