Asymptotics of estimates in constrained nonlinear regression with long-range dependent innovations

The purpose of this paper is to investigate the asymptotic properties of the least squares estimates (L ₂-estimates) and the least absolute deviation estimates (L ₁-estimates) of the parameters of a nonlinear regression model subject to a set of equality and inequality restrictions, which has a long-range dependent stationary process as its stochastic errors. Then we will compare the asymptotic relative efficiencies of the above estimators.     

Nonextensive Statistical Mechanics Application to Vibrational Dynamics of Protein Folding

The vibrational dynamics of protein folding is analyzed in the framework of Tsallis statistics. We employ exact expressions for classical harmonic oscillators by considering the unnormalized constraints. As q→1, we show that these approximations agree with the result of Gaussian network model.     

Single to 16-Channel Wavelength Conversion at 10 Gb/s Based on Cross-Gain Modulation of ASE Spectrum in SOA

A simple scheme for single to multi-channel wavelength conversion based on cross-gain modulation of amplified spontaneous emission (ASE) spectrum in semiconductor optical amplifier (SOA) is described. Single to 16-channel wavelength conversion at 10 Gb/s is first demonstrated without any additional probe lights, the modulation information carried by input signal could be converted into arbitrary many channels if only the demultiplexer with enough channels is exploited. Output performance and pattern effects are investigated experimentally.     

Investigations of low- and high-spin states of <Superscript>132</Superscript>La

The fusion evaporation reaction ¹²²Sn(¹⁴N, 4n)¹³²La was used to populate the high-spin states of ¹³²La at the beam energy of 60 MeV. A new band consisting of mostly E2 transitions has been discovered. This band has the interesting links to the ground state 2^- and the isomeric state 6^-. A new transition of energy 351 keV connecting the low-spin states of the positive-parity band based on the πh _11/2 ⊗ νh _11/2 particle configuration, has been found. This has played a very important role in resolving the existing ambiguities and inconsistencies in the spin assignment of the band head. Received: 12 August 2002 / Accepted: 18 March 2003 / Published online: 7 May 2003     

Numerical study of the effects of the rupture process of a secondary diaphragm in expansion tubes

The results of a numerical study are described in which the interactions of a primary shock wave with a secondary diaphragm in expansion tubes are taken into account. The developing wave pattern in the interacting process of the shock with a secondary diaphragm are visualized by many kinds of figures (e.g., the time-distance diagrams of the wave phenomena on the axis, the acoustic impedance contours, and the time histories of the pitot pressure on the axis), and the influences of the shape and rupture process of the diaphragm on the quality of the test gas are explored.     

Investigating buyer and seller strategies in online auctions

The annual turnover of online auctions is already in tens of billions of dollars and this amount is predicted to grow substantially over the next few years. Hence, it is important to know how buyers and sellers can influence their chances of success. Therefore, data were collected from eBay auctions for three different categories of collectible items, namely those with a published guide price, those with a rough guide price and those having no easily obtainable guide price. The options available to buyers and sellers of items were then analysed. It was found that it was hard for the seller to influence an item's achieved price significantly, apart from items with no guide price where the starting price could have an effect. Most bidders bid close to the current value and so there were insufficient data to determine the consequences of timing on the placing of high bids. For low bids, delaying a bid was found to improve significantly the chances of winning for one of the data sets.     

Smoothing estimation of rate function for recurrent event data with informative censoring

This paper proposes kernel estimation of the occurrence rate function for recurrent event data with informative censoring. An informative censoring model is considered with assumptions made on the joint distribution of the recurrent event process and the censoring time without modeling the censoring distribution. Under the validity of the informative censoring model, we also show that an estimator based on the assumption of independent censoring becomes inappropriate and is generally asymptotically biased. To investigate the asymptotic properties of the proposed estimator, the explicit form of its asymptotic mean squared risk and the asymptotic normality are derived. Meanwhile, the empirical consistent smoothing estimator for the variance function of the estimator is suggested. The performance of the estimators are also studied through Monte Carlo simulations. An epidemiological example of intravenous drug user data is used to show the influence of informative censoring in the estimation of the occurrence rate functions for inpatient cares over time.