SOME PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE SIMULTANEOUS SWITCHING AUTOREGRESSIVE MODEL

Abstract. The simultaneous switching autoregressive (SSAR) model proposed by Kunitomo and Sato (A non-linearity in economic time series and disequilibrium econometric models. In Theory and Application of Mathematical Statistics (ed. A. Takemura). Tokyo:University of Tokyo Press (in Japanese), 1994; Asymmetry in economic time series and simultaneous switching autoregressive model. Struct. Change Econ. Dyn. , forthcoming (1994).) is a Markovian non-linear time series model. We investigate the finite sample as well as the asymptotic properties of the least squares estimator and the maximum likelihood (ML) estimator. Due to a specific simultaneity involved in the SSAR model, the least squares estimator is badly biased. However, the ML estimator under the assumption of Gaussian disturbances gives reasonable estimates.     

The effect of the framework structure on the chemical properties of the vanadium oxide species incorporated within zeolites

V-silicalite catalysts (VS-1 and VS-2) prepared by hydrothermal synthesis have been studied by ESR, XAFS (XANES and EXAFS) and photoluminescence spectroscopy. The in situ characterization of these V-silicalites shows that vanadium is present within the zeolitic framework as a highly dispersed tetrahedrally coordinated V-oxides, VO₄ unit, having a short V=O bond length. Photoluminescence spectroscopy in static and dynamic mode, as well as XAFS studies allow to detect in the V-silicalites different V species than that present in V-HMS or V/SiO₂, in terms of V=O bond length, vibrational energy, bond angle and lifetime of the excited triplet state. It is suggested that the combined contribution of the neighboring Si---OH group attached to the VO₄ unit and the zeolitic rigid framework structure of V-silicalites cause a more significant and pronounced effect on the chemical properties of the VO₄ unit than the flexible structure of V-HMS or V/SiO₂. Moreover, the dynamic quenching of the phosphorescence by the addition of reactant molecules such as NO or propane indicates that the V species in the excited triplet state can be expected to be the active sites for the photocatalytic reactions.     

Continuous emulsion polymerization of vinyl acetate. II Operation in a single Couette–Taylor vortex flow reactor using sodium lauryl sulfate as emulsifier

Continuous emulsion polymerizations of vinyl acetate were conducted at 50°C in a single continuous Couette–Taylor vortex flow reactor (CCTVFR) using sodium lauryl sulfate as emulsifier and potassium persulfate as initiator. The polymerization can be carried out very smoothly and stably, but the steady‐state monomer conversion attained in a CCTVFR is not as high as that in a plug flow reactor (PFR), but only slightly higher than that in a continuous stirred tank reactor (CSTR), even if the Taylor number is adjusted to an optimum value. Also, the effects of operating variables, such as the emulsifier, initiator, and monomer concentrations in the feed and the mean residence time on the kinetic behaviors were almost the same as those observed in a CSTR. © 2002 Wiley Periodicals, Inc. J Appl Polym Sci 86: 2755–2762, 2002     

Production of Ceramic Green Bodies Using a Microwave-Reactive Organic Binder

Because the pyrolysis of organic substances can result in the emission of harmful pollutant gases, a reduction in the use of organic binders is one aim of today's ceramics industry. A novel ceramic-forming process was developed that requires considerably less organic binder than conventional techniques. The process involves immobilizing reactive molecules on the surfaces of the particles, which on subsequent irradiation with microwaves, form bridges that bind the entire particle assembly together. The chemical forces involved produce strong bonds, resulting in a significant reduction in the amount of organic binder that is required to maintain the shape of the ceramic green body. This method will help to decrease emissions of harmful gases produced from pyrolysis of the binder.     

Binary phase behavior of 1,3-distearoyl-2-oleoyl-sn-glycerol (SOS) and 1,3-distearoyl-2-linoleoyl-sn-glycerol (SLS)

The binary phase behavior of SOS (1,3-distearoyl-2-oleoyl-sn-glycerol) and SLS (1,3-distearoyl-2-linoleoyl-sn-glycerol) was examined by using DSC and conventional and synchrotron radiation X-ray diffraction. The solid-solution phases were observed in the metastable α and γ forms in all concentration ranges. Results indicated that the miscible γ form did not transform to the β′ form when the mixtures were subjected to simple cooling from a high-temperature liquid to a low-temperature solid phase. However, and α-melt-mediated transformation into β′ and β₂ resulted in the formation of immiscible phases in concentration ranges of SLS below 30%. By contrast, at SLS concentration ranges above 30%, the α-melt-mediated transformation caused crystallization of only the γ form, and β′ and β₂ crystals did not appear. These results show that the specific interactions between SOS and SLS are operative in the phase behavior of the mixture states of SOS and SLS.     

