Detecting and Diagnostic Checking Multivariate Conditional Heteroscedastic Time Series Models

Two tests for multivariate conditional heteroscedastic models are proposed. One is based on the cross-correlations of standardized squared residuals and the other is a score (Lagrange multiplier) test. The cross-correlations test can be used to detect the presence of multivariate conditional heteroscedasticity whereas the other test can be used for diagnostic checking. Simulation studies on the size and power of the test statistics are reported. The application of the tests is illustrated by an example using the S & P 500 and Sydney All Ordinary Indexes.     

Isothermal crystallization kinetics of poly(3‐hydroxybutyrate)/layered double hydroxide nanocomposites

Poly(3‐hydroxybutyrate) (PHB)/layered double hydroxides (LDHs) nanocomposites were prepared by mixing PHB and poly(ethylene glycol) phosphonates (PEOPAs)‐modified LDH (PMLDH) in chloroform solution. Both X‐ray diffraction data and TEM micrographs of PHB/PMLDH nanocomposites indicate that the PMLDHs are randomly dispersed and exfoliated into the PHB matrix. In this study, the effect of PMLDH on the isothermal crystallization behavior of PHB was investigated using a differential scanning calorimeter (DSC) and polarized optical microscopy. Isothermal crystallization results of PHB/PMLDH nanocomposites show that the addition of 2 wt % PMLDH into PHB induced more heterogeneous nucleation in the crystallization significantly increasing the crystallization rate and reducing their activation energy. By adding more PMLDH into the PHB probably causes more steric hindrance of the diffusion of PHB, reducing the transportation ability of polymer chains during crystallization, thus increasing the activation energy. The correlation among crystallization kinetics, melting behavior and crystalline structure of PHB/PMLDH nanocomposites can also be discussed. © 2006 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 44: 3337–3347, 2006     

Measuring length of business cycles across countries using a new non‐stationary unit‐root cyclical approach

This article examines the length of the cycles in the gross domestic product (GDP) real per capita series of 15 countries by means of new statistical techniques based on unit root cycles. We propose tests for unit root cycles at each of the frequencies of the process. Using this approach, we are able to approximate the number of periods per cycle. The results show that the cycles have a periodicity of approximately six years when the disturbances are white noise. However, if we permit autocorrelation, they may also occur at smaller intervals of time. Copyright © 2006 John Wiley & Sons, Ltd.     

An implicit method for linear ill‐posed problems with perturbed operators

An implicit iterative method is applied to solving linear ill‐posed problems with perturbed operators. It is proved that the optimal convergence rate can be obtained after choosing suitable number of iterations. A generalized Morozov's discrepancy principle is proposed for the problems, and then the optimal convergence rate can also be obtained by an a posteriori strategy. The convergence results show that the algorithm is a robust regularization method. Copyright © 2006 John Wiley & Sons, Ltd.     

Almost global existence for Hamiltonian semilinear Klein‐Gordon equations with small Cauchy data on Zoll manifolds

This paper is devoted to the proof of almost global existence results for Klein‐Gordon equations on Zoll manifolds (e.g., spheres of arbitrary dimension) with Hamiltonian nonlinearities, when the Cauchy data are smooth and small. The proof relies on Birkhoff normal form methods and on the specific distribution of eigenvalues of the Laplacian perturbed by a potential on Zoll manifolds. © 2007 Wiley Periodicals, Inc.