Breaks or long memory behavior: An empirical investigation

Are structural break models true switching models or long memory processes? The answer to this question remains ambiguous. In recent years, many papers have dealt with this problem. Some studies have shown that, under specific conditions, switching models and long memory processes can easily be confused. In this paper, using several generating models (the mean-plus-noise model, the stochastic permanent break model, the Markov switching model, the threshold autoregressive (TAR) model, the sign model, and the structural change model) and several estimation techniques (the Geweke–Porter–Hudak (GPH) technique, detrended fluctuation analysis (DFA), the exact local Whittle (ELW) method, and wavelet methods) we show that, even if the answer is quite simple in some cases, it can be mitigated in other cases. Using French and American inflation rates, we found that the most appropriate process that takes into account the important features of these series is a model that simultaneously combines changes in regimes and long memory behavior. The main result of this study indicates that estimating a long memory parameter without taking into account the presence of breaks in the data sets may lead to misspecification and hence to overestimating the true parameter.     

Monte Carlo analysis of polymer translocation with deterministic and noisy electric fields

Polymer translocation through the nanochannel is studied by means of a Monte Carlo approach, in the presence of a static or oscillating external electric voltage. The polymer is described as a chain molecule according to the two-dimensional “bond fluctuation model”. It moves through a piecewise linear channel, which mimics a nanopore in a biological membrane. The monomers of the chain interact with the walls of the channel, modelled as a reflecting barrier. We analyze the polymer dynamics, concentrating on the translocation time through the channel, when an external electric field is applied. By introducing a source of coloured noise, we analyze the effect of correlated random fluctuations on the polymer translocation dynamics.     

Vietoris–Rips complexes also provide topologically correct reconstructions of sampled shapes

Given a point set that samples a shape, we formulate conditions under which the Rips complex of the point set at some scale reflects the homotopy type of the shape. For this, we associate with each compact set X of ${\mathbb{R}}^n$ two real-valued functions $c_X$ and $h_X$ defined on ${\mathbb{R}}_{+}$ which provide two measures of how much the set X fails to be convex at a given scale. First, we show that, when P is a finite point set, an upper bound on $c_P(t)$ entails that the Rips complex of P at scale r collapses to the ?ech complex of P at scale r for some suitable values of the parameters t and r. Second, we prove that, when P samples a compact set X, an upper bound on $h_X$ over some interval guarantees a topologically correct reconstruction of the shape X either with a ?ech complex of P or with a Rips complex of P. Regarding the reconstruction with ?ech complexes, our work compares well with previous approaches when X is a smooth set and surprisingly enough, even improves constants when X has a positive μ-reach. Most importantly, our work shows that Rips complexes can also be used to provide shape reconstructions having the correct homotopy type. This may be of some computational interest in high dimensions.     

An omnibus test to detect time-heterogeneity in time series

This paper focuses on a procedure to test for structural changes in the first two moments of a time series, when no information about the process driving the breaks is available. We model the series as a finite-order auto-regressive process plus an orthogonal Bernstein polynomial to capture heterogeneity. Testing for the null of time-invariance is then achieved by testing the order of the polynomial, using either an information criterion, or a restriction test. The procedure is an omnibus test in the sense that it covers both the pure discrete structural changes and some continuous changes models. To some extent, our paper can be seen as an extension of Heracleous et al. (Econom Rev 27:363–384, 2008).     

Asymptotic Behavior of a Structure Made by a Plate and a Straight Rod

This paper is devoted to describing the asymptotic behavior of a structure made by a thin plate and a thin perpendicular rod in the framework of nonlinear elasticity. The authors scale the applied forces in such a way that the level of the total elastic energy leads to the Von-K′arm′an’s equations (or the linear model for smaller forces) in the plate and to a one-dimensional rod-model at the limit. The junction conditions include in particular the continuity of the bending in the plate and the stretching in the rod at the junction.     

