Estimation and Testing for Unit Root Processes with GARCH(1,1) Errors: Theory and Monte Carlo Evidence,

Least squares (LS) and maximum likelihood (ML) estimation are considered for unit root processes with GARCH (1, 1) errors. The asymptotic distributions of LS and ML estimators are derived under the condition alpha + beta

"Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence"

Least squares (LS) and maximum likelihood (ML) estimation are con-sidered for unit root processes with GARCH (1, 1) errors. The asymp-totic distributions of LS and ML estimators are derived under the con-dition ƒ¿ + ƒÀ

Analysis of Power-aware Buffering Schemes in Wireless Sensor Networks

We study the power-aware buffering problem in battery-powered sensor networks, focusing on the fixed-size and fixed-interval buffering schemes. The main motivation is to address the yet poorly understood size variation-induced effect on power-aware buffering schemes. Our theoretical analysis elucidates the fundamental differences between the fixed-size and fixed-interval buffering schemes in the presence of data size variation. It shows that data size variation has detrimental effects on the power expenditure of the fixed-size buffering in general, and reveals that the size variation induced effects can be either mitigated by a positive skewness or promoted by a negative skewness in size distribution. By contrast, the fixed-interval buffering scheme has an obvious advantage of being eminently immune to the data-size variation. Hence the fixed-interval buffering scheme is a risk-averse strategy for its robustness in a variety of operational environments. In addition, based on the fixed-interval buffering scheme, we establish the power consumption relationship between child nodes and parent node in a static data collection tree, and give an in-depth analysis of the impact of child bandwidth distribution on parent's power consumption. This study is of practical significance: it sheds new light on the relationship among power consumption of buffering schemes, power parameters of radio module and memory bank, data arrival rate and data size variation, thereby providing well-informed guidance in determining an optimal buffer size (interval) to maximize the operational lifespan of sensor networks

A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors,

This paper provides a review of some recent theoretical results for time series models with GARCH errors, and is directed towards practitioners. Starting with the simple ARCH model and proceeding to the GARCH model, some results for stationary and nonstationary ARMA-GARCH are summarized. Various new ARCH-type models, including double threshold ARCH and GARCH, ARFIMA-GARCH, CHARMA and vector ARMA-GARCH, are also reviewed.

Fate of the Peak Effect in a Type-II Superconductor: Multicriticality in the Bragg-Glass Transition

We have used small-angle-neutron-scattering (SANS) and ac magnetic susceptibility to investigate the global magnetic field H vs temperature T phase diagram of a single crystal Nb in which a first-order transition of Bragg-glass melting (disordering), a peak effect, and surface superconductivity are all observable. It was found that the disappearance of the peak effect is directly related to a multicritical behavior in the Bragg-glass transition. Four characteristic phase boundary lines have been identified on the H-T plane: a first-order line at high fields, a mean-field-like continuous transition line at low fields, and two continuous transition line associated with the onset of surface and bulk superconductivity. All four lines are found to meet at a multicritical point.Comment: 4 figure

Analysis and control of bifurcation and chaos in averaged queue length in TCP/RED model

This paper studies the bifurcation and chaos phenomena in averaged queue length in a developed Transmission Control Protocol (TCP) model with Random Early Detection (RED) mechanism. Bifurcation and chaos phenomena are nonlinear behaviour in network systems that lead to degradation of the network performance. The TCP/RED model used is a model validated previously. In our study, only the average queue size k q − is considered, and the results are based on analytical model rather than actual measurements. The instabilities in the model are studied numerically using the conventional nonlinear bifurcation analysis. Extending from this bifurcation analysis, a modified RED algorithm is derived to prevent the observed bifurcation and chaos regardless of the selected parameters. Our modification is for the simple scenario of a single RED router carrying only TCP traffic. The algorithm neither compromises the throughput nor the average queuing delay of the system

Development of High Efficiency (14%) Solar Cell Array Module

High efficiency solar cells required for the low cost modules was developed. The production tooling for the manufacture of the cells and modules was designed. The tooling consisted of: (1) back contact soldering machine; (2) vacuum pickup; (3) antireflective coating tooling; and (4) test fixture

Development of high efficiency (14 percent) solar cell array module

Most effort was concentrated on development of procedures to provide large area (3 in. diameter) high efficiency (16.5 percent AM1, 28 C) P+NN+ solar cells. Intensive tests with 3 in. slices gave consistently lower efficiency (13.5 percent). The problems were identified as incomplete formation of and optimum back surface field (BSF), and interaction of the BSF process and the shallow P+ junction. The problem was shown not to be caused by reduced quality of silicon near the edges of the larger slices