一类有条件异方差的非线性自回归模型的高阶矩

本文对一类非线性时间序列模型ｘｔ＝φ（ｘｔ－１，…，ｘｔ－ｐ）＋εｔｈ（ｘｔ－１，…，ｘｔ－ｐ）给出了高阶矩的存在条件。     

Frequency and voltage-dependent electrical and dielectric properties of Al/Co-doped PVA/p-Si structures at room temperature

In order to investigate of cobalt-doped interracial polyvinyl alcohol （PVA） layer and interface trap （Dit） effects, A1/p- Si Schottky barrier diodes （SBDs） are fabricated, and their electrical and dielectric properties are investigated at room temperature. The forward and reverse admittance measurements are carded out in the frequency and voltage ranges of 30 kHz-300 kHz and -5 V-6 V, respectively. C-V or er-V plots exhibit two distinct peaks corresponding to inversion and accumulation regions. The first peak is attributed to the existence of Dit, the other to the series resistance （Rs）, and interfacial layer. Both the real and imaginary parts of dielectric constant （er and err） and electric modulus （Mr and Mrr）, loss tangent （tan~）, and AC electrical conductivity （aac） are investigated, each as a function of frequency and applied bias voltage. Each of the M~ versus V and Mrr versus V plots shows a peak and the magnitude of peak increases with the increasing of frequency. Especially due to the Dit and interfacial PVA layer, both capacitance （C） and conductance （G/w） values are strongly affected, which consequently contributes to deviation from both the electrical and dielectric properties of A1/Co-doped PVA/p-Si （MPS） type SBD. In addition, the voltage-dependent profile of Dit is obtained from the low-high frequency capacitance （CLF-CHF） method.     

On a class of dependent Sparre Andersen risk models and a bailout application

In this paper a one-dimensional surplus process is considered with a certain Sparre Andersen type dependence structure under general interclaim times distribution and correlated phase-type claim sizes. The Laplace transform of the time to ruin under such a model is obtained as the solution of a fixed-point problem, under both the zero-delayed and the delayed cases. An efficient algorithm for solving the fixed-point problem is derived together with bounds that illustrate the quality of the approximation. A two-dimensional risk model is analyzed under a bailout type strategy with both fixed and variable costs and a dependence structure of the proposed type. Numerical examples and ideas for future research are presented at the end of the paper.     

Temperature dependence of GaSb and AlGaSb solar cells

Sb-based alloys offer great potential for photovoltaic and thermophotovoltaic applications. In this paper, we study the performance of Al_xGa_1-xSb (x = 0, 0.15, and 0.50) single-junction solar cells over a temperature range of 25–250 °C. The dark current-voltage, one-sun current-voltage, and external quantum efficiency measurements were acquired at different temperatures. Correlations between experimental and numerical results are made to draw conclusions about the thermal behavior of the cells. It is shown that, while the bandgaps decrease linearly with temperature leading to the reduction of open-circuit voltages, the short-circuit current densities decrease with non-linear trends. The temperature-dependent dark current densities were extracted by fitting the dark current-voltage curves to single- and double-diode models to give an insight into the effect of intrinsic carrier concentration (n_i) on the cell performance. We find that the n_i has a significant impact on temperature-dependent cell performance. These findings could lay a groundwork for the future Sb-based photovoltaic systems that operate at high temperatures.     

Viscosity dependence of electrochemical etching for gold tip fabrication

We suggest an electrochemical etching method with viscous etchant to enhance the sharpness of tip of scanning probe microscope. The viscosity of the etchant mixed with HCl solution and glycerol was used as a control parameter in addition to the voltage applied to the tip. In order to improve the sharpness of the tip, a nano-scale meniscus formed between the end of the tip and the liquid level was used. The shapes, aspect ratios, and radii of tips were measured depending on the concentration of the etchant. It was found that the tip etched with the mixed liquid with glycerol was sharper than the tip with the pure HCl solution. This can be explained by the fact that the meniscus formed by viscous liquid is maintained with a thinner diameter and causes final etching until the meniscus bridge is ruptured.     

On the Existence Of Consistent Price Systems

We formulate a sufficient condition for the existence of a consistent price system (CPS), which is weaker than the conditional full support condition (CFS). We use the new condition to show the existence of CPSs for certain processes that fail to have the CFS property. In particular this condition gives sufficient conditions, under which a continuous function of a process with CFS admits a CPS, while the CFS property might be lost.     

Statistical inference for Vasicek-type model driven by Hermite processes

Let $Z$ denote a Hermite process of order $q\ge 1$ and self-similarity parameter $H\in (\frac{1}{2},1)$. This process is $H$-self-similar, has stationary increments and exhibits long-range dependence. When $q=1$, it corresponds to the fractional Brownian motion, whereas it is not Gaussian as soon as $q?2$. In this paper, we deal with a Vasicek-type model driven by $Z$, of the form $d{X}_t=a(b?X_t)dt+d{Z}_t$. Here, $a>0$ and $b\in \mathbb{R}$ are considered as unknown drift parameters. We provide estimators for $a$ and $b$ based on continuous-time observations. For all possible values of $H$ and $q$, we prove strong consistency and we analyze the asymptotic fluctuations.