1,723 research outputs found

    A construction of continuous-time ARMA models by iterations of Ornstein-Uhlenbeck processes

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    We present a construction of a family of continuous-time ARMA processes based on p iterations of the linear operator that maps a LĂ©vy process onto an Ornstein-Uhlenbeck process. The construction resembles the procedure to build an AR(p) from an AR(1). We show that this family is in fact a subfamily of the well-known CARMA(p,q) processes, with several interesting advantages, including a smaller number of parameters. The resulting processes are linear combinations of Ornstein-Uhlenbeck processes all driven by the same LÂŽevy process. This provides a straightforward computation of covariances, a state-space model representation and methods for estimating parameters. Furthermore, the discrete and equally spaced sampling of the process turns to be an ARMA(p, p-1) process. We propose methods for estimating the parameters of the iterated Ornstein-Uhlenbeck process when the noise is either driven by a Wiener or a more general LĂ©vy process, and show simulations and applications to real data.Peer ReviewedPostprint (published version

    A construction of continuous-time ARMA models by iterations of Ornstein-Uhlenbeck processes

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    We present a construction of a family of continuous-time ARMA processes based on p iterations of the linear operator that maps a LĂ©vy process onto an Ornstein-Uhlenbeck process. The construction resembles the procedure to build an AR(p) from an AR(1). We show that this family is in fact a subfamily of the well-known CARMA(p,q) processes, with several interesting advantages, including a smaller number of parameters. The resulting processes are linear combinations of Ornstein-Uhlenbeck processes all driven by the same LÂŽevy process. This provides a straightforward computation of covariances, a state-space model representation and methods for estimating parameters. Furthermore, the discrete and equally spaced sampling of the process turns to be an ARMA(p, p-1) process. We propose methods for estimating the parameters of the iterated Ornstein-Uhlenbeck process when the noise is either driven by a Wiener or a more general LĂ©vy process, and show simulations and applications to real data.Peer ReviewedPostprint (published version

    Bonding in Metal Hexacarbonyls

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    A detailed analysis of the valence molecular orbitals (MO) in Cr(CO)6, Mo(CO)6, and W(CO)6is presented. A generalized bonding scheme, which includes participation of metal p electrons in the metal–ligand bond, emerges from our results. The metal p electrons are also responsible for effecting mixings between different sets of carbonyl 5σ and 1π orbitals. In these hexacarbonyls, this ‘‘σ’’+‘‘π’’ metal–ligand bonding contribution is quantitatively as significant as the well known σ donation and π‐back‐donation components. The MO’s obtained with the Dirac scattered‐wave (DSW) method are also used to determine the importance of relativistic effects in this series. The DSW results show that even in W(CO)6, relativistic effects are qualitatively unimportant. Extensive comparisons with existing theoretical and experimental data are made for both ground‐state and transition‐state calculations

    Embedding in law of discrete time ARMA processes in continuous time stationary processes

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    © 2018. This version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/Given any stationary time series {Xn : n ¿ Z} satisfying an ARMA(p, q) model for arbitrary p and q with infinitely divisible innovations, we construct a continuous time stationary process {xt : t ¿ R} such that the distribution of {xn : n ¿ Z}, the process sampled at discrete time, coincides with the distribution of {Xn}. In particular the autocovariance function of {xt } interpolates that of {Xn}.Peer ReviewedPostprint (author's final draft

    Synthesis, characterization of a new carbonylated zirconium metallocene using a dichloro-zirconocene derived from partially alkylated s-indacene

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    IndexaciĂłn: ScieloThis work describes the synthesis and characterization of new organometallic species, an unprecedented mononuclear zirconium complex bearing a tetraalkylated s-indacene ligand, and secondly, its respective dicarbonyl complex obtained by reduction with Mg/HgCl2. Theoretical calculations of these two compounds were carried out to gain further understanding of these novel molecular systems.http://www.scielo.cl/scielo.php?script=sci_arttext&pid=S0717-97072009000300014&lng=es&nrm=is

    Positive Mental Health in Mexican Adolescents: Differences by Sex

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    La evidencia empírica acerca de las diferencias de la salud mental positiva respecto al sexo, son escasas, incluso controversiales. El objetivo es analizar la salud mental positiva entre hombres y mujeres. La muestra estå compuesta por 533 participantes de la Ciudad de Toluca, Estado de México. Todos estudiantes de nivel medio superior, hombres (44.4%) y mujeres (55.6%), entre 14 y 20 años. Se aplicó la escala de salud mental positiva (Lluch, 1999). Los resultados mostraron que el 38.3% de la muestra se encuentra en un nivel alto y el 16.1% en muy alto nivel de salud mental positiva. Del anålisis descriptivo, la dimensión satisfacción personal puntuó por arriba de la media teórica. Se confirma parcialmente la hipótesis, porque se obtuvieron diferencias significativas en cuatro de las seis dimensiones, en satisfacción personal, actitud prosocial y habilidad de relaciones interpersonales, con puntuaciones mås altas para las mujeres y en autocontrol en el grupo de los hombres. Se sugiere continuar con el anålisis de la salud mental positiva.El producto forma parte del proyecto titulado" Salud mental positiva en niños y adolescentes. Estudios de Validación". Con clave 3541/2013CHT Alumna de Doctorado en Ciencias de la Salud con Beca CONACY

