780 research outputs found
Estimation and tests for power-transformed and threshold GARCH models
No full textConsider a class of power transformed and threshold GARCH(p,q) (PTTGRACH(p,q)) model, which is a natural generalization of power-transformed and threshold GARCH(1,1) model in Hwang and Basawa (2004) and includes the standard GARCH model and many other models as special cases. We ¯rst establish the asymptotic normality for quasi-maximum likelihood estimators (QMLE) of the parameters under the condition that the error distribution has ¯nite fourth moment. For the case of heavy-tailed errors, we propose a least absolute deviations estimation (LADE) for PTTGARCH(p,q) model, and prove that the LADE is asymptotically normally distributed under very weak moment conditions. This paves the way for a statistical inference based on asymptotic normality for heavy-tailed PTTGARCH(p,q) models. As a consequence, we can construct the Wald test for GARCH structure and discuss the order selection problem in heavy-tailed cases. Numerical results show that LADE is more accurate than QMLE for heavy tailed errors. Furthermore the theory is applied to the daily returns of the Hong Kong Hang Seng Index, which suggests that asymmetry and nonlinearity could be present in the ¯nancial time series and the PTTGARCH model is capable of capturing these characteristics. As for the probabilistic structure of PTTGARCH(p,q), we give in the appendix a necessary and su±cient condition for the existence of a strictly stationary solution of the model, the existence of the moments and the tail behavior of the strictly stationary solution
Free-Standing Two-Dimensional Single-Crystalline InSb Nanosheets
No full textGrowth
of high-quality single-crystalline InSb layers remains challenging
in material science. Such layered InSb materials are highly desired
for searching for and manipulation of Majorana Fermions in solid state,
a fundamental research task in physics today, and for development
of novel high-speed nanoelectronic and infrared optoelectronic devices.
Here, we report on a new route toward growth of single-crystalline,
layered InSb materials. We demonstrate the successful growth of free-standing,
two-dimensional InSb nanosheets on one-dimensional InAs nanowires
by molecular-beam epitaxy. The grown InSb nanosheets are pure zinc-blende
single crystals. The length and width of the InSb nanosheets are up
to several micrometers and the thickness is down to ∼10 nm.
The InSb nanosheets show a clear ambipolar behavior and a high electron
mobility. Our work will open up new technology routes toward the development
of InSb-based devices for applications in nanoelectronics, optoelectronics,
and quantum electronics and for the study of fundamental physical
phenomena
Determining the number of factors in a multivariate error correction--volatility factor model
No full textIn order to describe the co-movements in both conditional mean and conditional variance of high dimensional non-stationary time series by dimension reduction, we introduce the conditional heteroscedasticity with factor structure to the error correction model (ECM). The new model is called the error correction--volatility factor model (EC--VF). Some specification and estimation approaches are developed. In particular, the determination of the number of factors is discussed. Our setting is general in the sense that we impose neither i.i.d. assumption on idiosyncratic components in the factor structure nor independence between factors and idiosyncratic errors. We illustrate the proposed approach with a Monte Carlo simulation and a real data example. Copyright The Author(s). Journal compilation Royal Economic Society 2008
Colour equations for UK Schmidt Telescope Tech-Pan film exposures
No full textKodak Technical Pan (Tech-Pan) film is a standard panchromatic emulsion that was used at the UK 1.2-m Schmidt Telescope (UKST) for a variety of broad-band exposures between 1992 and 2003. However, despite its versatility and frequent use, no formal presentation of its colour-term stability has been provided. A sample of 32 short-exposure Tech-Pan films was specifically acquired in five wavebands with a view to establishing the photometric relationships between Tech-Pan and the equivalent glass-based emulsions previously used. These films have been measured using the SuperCOSMOS measuring machine and the data reduced to provide the appropriate quantitative information. New colour terms relating these measurements to the Cousins photoelectric system are presented. They are shown to be stable, reproducible, generally small and similar to colour terms previously derived for the older emulsions on glass that Tech-Pan effectively replaced. These results give confidence in the use of Tech-Pan photometry from on-line UKST legacy survey archives. © 2005 RAS.link_to_OA_fulltex
Schottky barrier heights at the interfaces between pure-phase InAs nanowires and metal contacts