Condensation of a nickel tetranuclear cubane into a heptanuclear single-molecule magnet

A tetranuclear complex, [Ni(4)], with a cubane-like structure synthesized from hexafluoroacetylacetone gives, after drying at high temperature and treatment with pyridine, a heptanuclear nickel(II) complex, [Ni(7)]. The crystal structures of both compounds have been determined by single-crystal X-ray diffraction. Their magnetic properties have been studied by SQUID and μ-SQUID magnetometry as well as by high-frequency EPR spectroscopy (HF-EPR). For [Ni(4)], the temperature dependence of the magnetic susceptibility can be fitted by taking into account strong Ni···Ni ferromagnetic interactions which lead to an S = 4 ground-state spin, in good agreement with the HF-EPR study. For [Ni(7)], the temperature dependence of the magnetic susceptibility shows that the Ni···Ni ferromagnetic interactions are kept within the metal core. However, it was not possible to fit this with a clear set of parameters, and the ground-state spin was undetermined. The field dependence of the magnetization indicates an S = 7 ground-state spin at high field. In contrast, the temperature dependence of the magnetic susceptibility indicates a ground-state spin of S = 6 or even S = 5. These results agree with complicated high-frequency EPR spectra which have been ascribed to the superposition of signals from the ground spin multiplet and from an excited spin multiplet very close in energy, with the excited state having a larger S value than the ground state. Very low temperature studies show that only the heptanuclear complex behaves as a single-molecule magnet.     

Relation between the gel structure and the mobility of tracers in globular protein gels

Diffusion of fluorescent-labeled dextran with different molecular weights was investigated in β-lactoglobulin (β-lg) solutions and gels over a wide range of salt and protein concentrations at pH 7 by combining confocal laser scanning microscope (CLSM) with fluorescence recovery after photobleaching (FRAP). Effects of the protein concentration, the salt concentration and the tracer size were investigated in detail. Diffusion in turbid heterogeneous gels formed at 0.2 M NaCl depended weakly on the probe size and the protein concentration and remained close to that in unheated solutions. A strong decrease of the diffusion coefficient with increasing tracer size and protein concentration was observed in more homogeneous gels formed at lower salt concentrations. Larger dextran chains were trapped in transparent gels formed at NaCl concentration below 0.1 M. The present investigation complements an earlier study of tracer diffusion of larger spherical probes in β-lg gels using multi-particle tracking.     

ESI-MS studies of the dehydrogenative Heck reaction of furans with acrylates using benzoquinone as the reoxidant and DMSO as the solvent

Electrospray ionization mass spectrometry, subsequent MS/MS, and high-resolution mass spectrometry were used to study the dehydrogenative Heck reaction of 2-alkylfurans 1 with acrylates 2, using [Pd(OAc)(2)](3) as the precatalyst, benzoquinone (BQ) as the stoichiometric oxidant, and a mixture of DMSO and AcOH as the solvent. Complexation of [Pd(OAc)(2)](3) by DMSO afforded mononuclear and dinuclear Pd(II) species, which proved to be active catalysts for the C-H activation of 1. Mononuclear and dinuclear Pd(II) species seem also to be involved in the insertion of 2 into the furyl-Pd bond. The C-H activation of 2 and DMSO by mononuclear complexes was observed. The reaction leads to 5,5'-dialkyl-2,2'-bifuran 4 as a byproduct. Bifuryl-palladium, which is an intermediate in the formation of 4, showing the coordination of BQ, was obtained and characterized.     

Acceleration of Petasis reactions of salicylaldehyde derivatives with molecular sieves

Mild reaction conditions for Petasis reactions of substituted salicylaldehydes with various amines and arylboronic acids in the presence of molecular sieves were developed. Molecular sieves (MS) significantly accelerated the reaction rates and drove the reactions to high conversions. The conditions were applied to the synthesis of the core structure of BIIB042, a γ-secretase modulator, without stereochemical erosion of a stereogenic center in the salicylaldehyde intermediate.