    ADSORPTION ESSAYS OF PALLADIUM IN MODIFIED SILICA GEL WITH THIOURONIUM GROUPS: EXPERIMENTAL AND THEORICAL STUDIES

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    IndexaciĂłn: Web of Science; ScieloThe silylant 3-cloropropyltriethoxysilyl was anchored over silica gel in anhydrous conditions in order to react with thiourea to obtain modified silica gel with thiouronium. The aim to obtain an inorganic support that is able to hijack metals from the VIII group such as palladium. The product was characterized by Sbet and FTIR infrared spectroscopy. For the determination of the structure in the modified silica gel NMR spectra of silicon and carbon were preformed in solid state. The coordination form of the modified silica gel to the metal was studied computationally in the context of the DFT theory, using the ADF code. This was a collaborative work with "FundaciĂłn Chile" for the recuperation of precious metals from the mining industry.http://ref.scielo.org/gk7rm

    Synthesis and morphological characterization of nanocomposite based on anodic TiO2 nanotubes and poly(N-maleoyl Glycine-CO-Acrylic acid)

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    IndexaciĂłn: Scopus.In this study, we examined the synthesis, and characterization of TiO2/poly(N-maleoylglycine-co-acrylic acid) (TiO2/poly(MG-co-AA)) nanocomposite. The nanocomposite was prepared by the dispersion of TiO2 nanotubes in a water solution of the polymer (3% w/w) and then it was lyophilized. The nanocomposite was characterized by FTIR and Raman spectroscopies. The incorporation of TiO2 nanotubes to the polymeric matrix was determined by transmission electron microscopy (TEM) from which TiO2 nanotubes in the inner of copolymer with diameters ranging between 90 and 100 nm were observed. The overall morphology of the previously synthetized nanotubes was determined by scanning electron microscopy (SEM). For the nanocomposite system, the morphology was studied by atomic force microscopy (AFM) from which a grain shape structure was observed. This process resulted in a new nanocompsite material with an average grain diameter estimated by SEM and AFM ranging between 210-240 nm. It was observed that the nanotubes were homogeneously dispersed within the polymeric matrix. The prepared material could be suitable in the design of electronic devices and additionally could have potential applications as biomaterial.https://scielo.conicyt.cl/pdf/jcchems/v62n3/0717-9324-jcchems-62-03-3634.pd

    Simple and rapid one-step electrochemical synthesis of nanogranular Cu2O films

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    In the present work, we report a simple experimental strategy for the one-step electrochemical synthesis of nanogranular Cu2O films by copper anodization in fluoride-containing ethylene glycol media. Microscopic exploration using field emission scanning electron microscopy (FESEM), atomic force microscopy (AFM) and transmission electron microscopy (TEM), shows the formation of spherical shape grains with sizes ranging from 20 to 40 nm. Raman and X-Ray Photoemission Spectroscopy (XPS) results indicate that only CuI oxide is obtained. A band gap energy Eg=2.01 eV is estimated from UV–vis reflectance spectroscopy indicating that an indirect transition mechanism between semiconductor bands takes place. These evidences indicate that the present synthesis of nanogranular Cu2O films is a promising method for obtaining improved properties of materials for the design of photoelectronic devices.Fil: OyarzĂșn Jerez, Diego Patricio. Universidad AndrĂ©s Bello; ChileFil: Broens, Martin Ignacio. Consejo Nacional de Investigaciones CientĂ­ficas y TĂ©cnicas. Centro CientĂ­fico TecnolĂłgico Conicet - CĂłrdoba. Instituto de Investigaciones en FĂ­sico-quĂ­mica de CĂłrdoba. Universidad Nacional de CĂłrdoba. Facultad de Ciencias QuĂ­micas. Instituto de Investigaciones en FĂ­sico-quĂ­mica de CĂłrdoba; ArgentinaFil: Linarez PĂ©rez, Omar Ezequiel. Consejo Nacional de Investigaciones CientĂ­ficas y TĂ©cnicas. Centro CientĂ­fico TecnolĂłgico Conicet - CĂłrdoba. Instituto de Investigaciones en FĂ­sico-quĂ­mica de CĂłrdoba. Universidad Nacional de CĂłrdoba. Facultad de Ciencias QuĂ­micas. Instituto de Investigaciones en FĂ­sico-quĂ­mica de CĂłrdoba; ArgentinaFil: Lopez Teijelo, Manuel. Consejo Nacional de Investigaciones CientĂ­ficas y TĂ©cnicas. Centro CientĂ­fico TecnolĂłgico Conicet - CĂłrdoba. Instituto de Investigaciones en FĂ­sico-quĂ­mica de CĂłrdoba. Universidad Nacional de CĂłrdoba. Facultad de Ciencias QuĂ­micas. Instituto de Investigaciones en FĂ­sico-quĂ­mica de CĂłrdoba; ArgentinaFil: Islas, Rafael. Universidad AndrĂ©s Bello; ChileFil: Arratia-Perez, Ramiro. Universidad AndrĂ©s Bello; Chil
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