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Asymptotic Properties Of Arma-(I)Garch Models, Pingguo Lu
Asymptotic Properties Of Arma-(I)Garch Models, Pingguo Lu
Digitized Theses
This thesis is motivated to investigate distribution theory of a quasi maximum likelihood estimator (QMLE) and test of goodness-of-fitting of an ARMA-(I)GARCH model. We obtain asymptotic consistency and normality of the QMLEs based on an arbitrary likelihood kernel. It shows that the moment conditions of errors in the ARMA part and innovations in the GARCH part depend on the choice of likelihood kernel. For example, the asymptotic normality of QMLEs based on student t likelihood kernel holds with arbitrary small positive moment on error term and 2 — L moment on innovation term, where 0 ≤ L < 1. It also shows that the asymptotic efficiency of QMLEs depends on the choice of likelihood kernel and the distribution of innovation. For the pure GARCH model with nonzero constant mean, we show that the common practice of using the sample mean to center financial data is workable if the error term has finite variance. Consequently, we study some processes based on residuals of an ARMA-(I)GARCH model. We show that the k-th power partial sum process converges to a Brownian process plus two correction terms, where the correction terms always depend on ARMA-GARCH parameters. We also show that the 111 CUSUM and the self-normalized processes (standardized by the residual sample mean and variance) behave as if the residuals were asymptotically IID. Finally, applications of these results are exhibited with numerical examples. Chapter 1 gives a brief introduction of financial return, econometric models such as ARMA, GARCH and their extensions, as well as model estimation and diagnosis. Chapter 2 focuses on the distribution theory of one step QMLEs and two step QMLEs of an ARMA-(I)GARCH model. Special cases like pure ARMA and pure GARCH are considered too. Three specific examples with varied kernels are presented. Chapter 3 deals with the high moment partial sum processes, the CUSUM and the self-normalized processes based on residuals of an ARMA-(I)GARCH model, originally proposed by Kulperger and Yu (2005) for a pure GARCH model. In Chapter 4, we present some numerical examples of the applications of Chapter 2 & 3, for instance, efficiency of QMLEs based on different kernels, CUSUM statistic for testing ARMA-GARCH model structural changes, Jarque-Bera omnibus statistic for testing normality of the unobservable innovation of an ARMA-GARCH model. Finally some conclusions and discussions are put forward. Keywords: ARMA-GARCH, ARMA-IGARCH, quasi-maximum likelihood estimation, two-step estimation, asymptotic consistency, asymptotic normality, asymptotic efficiency, residuals, high moment partial sum process, weak convergence, CUSUM, omnibus, skewness, kurtosis, vn consistency.
Antenatal Glucocorticoids: Effects On Cerebral Substrate Metabolism And Protein Synthesis In The Preterm Ovine Fetus, Jeremy Daniel Mccallum
Antenatal Glucocorticoids: Effects On Cerebral Substrate Metabolism And Protein Synthesis In The Preterm Ovine Fetus, Jeremy Daniel Mccallum
Digitized Theses
While the benefits of antenatal glucocorticoids are well known for infants born preterm with enhanced lung maturation, there is increasing evidence of adverse effects on brain development, which may relate to altered metabolic activity. The primary aim of the present study was to determine the effects of a clinically-administered single-course of antenatal glucocorticoids on fetal cerebral blood flow, substrate metabolism and protein synthesis in the chronically catheterized preterm ovine fetus. Cerebral blood flow, as measured using fluorescent microspheres, was reduced by ~30% from baseline values when measured four hours after the second glucocorticoid injection and correspondingly showed a decrease in …
Applications Of Genetic Algorithms To Randomized Unit Testing, Felix Chun Hang Li
Applications Of Genetic Algorithms To Randomized Unit Testing, Felix Chun Hang Li
Digitized Theses
Software testing plays a critical role in the software development lifecycle. A well- developed test strategy can effectively evaluate the correctness of a piece of software and find bugs. One of these test strategies is randomized unit testing. Randomized unit testing allows a tester to randomly generate a sequence of method calls that can cause faulty behaviours in a program (i.e. a failing test case). This thesis focuses on using Genetic Algorithms (GAs) to help make randomized unit testing more useful and easier to use. We use GAs in failing test case minimization, which can facilitate the debugging process for …
