On filtering and estimation of a threshold stochastic volatility model

We derive a nonlinear filter and the corresponding filter-based estimates for a threshold autoregressive stochastic volatility (TARSV) model. Using the technique of a reference probability measure, we derive a nonlinear filter for the hidden volatility and related quantities. The filter-based estimates for the unknown parameters are then obtained from the EM algorithm.     

Synthesis of a benzoxazine with precisely two phenolic OH linkages and the properties of its high‐performance copolymers

A phenolic OH‐containing benzoxazine ( F‐ap ), which cannot be directly synthesized from the condensation of bisphenol F, aminophenol, and formaldehyde by traditional procedures, has been successfully prepared in our alternative synthetic approach. F‐ap was prepared by three steps including (a) condensation of 4‐aminophenol and 5,5'‐methylenebis(2‐hydroxybenzaldehyde) (1) , (b) reduction of the resulting imine linkage by sodium borohydride, and (c) ring closure condensation by formaldehyde. The key starting material, (1) , was prepared from 2‐hydroxybenzaldehyde and s‐trioxane in the presence of sulfuric acid. F‐ap is structurally similar to bis(3,4‐dihydro‐2H‐3‐phenyl‐1,3‐benzoxazinyl)methane ( F‐a, a commercial benzoxazine based on bisphenol F/aniline/formaldehyde) except for two phenolic OHs. The phenolic OHs can provide reaction sites with epoxy and 1,1'‐(methylenedi‐p‐phenylene)bismaleimide (BMI). The structure–property relationships between the thermosets of F‐ap /epoxy, F‐a /epoxy, F‐ap /BMI, and F‐a /BMI were discussed. Experimental data showed that thermosets based on F‐ap /epoxy and F‐ap /BMI provided much better thermal properties than those based on F‐a /epoxy and F‐a /BMI. © 2013 Wiley Periodicals, Inc. J. Polym. Sci., Part A: Polym. Chem. 2013, 51, 2686–2694     

Analysis of Synthetic Drugs in Chinese Medicine by High Performance Liquid Chromatography/Mass Spectrometry with In‐Source Collision Induced Dissociation

Sixteen chemical drugs, often found in adulterated Chinese medicine, were studied by high performance liquid chromatography/atmospheric ionization mass spectrometry. Under optimal conditions, three pairs of compounds were either coeluted or unresolved. The lack of chromatographic resolution and the lack of specificity in UV detection were overcome by a method based on high performance liquid chromatography/electrospray mass spectrometry. This method was capable of detecting the adulterants based on their retention times, molecular ions, and characteristic fragments resulting from in‐source collision induced dissociation.     

Crystallization and chain conformation of semicrystalline and amorphous polymer blends studied by wide‐angle and small‐angle scattering

We examine the crystallization and chain conformation behavior of semicrystalline poly(ethylene oxide) (PEO) and amorphous poly(vinyl acetate) (PVAc) mixtures with wide‐angle X‐ray diffraction (WAXD), small‐angle X‐ray scattering (SAXS), and small‐angle neutron scattering (SANS) experiments. For blends with PEO weight fractions (wt_PEO) greater than or equal to 0.3, below the melting point of PEO, the WAXD patterns reveal that crystalline PEO belongs to the monoclinic system. The unit‐cell parameters are independent of wt_PEO. However, the bulk crystallinity determined from WAXD decreases as wt_PEO decreases. The scattered intensities from SAXS experiments show that the systems form an ordered crystalline/amorphous lamellar structure. In a combination of WAXD and SAXS analysis, the related morphological parameters are assigned correctly. With the addition of amorphous PVAc, both the average amorphous layer thickness and long spacing increase, whereas the average crystalline layer thickness decreases. We find that a two‐phase analysis of the correlation function from SAXS, in which the scattering invariant is linearly proportional to the volume fraction of lamellar stacks, describes quantitatively the crystallization behavior of PEO in the presence of PVAc. When wt_PEO is close to 1, the samples are fully spaced‐filled with lamellar stacks. As wt_PEO decreases from 1.0 to 0.3, more PVAc chains are excluded from the interlamellar region into the interfibrillar region. The fraction outside the lamellar stacks, which is completely occupied with PVAc chains, increases from 0 to 58%. Because the radius of gyration of PVAc with a random‐coil configuration determined from SANS is smaller than the average amorphous layer thickness from SAXS, we believe that the amorphous PVAc chains still persist with a random‐coil configuration even when the blends form an ordered structure. © 2001 John Wiley & Sons, Inc. J Polym Sci Part B: Polym Phys 39: 2705–2715, 2001     

Four New Briarane Diterpenoids from the Gorgonian Coral Junceella fragilis

Chemical investigation of the gorgonian coral Junceella fragilis, collected by scuba diving in Taiwan, resulted in the isolation of four new briarane‐type diterpenoids, frajunolides A–D ( 1 – 4 ), along with three known briaranes. Their structures were elucidated on the basis of spectroscopic studies, especially 1‐ and 2D‐NMR as well as HR‐MS experiments. The inhibitory effect of all isolated metabolites towards superoxide‐anion generation and elastase release by human neutrophils in response to formylmethionyl‐leucyl‐phenylalanine/dihydrocytochalasin B (FMLP/CB) was evaluated.     

An analysis of the Eddy current problem by the least-squares finite element in 2-D

This report discusses an analysis of least-squares finite element for a steady electromagnetic field in 2-D. The Maxwell equations for the magnetic field strength H are written into a first-order linear system of PDE. The analysis shows that the regular finite element spaces with piecewise linear polynomials can be chosen to represent the H and the conducted electric density J. The error of the numerical results in H-1 norm should be bounded by Ch.     

Three New Clerodane Diterpene Derivatives from Casearia Membranacea

Three new clerodane diterpene derivatives were isolated from the leaves of Casearia membranacea Hance collected in Taiwan. The isolated metabolites were identified as caseamembrins P (1), Q (2), and R (3). Identification of the structures was based on detailed analysis of the spectral data, especially 2D NMR.     

ZnO‐Coated Carbon Nanotubes: Inter‐Diffusion of Carboxyl Groups and Enhanced Photocurrent Generation

ZnO is a defect‐governed oxide and emits light at both visible and UV regimes. This work employs atomic layer deposition to produce oxide particles on oxygenated carbon nanotubes, and the composites only show emission profiles at short wavelengths. The quenching of defect‐related emissions at long wavelengths is verified, owing to carboxyl diffusion into oxygen vacancies, and doping is supported by ZnCO₃ formation in oxide lattice. Fully coated tubes display an increased photocurrent and the quantum efficiency increases by 22 % relative to the bare nanotubes.