Consistent estimation of the memory parameter for nonlinear time series

Abstract. For linear processes, semiparametric estimation of the memory parameter, based on the log‐periodogram and local Whittle estimators, has been exhaustively examined and their properties well established. However, except for some specific cases, little is known about the estimation of the memory parameter for nonlinear processes. The purpose of this paper is to provide the general conditions under which the local Whittle estimator of the memory parameter of a stationary process is consistent and to examine its rate of convergence. We show that these conditions are satisfied for linear processes and a wide class of nonlinear models, among others, signal plus noise processes, nonlinear transforms of a Gaussian process ξ_t and exponential generalized autoregressive, conditionally heteroscedastic (EGARCH) models. Special cases where the estimator satisfies the central limit theorem are discussed. The finite‐sample performance of the estimator is investigated in a small Monte Carlo study.     

Multivitamin Analysis of Fruits, Fruit–Vegetable Juices, and Diet Supplements

Vitamins are organic compounds that are required for various biological functions. In general, vitamins are not synthesized in the human body, but lack or deficiency of them may lead to certain diseases. Determinations of 11 vitamins in various products were performed, which included ascorbic acid (C), seven vitamins of the B group (thiamine B₁, riboflavin B₂, nicotinamide B₃, pantothenic acid B₅, pyridoxine B₆, folic acid B₉, and cyanocobalamin B₁₂), as well as three fat-soluble vitamins (retinol A, cholecalciferol D₃, and α-tocopherol E). A column with RP18 stationary phase and a diode array detector with properly selected analytical wavelengths for each compound were used. A gradient of trifluoroacetic acid in water with methanol was used as the mobile phase. Limits of quantification in the range of 0.70–2.90 μg/mL for water-soluble vitamins and 1.85–15.84 μg/mL for fat-soluble vitamins were obtained. Those values are sufficient for determinations of the aforementioned compounds in foodstuff. The developed procedure of sample preparation together with chromatographic system can be used for food quality monitoring in the food industry.     

Fluorine-free binders for Carbon Black based Electrochemical Supercapacitors

Industrially manufactured carbon blacks (CBs) provide highly dispersed carbon materials with a specific surface of up to 1700 m² g^–1. Precompaction at p > 10 MPa in the presence of 3–10 wt% PTFE (provided as a dispersion) is known to lead to stable electrodes for electrochemical supercapacitors. Specific capacitances for single electrodes (C _s,1) were measured by constant current cycling (CCC) at 34 mA cm^–2 to be up to 250 F g^–1. It is shown that substitution of PTFE by fluorine-free binders, such as aqueous dispersions of polystyrene, styrene/butadien-copolymer and ethylene/acrylic acid copolymer is possible. Optimum systems were with 3–10 wt% binders of butadiene/styrene copolymers. They allowed stable results within hundreds of cycles. No shedding of the CB particles was observed, and swelling of the electrode was minimum.     

BLACK MARKET,HYPERINFLATION, AND HUNGER: GREECE 1941–1944

This article deals with the operation of markets during the famine and food crisis that occurred in occupied Greece in the period 1941–1944. Among other factors, the division of the country into three zones of occupation between which no movements of goods and people was allowed and the failed attempt by the government to control prices and production led to the collapse of the normal markets and the gradual but firm establishment of a black market. In the later years of the occupation, and in association with a rampant inflation, the black market was extremely volatile and heavily dependent on “shocks.” Even though the occupation governments, the press, the resistance, and post-war academics fiercely condemned the black market, oral evidence shows that virtually everyone was involved in some way in its dealings.     

Synthesis and characterization of a new family of photoactive liquid crystalline polyesters based on α‐methylstilbene

A liquid crystal polyester and two liquid crystal copolyesters containing α‐methylstilbene moieties and aliphatic or aromatic spacers in the backbone were synthesized in good yields, with the aim of using them for photosensitive microcapsule preparation. The synthesized polymers were fully characterized with respect to thermal stability, type of mesophase, molecular weight and E–Z photoisomerization. Combination of monomers with different structures allowed adjustment of the polymer characteristics such as degree of crystallinity and glass transition temperature, as verified using X‐ray diffraction, polarized optical microscopy and differential scanning calorimetry. Quantitative ¹H NMR and UV‐visible experiments were performed in order to investigate E–Z photoisomerization after photoirradiation at 364 nm. Finally, a membrane based on one of these polymers was prepared and it was found that its wettability increased on photoirradiation. © 2013 Society of Chemical Industry     