An Examination Of The Invasion Pattern And Site Preferences Of The Invasive Shrub European Buckthorn (Rhamnus Cathartica L.) In London, Ontario, Lorie A. Wagner
An Examination Of The Invasion Pattern And Site Preferences Of The Invasive Shrub European Buckthorn (Rhamnus Cathartica L.) In London, Ontario, Lorie A. Wagner
Digitized Theses
European buckthorn (Rhamnus cathartica L.) is an invasive shrub that was introduced to North America as an ornamental and medicinal plant. European buckthorn is dispersed by birds and flowing water, harbours serious plant pests and diseases, and forms dense stands that compete with native vegetation through an extended leaf-out season. European buckthorn is difficult to remove once established because of long-lived seeds and an ability to resprout after mechanically removal. The purpose of this thesis is to examine European buckthorn’s invasion pattern and site preferences in London, Ontario. Sampling and historical data supported the hypothesis that Medway Creek was closer …
Attenuation Correction In Cardiac Pet/Ct Using A Time- Averaged Ct, Russell A.H. Cook
Attenuation Correction In Cardiac Pet/Ct Using A Time- Averaged Ct, Russell A.H. Cook
Digitized Theses
Heart disease is a leading cause of death in Canada, and Positron Emission Tomography (PET) is the gold standard for determining the viability of heart tissue following a heart attack. PET images require correction for attenuation, that is, for signal absorption by patient tissues. Attenuation correction (AC), is done via a transmission scan such as Computed Tomography (CT). However, due to the differences between PET and CT scan durations, respiration-induced motion can cause temporal mismatches leading to errors in the reconstructed PET image. This study compares the magnitude of these errors when single-phase CT, respiratory-averaged CT, and 4D CT are …
Analysis Of Reaction Time Experiment Data Using Point Process Techniques, Jennifer Lea Asimit
Analysis Of Reaction Time Experiment Data Using Point Process Techniques, Jennifer Lea Asimit
Digitized Theses
Point process data with a latent or hidden component arise in a variety of research fields. Examples include reaction time, forest fires, seismology, and transactional data. We develop statistical methodology that can be applied to point process data with a latent component. The methodology is applied to data from a number of reaction time (RT) experiments. Reaction time experiments have been of interest to psychophysicists for more than a century. A reason for this interest lies in the fact that the time taken to perform a task indicates the complexity of the operations occurring in the brain. We study three …
An Assessment Of Sport Canada’S Sport Funding And Accountability Framework, 1995-2004, Eva P. Havaris
An Assessment Of Sport Canada’S Sport Funding And Accountability Framework, 1995-2004, Eva P. Havaris
Digitized Theses
The purpose of this qualitative study was to assess Sport Canada's Sport Funding and Accountability Framework (SFAF) from 1995-2004 within the context of four National Sport Organizations (NSOs). Using the Multiple Constituency model, the perceptions of 16 stakeholders (management staff, President, Sport Program Officer, athlete reps) were attained using interviews. Organizational effectiveness, accountability, and the effectiveness of the SFAF relative to NSO development were the areas of focus. Written documentation verified information expressed by interviewees. No significant differences in interviewee assessments of NSO effectiveness were found; however, differences in internal accountability processes and the quality of the accountability relationship shared …
A Pathway For Transformational Leadership’S Effects: Testing Relations Between Transformational Leadership, Identification And Commitment, Timothy A. Jackson
A Pathway For Transformational Leadership’S Effects: Testing Relations Between Transformational Leadership, Identification And Commitment, Timothy A. Jackson
Digitized Theses
The primary purposes of the present research were to determine the interrelationships among transformational leadership (TFL), identification, and affective commitment (AC), and also to test whether identification mediates the relationship of TFL to AC at three different foci. The first mediation model tested a dyad focus, the second a work-group focus, and the third an organization focus. In each mediation model, TFL was entered as the predictor, followed by identification with the focus of interest as the mediator, and AC to the same focus as the criterion. Strong support was found for the direct relationships among all the study variables, …
