Semiparametric estimation of the long-range parameter

We study two estimators of the long-range parameter of a covariance stationary linear process. We show that one of the estimators achieve the optimal semiparametric rate of convergence, whereas the other has a rate of convergence as close as desired to the optimal rate. Moreover, we show that the estimators are asymptotically normal with a variance, which does not depend on any unknown parameter, smaller than others suggested in the literature. Finally, a small Monte Carlo study is included to illustrate the finite sample relative performance of our estimators compared to other suggested semiparametric estimators. More specifically, the Monte-Carlo experiment shows the superiority of the proposed estimators in terms of the Mean Squared Error. The first author research was funded by the Economic and Social Research Council (ESRC) reference number: R000238212. The second author research was funded by the Ministry of Education, Culture, Sports and Technology of Japan, reference number: 09CE2002 and B(2)10202202.     

Long-range predictive adaptive fuzzy relational control

A class of long-range predictive adaptive fuzzy relational controllers is presented. The plant behavior is described over an extended time horizon by a fuzzy relational model which is identified based on input-output closed-loop observations of the plant variables. In this class of adaptive controllers the control law attempts to minimize a quadratic cost over an extended control horizon. When used with linear models, this approach has revealed a significant potential for overcoming the limitations of one-step ahead schemes, such as the stabilization of non-minimum phase plants. Here, a uniform framework is adopted for implementing both the fuzzy model and the fuzzy controller, namely distributed fuzzy relational structures gaining from their massive parallel processing features and from the learning capabilities typical of the connectivist approaches. Issues such as maintenance during the adaptation process of the meaning of linguistic terms used at both fuzzy systems interfaces are addressed, namely by introducing a new design methodology for on-line fuzzy systems interface adaptation. The examples presented reinforce the claim of the usefulness of this new approach.     

The Hellmann-Feynman theorem applied to long-range forces

The relations between the Hellmann-Feynman forces in laboratory fixed (L-) and relative (R-) coordinate systems are clarified. In the usualL-coordinate system, the force is interpreted as force on nucleus, while in theR-coordinate system, it means force on whole particles consisting of the electrons and nuclei of each interacting subsystem. From a perturbation theoretical viewpoint, the concept of the force on whole particles correctly corresponds to the perturbation energy and is superior to the force on the nucleus.     

Algebraic spatial correlations in lattice gas automata violating detailed balance

In this paper we discuss the existence of generic long-range correlations in spatially homogeneous and stable equilibrium states of closed lattice gas automata whose stochastic collision rules violate the symmetry conditions of detailed balance and in addition satisfy local conservation laws. Such correlations occur even though the collision rules are strictly local and invariant under all symmetries of the lattice. First a phenomenological (Langevin equation) approach is discussed. Next we present a theoretical analysis on the basis of an approximate microscopic (ring kinetic) theory. This theory is used to calculate the amplitude ofr ^– tails in the spatial correlations, and the result is compared with computer simulations.     

On the equation of state of classical one-component systems with long-range forces

Several definitions of the pressure are introduced for one-component systems and shown to be nonequivalent in the presence of a rigid neutralizing background. Relations between these pressures are derived for finite and infinite systems; these relations depend on the asymptotic behavior of the force at infinity, with the Coulomb force at the borderline between different properties. It is argued that only one of those definitions is physically acceptable and its properties are discussed in relation to the asymptotic behavior of the force. It is seen in particular that a knowledge of the state of the infinite system is not sufficient to determine its thermodynamic properties. The results are illustrated by some typical examples.For example, for two-dimensional systems with three-dimensional Coulomb interaction see refs. 2–4.     

Long-range magnetic ordering of quasi-one-dimensional S=1/2 Heisenberg antiferromagnet Sr2Cu(PO4)2

Magnetic properties of quasi-one-dimensional S=1/2 Heisenberg antiferromagnet Sr₂Cu(PO₄)₂ were investigated by temperature and field dependence of AC susceptibility down to 0.03 K. A sharp peak was observed at on the temperature dependence of AC susceptibility indicating long-range magnetic ordering. Taking into account the exchange constant, (Hamiltonian =J∑S_iS_i+1), the ratio k_BT_N/J is 0.06%. Sr₂Cu(PO₄)₂ is, therefore, one of the best one-dimensional Heisenberg antiferromagnet known so far.     

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.     

活化温度对单组分水性聚氨酯膜结构和性能的影响

用FTIR,DSC,SEM等方法研究了不同热活化温度对水性聚氨酯(APU)结构和性能的影响.结果表明,较高温度的热处理有利于APU膜分子中的氢键重新排列,导致APU膜中无序化氢键有较大幅度地增加和有序化氢键小幅增加,从而形成大量非完善的远程有序结构和少量完善的远程有序结构.这种有序结构在APU中成为有效的物理交联点,使APU膜表现出较好的力学性能.     

Long-range dependence in the volatility of commodity futures prices: Wavelet-based evidence

Commodity futures have long been used to facilitate risk management and inventory stabilization. The study of commodity futures prices has attracted much attention in the literature because they are highly volatile and because commodities represent a large proportion of the export value in many developing countries. Previous research has found apparently contradictory findings about the presence of long memory or more generally, long-range dependence. This note investigates the nature of long-range dependence in the volatility of 14 energy and agricultural commodity futures price series using the improved Hurst coefficient (H) estimator of Abry, Teyssière and Veitch. This estimator is motivated by the ability of wavelets to detect self-similarity and also enables a test for the stability of H. The results show evidence of long-range dependence for all 14 commodities and of a non-stationary H for 9 of 14 commodities.