No full textUnderstanding of the Schottky barriers formed at metal contact-InAs nanowire interfaces is of great importance for the development of high-performance InAs nanowire nanoelectronic and quantum devices. Here, we report a systematical study of InAs nanowire field-effect transistors (FETs) and the Schottky barrier heights formed at the contact-nanowire interfaces. The InAs nanowires employed are grown by molecular beam epitaxy and are high material quality single crystals, and the devices are made by directly contacting the nanowires with a series of metals of different work functions. The fabricated InAs nanowire FET devices are characterized by electrical measurements at different temperatures and the Schottky barrier heights are extracted from the measured temperature and gate-voltage dependences of the channel current. We show that although the work functions of the contact metals are widely spread, the Schottky barrier heights are determined to be distributed over 35-55 meV, showing a weak but not negligible dependence on the metals. The deduced Fermi level in the InAs nanowire channels is found to be in the band gap and very close to the conduction band. The physical origin of the results is discussed in terms of Fermi level pinning by the surface states of the InAs nanowires and a shift in pinned Fermi level induced by the metal-related interface states. (C) 2016 AIP Publishing LLC.National Basic Research Program of China [2012CB932700, 2012CB932703]; National Natural Science Foundation of China [91221202, 91421303, 11274021, 61321001]; Specialized Research Fund for the Doctoral Program of Higher Education of China [20120001120127]; Swedish Research Council (VR)SCI(E)[email protected]; [email protected]
Measurements of the spin-orbit interaction and Landé g factor in a pure-phase InAs nanowire double quantum dot in the Pauli spin-blockade regime
No full textWe demonstrate direct measurements of the spin-orbit interaction and Landé g factors in a semiconductor nanowire double quantum dot. The device is made from a single-crystal pure-phase InAs nanowire on top of an array of finger gates on a Si/SiO2 substrate and the measurements are performed in the Pauli spin-blockade regime. It is found that the double quantum dot exhibits a large singlet-triplet energy splitting of ΔST ∼ 2.3 meV, a strong spin-orbit interaction of ΔSO ∼ 140 μeV, and a large and strongly level-dependent Landé g factor of ∼12.5. These results imply that single-crystal pure-phase InAs nanowires are desired semiconductor nanostructures for applications in quantum information technologies
Co3O4-delta Quantum Dots As a Highly Efficient Oxygen Evolution Reaction Catalyst for Water Splitting
No full textCo3O4-delta quantum dots (Co3O4-delta-QDs) with a crystallite size of approximately 2 nm and oxygen vacancies were fabricated through multicycle lithiation/delithiation of mesoporous Co3O4 nanosheets. Used as an oxygen evolution reaction (OER) electrocatalyst for water splitting, the catalytic performance (an overpotential of 270 mV@10 mA cm(-2) and no decay within 30 h) of Co3O4-delta-QDs is superior to that of previously reported Co-based catalysts and the state-of-the-art IrO2. Compared to that of the Co3O4 nanosheets, the enhanced OER activity of Co3O4-delta-QDs is attributed to two factors: one is the increased quantity of the Faradaic active sites, including the total active sites (q*(Total)), the most accessible active sites (q*Outer), and their ratio (q*(Outer)/q*(Total)); the other is the enhanced intrinsic electroactivity per active site evaluated by the turnover frequency and the current density normalized by the most accessible active sites (j/q*(Outer).) related to the OER. This multicycle lithiation/delithiation method can be applied to other transition metal oxides as well, offering a general approach to develop highperformance electrocatalysts for water splitting.National Science Foundation of China [51602009]; National Materials Genome Project [2016YFB0700600]; [2016M600008]SCI(E)ARTICLE1916159-16167
Suspended InAsnanowire gate-all-around field-effect transistors
No full textGate-all-around field-effect transistors are realized with thin, single-crystalline, pure-phase InAs nanowires grown by molecular beam epitaxy. At room temperature, the transistors show a desired high on-state current I-on of similar to 10 mu A arid an on-off current ratio I-on/I-off of as high as 10(6) at sourcedrain bias voltage of 50 mV and gate length of 1 mu m with a gate underlap spacing of 1 mu m from the source and from the drain. At low temperatures, the on-state current I-on is only slightly reduced, while the ratio I-on/I-off is increased to 10(7). The field-effect mobility in the nanowire channels is also investigated and found to be similar to 1500 cm(2)/V s at room temperature and similar to 2000 cm(2)/V s at low temperatures. The excellent performance of the transistors is explained in terms of strong electrostatic and quantum confinements of carriers in the nanowires. (C) 2014 A1P Publishing LLC
Polarization of the edge emission from Ag/InGaAsP Schottky plasmonic diode
No full textElectrical plasmonic sources with compact sizes are a fundamental component in plasmonics. Here, we report a simple plasmonic diode having an Ag/InGaAsP quantum well Schottky structure. The polarization ratio (TM:TE) of the edge-emission photoluminescence for the quantum wells is about 2:1 and increases to about 3:1 after covered by Ag. As contrast, the electroluminescence polarization ratio exceeds 10:1 at a low current, indicating a high plasmon generation efficiency but drops gradually as current increasing; simultaneously, the peak wavelength red shifts evidently, which are attributed to the recombination zone shift and quantum confinement Stark effect. (C) 2013 American Institute of Physics. [http://dx.doi.org/10.1063/1.4792508]Physics, AppliedSCI(E)EI2ARTICLE6null10
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