"Er Irrt Der Mensch, Solang Er Strebt:" Critical Studies On The Subject, The Genius Figure And Faust, Matthew James Austin
"Er Irrt Der Mensch, Solang Er Strebt:" Critical Studies On The Subject, The Genius Figure And Faust, Matthew James Austin
Digitized Theses
Ultimately my thesis reflects a dedication to a conceit I have labeled teleology without telos, which I have tried to establish in my readings of history, philosophy, and art (literature). Expressive of this conceit is the complex anthropological relationship Kant outlines between Man, as subject, and Nature—as expressed through history and art. In the writing of history and the production of art, the archetypal figures of the philosopher and the genius respectively express Nature’s indeterminate regulation under the compulsion of the Kantian idea. What is ultimately exemplified here is neither natural necessity, nor humanistic freedom. Rather, Kant offers an intriguing …
A Role For Pka In Exercise-Induced Hsp70 Expression In Skeletal Muscle, Matthew P. Krause
A Role For Pka In Exercise-Induced Hsp70 Expression In Skeletal Muscle, Matthew P. Krause
Digitized Theses
The mechanisms controlling exercise-induced Hsp70 expression in skeletal muscle are not known. Hence, 12 week old male Sprague-Dawley rats were divided into sham (5 % DMSO) or PKA-inhibited (0.36 mg/kg H-89 in 5% DMSO) groups (n=4-8) and exercised for 60 min at 30 m/min on a 2% grade. Exercised animals were subsequently sacrificed at 10-15 min (PKA activity assay; phosphorylated ERK1∕2), 30 min (hsp70-l mRNA evaluated by RT-PCR) or 24 hr (Western blotting of Hsp70) post-exercise and the white vastus (WV), red vastus (RV), and soleus (SOL) were compared to appropriate non-exercised controls. Hsp70 protein increased following exercise in sham …
A Numerical Study Of Multiple Fuel Injection Strategies For Nox Emission Reduction From Di Diesel Engines, Yan Wang
Digitized Theses
Diesel engines are widely used in transportation and industry utilities as an important power source all over the world. At the same time, more and more stringent emission regulations are applied on diesel engine emissions with concern about environment and human being health. Emissions reduction becomes a challenge for researchers and engineers. A numerical simulation of the fluid flow and combustion process in a diesel engine is carried out in this study in order to investigate the effect of multiple-injection strategy on diesel engine NOx emissions. The effect of the multiple fuel injection strategy and its combination with EGR and …
Creativity = Intelligence + Intuition? The Relationships Between Intuition, Creativity, And Intelligence, Michael E. Battista
Creativity = Intelligence + Intuition? The Relationships Between Intuition, Creativity, And Intelligence, Michael E. Battista
Digitized Theses
The study examined intuition and its relations with intelligence and creativity. Based on anecdotal evidence and past empirical research, it was hypothesized that measures of intuition, including implicit learning, would be related to each other. Furthermore, two hypotheses were explored: First, individual differences in creativity can be predicted by intelligence and intuition, and second, individual differences in intelligence can be predicted by creativity and intuition. Sixty eight participants completed various measures of intuition, an implicit learning task, and tests of creativity and intelligence. Self-report measures of intuition correlated with each other, but not with measures of implicit learning. Some limited …
(En)Counter Dialogues: Gilles Deleuze Encounters Comparative Philosophy, Darren Macdonald
(En)Counter Dialogues: Gilles Deleuze Encounters Comparative Philosophy, Darren Macdonald
Digitized Theses
This essay introduces Gilles Deleuze into the discourse of comparative philosophy. As the narrative sense of its title suggests, it will perform an encounter between the writings of the philosopher and the “encounter dialogue” literatures of Zen Buddhism. Comparative philosophy as it is generally practiced is a hermeneutic endeavour; nomadology is not. Martin Heidegger’s later dialogical writings are here explored as a central inspiration for comparative philosophy’s modern form. Despite doing much to unhinge some of the central presuppositions of the western tradition, comparative philosophy generally labours under a representational image of thought. Following Deleuze’s critique, such a theoretical formation …
Behaviour And Design Of Strengthened Built-Up Hybrid Steel Columns, Katherine K.W. Shek
Behaviour And Design Of Strengthened Built-Up Hybrid Steel Columns, Katherine K.W. Shek
Digitized Theses