Electrochemical supercapacitors based on industrial carbon blacks in aqueous H2SO4

It is shown that industrial carbon blacks (CBs) are interesting materials for electrochemical supercapacitors (ECSCs). The specific areas A _s ranged from 28 to 1690 m² g^–1. The highest values were realized through activation in CO₂ at 1100 °C. Precompacted carbon black electrodes with 5–10 wt% PTFE as a binder in the pellet in 10–12 M H₂SO₄ were characterized by constant current cycling, CCC, j = 20–50 mA cm^–2. Voltage–time curves showed nearly pure capacitive behaviour. Specific capacitance of single electrodes, C _s,1, could be derived therefrom. A plot of C _s,1 against A _s shows a linear behavior according to C _s,1 = C _A,DL A _s, where C _A,DL is the Helmholtz double layer capacitance per atomic surface area. Best fit was obtained with C _A,DL = 16 F cm^–2. The highest experimental values, C _s,1 = 250 F g^–1, are due to 60% of the theoretical maximum, which corresponds to an A _s calculated from both faces of isolated graphene layers. Only marginal pseudocapacitances are observed. Model cells for ECSCs (with microporous Celgard^TM separators) could be extensively cycled (CCC). A monopolar cell endured Z > 2000 cycles. Bipolar cells (5 units) allowed 700 cycles. Practical problems such as the development of electrode holders and of carbon black filled polypropylene composites for current collectors are discussed. It is concluded that entirely metal-free ECSCs with low cost can be produced.     

Si nanowires by a single-step metal-assisted chemical etching process on lithographically defined areas: formation kinetics

In this paper, we investigate the formation kinetics of Si nanowires [SiNWs] on lithographically defined areas using a single-step metal-assisted chemical etching process in an aqueous HF/AgNO₃ solution. We show that the etch rate of Si, and consequently, the SiNW length, is much higher on the lithographically defined areas compared with that on the non-patterned areas. A comparative study of the etch rate in the two cases under the same experimental conditions showed that this effect is much more pronounced at the beginning of the etching process. Moreover, it was found that in both cases, the nanowire formation rate is linear with temperature in the range from 20°C to 50°C, with almost the same activation energy, as obtained from an Arrhenius plot (0.37 eV in the case of non-patterned areas, while 0.38 eV in the case of lithographically patterned areas). The higher etch rate on lithographically defined areas is mainly attributed to Si surface modification during the photolithographic process.PACS: 68; 68.65-k.     

Evaluation of Stable LifeAct-mRuby2- and LAMP1-NeonGreen Expressing A549 Cell Lines for Investigation of Aspergillus fumigatus Interaction with Pulmonary Cells

Inhaled Aspergillus fumigatus spores can be internalized by alveolar type II cells. Cell lines stably expressing fluorescently labeled components of endocytic pathway enable investigations of intracellular organization during conidia internalization and measurement of the process kinetics. The goal of this report was to evaluate the methodological appliance of cell lines for studying fungal conidia internalization. We have generated A549 cell lines stably expressing fluorescently labeled actin (LifeAct-mRuby2) and late endosomal protein (LAMP1-NeonGreen) following an evaluation of cell-pathogen interactions in live and fixed cells. Our data show that the LAMP1-NeonGreen cell line can be used to visualize conidia co-localization with LAMP1 in live and fixed cells. However, caution is necessary when using LifeAct-mRuby2-cell lines as it may affect the conidia internalization dynamics.     

BLACK MARKET, HYPERINFLATION, AND HUNGER: GREECE 1941-1944

This article deals with the operation of markets during the famine and food crisis that occurred in occupied Greece in the period 1941-1944. Among other factors, the division of the country into three zones of occupation between which no movements of goods and people was allowed and the failed attempt by the government to control prices and production led to the collapse of the normal markets and the gradual but firm establishment of a black market. In the later years of the occupation, and in association with a rampant inflation, the black market was extremely volatile and heavily dependent on “shocks.” Even though the occupation governments, the press, the resistance, and post-war academics fiercely condemned the black market, oral evidence shows that virtually everyone was involved in some way in its dealings.