Ring hydrogenation of naphthalene and 1-naphthol over supported metal catalysts in supercritical carbon dioxide solvent

Catalytic ring hydrogenations of naphthalene and 1-naphthol were studied over several supported metal catalysts in supercritical carbon dioxide solvent at low temperature. Higher concentration of hydrogen in supercritical carbon dioxide and lower reaction temperature were responsible for higher catalyst activity and selectivities to the desired partial ring hydrogenated products as compared with those observed in organic solvent for the same catalyst.     

Effect of Grain Boundaries on Thermal Conductivity of Silicon Carbide Ceramic at 5 to 1300 K

The thermal conductivity of a SiC ceramic was measured as 270 W·m⁻¹·K⁻¹ at room temperature. At low temperatures ( T < 25 K), the decrease in the conductivity was proportional to T ³ on a logarithmic scale, which indicated that the conductivity was controlled by boundaries. The calculated phonon mean free path in the ceramic increased with decreased temperature, but was limited to ∼4 μm, a length almost equal to the grain size, at temperatures below 30 K. We concluded that the thermal conductivity of the ceramic below 30 K was influenced significantly by grain boundaries and grain junctions.     

Poly(pyridine-2,5-diyl)–CuCl2 catalyst for synthesis of dimethyl carbonate by oxidative carbonylation of methanol: catalytic activity and corrosion influence

A -conjugated polymer, poly(pyridine-2,5-diyl) (PPy) was investigated as a support for CuCl₂ in the synthesis of dimethyl carbonate by oxidative carbonylation of methanol. The PPy–CuCl₂ adduct had high catalytic activity which was comparable to that of the homogeneous CuCl₂ catalyst. The adduct caused corrosion of stainless-steel vessels only to minor extent, compared with the homogeneous CuCl₂ catalyst. This PPy–CuCl₂ catalyst was easily recycled by filtration and showed a similar catalytic activity in the third time use. The presence of the -conjugated system in PPy, through which electrons can move, may bring about the high catalytic activity for the oxidative carbonylation of methanol, which involves Cu(II)/Cu(I) redox processes.     

Sintering of Ceria-Doped Tetragonal Zirconia Crystallized in Organic Solvents, Water, and Air

Amorphous CeO₂–ZrO₂ gels were prepared by coprecipitation in ammonia solutions. The onset of crystallization of the gels, from calcining in air, was 420°C, while 200° to 250°C in the presence of water and organic solvents such as methanol and ethanol. The sintering behaviors of CeO₂–ZrO₂ powders were sensitive to the crystallizing conditions, since hard agglomerates formed when the precipitated gels were crystallized by normal calcination in air, whereas soft agglomerates formed when they were crystallized in water or organic solvents. CeO₂–ZrO₂ powders crystallized in methanol and water at 250°C were sintered to full theoretical density at 1150° and 1400°C, respectively, whereas that crystallized by calcination in air at 450°C was sintered to only 95.2% of theoretical density, even at 1500°C.     

Effect of medium-chain fatty acid positional distribution in dietary triacylglycerol on lymphatic lipid transport and chylomicron composition in rats

The present study was carried out to examine if the positional distribution of medium-chain fatty acid (MCF) in dietary synthetic fat influences lymphatic transport of dietary fat and the chemical composition of chylomicrons in rats with permanent cannulation of thoracic duct. Four types of synthetic triacylglycerol were prepared: (i) sn-1(3) MCF-sn 2 linoleic acid, (ii) interesterified sn-1(3) MCF-sn 2 linoleic acid, (iii) sn-2 MCF-sn-1(3) linoleic acid, and (iv) interesterified sn-2 MCF-sn-1(3) linoleic acid. A purified diet composed of equal amounts of the synthetic fat and cocoa butter was given to rats with permanent lymph duct cannulation. The positional distribution of MCF in the dietary fat had no significant effect on the lymph flow, triacylglycerol output, phospholipid output, lipid composition of chylomicrons, or the particle size. The positional distribution of MCF in the synthetic triacylglycerol was maintained in the chylomicron triacylglycerol. These results showed that MCF in the dietary triacylglycerol is transported into lymphatics and the positional distribution is well preserved in chylomicron triacylglycerol.