Steel bridges designed before the mid-1950s may be deficient according to current design code requirements and thereby require strengthening. This thesis explores the responses of W-shaped compression members, such as existing columns, bents, bracing or truss members, reinforced at the flanges by new steel cover plates. The primary research objectives are: (1) to model the behaviour, accounting for residual and locked-in dead load stresses, different yield strengths of the original W-shape and new flange cover plates, initial out-of-straightness and end eccentricity; and (2) to develop a rationally based practical design method for the compressive resistance of a built-up hybrid compression …
A Potential-Field Based Method For Resolving Multiple Navigation Goals, Erik Webber
A Potential-Field Based Method For Resolving Multiple Navigation Goals, Erik Webber
Digitized Theses
This thesis describes an algorithm to successfully maneuver a team of two mobile robots in an unknown environment without formation and the ability to recover from temporary loss of communication. The team searches out the environment completely while maintaining a map of the environment. The robots avoid obstacles and collisions with each other while also staying within a communications range. The algorithm is designed to minimize the search time by having the robots search in parallel as much as possible to map the greatest amount of area. Currently there are many diverse algorithms for map building, all having their own …
An E2fl-‘Specific’ Binding Domain Within Prb Is Required For Regulation Of E2f1-Induced Apoptosis, Lisa Marie Julian
An E2fl-‘Specific’ Binding Domain Within Prb Is Required For Regulation Of E2f1-Induced Apoptosis, Lisa Marie Julian
Digitized Theses
The Retinoblastoma tumour suppressor protein (pRB) functions to negatively regulate cell proliferation by inhibiting E2F transcription factor activity. Additionally, an essential function of pRB in the inhibition of apoptosis induced by E2F1 has been documented. The mechanism dictating the ability of pRB to differentially regulate these opposing E2F functions has remained largely elusive. In this thesis I describe the generation of an RB mutant protein that is defective in mediating an E2Fl-t Specific’ binding interaction. This protein retains the ability to inhibit both E2F-mediated transcription and cell cycle entry but is defective in apoptotic regulation, these functions are in contrast …
A Scalable Max-Flow/Min-Cut Algorithm For Sparse Graphs, Andrew T. Delong
A Scalable Max-Flow/Min-Cut Algorithm For Sparse Graphs, Andrew T. Delong
Digitized Theses
Maximum flow algorithms must balance two competing factors in performance: flow should reach its destination via short paths, but finding short paths is expensive. Push-relabel algorithms compute these paths via an evolving map, called a labeling, over the vertices. The first push-relabel algorithms (Goldberg & Tarjan [32]), use three well-known relabeling operations: (local) relabel, global relabel, and gap relabel. We contribute a new push-relabel algorithm that uses more flexible relabeling operations. The three standard operations all become special cases of our new and more general relabeling operations. On sparse graphs, our algorithm is easy to parallelise and operates efficiently within …
A Proteomics Approach Towards Biomarkers Of Preeclampsia, Aaron T. Booy
A Proteomics Approach Towards Biomarkers Of Preeclampsia, Aaron T. Booy
Digitized Theses
Preeclampsia (PE) is a pregnancy specific disease that affects 5-8% of all pregnancies worldwide, and is one of the leading causes of maternal and neonatal morbidity and mortality. While the cause of PE is still unknown, clinical evidence unequivocally points to placenta as the site of pathophysiology. It is widely accepted that impaired cellular invasion during placental development and a lack of proper development of the decidual spiral arteries account for the development of PE. Despite considerable research, the factor(s) that ultimately cause PE have not been fully characterized. Through the use of 2D SDS-PAGE and LC MS∕MS, control and …
Subband Adaptive Modeling Of Digital Hearing Aids, Michael Roy Wirtzfeld
Subband Adaptive Modeling Of Digital Hearing Aids, Michael Roy Wirtzfeld
Digitized Theses
In this thesis, the application of a subband adaptive model to characterize compression behaviour of five digital hearing aids is investigated. Using a signal-to-error ratio metric, modeling performance is determined by varying the number of analysis bands in the subband structure as well as consideration of three adaptive algorithms. The normalized least mean-squares (NLMS), the affine projection algorithm (APA), and the recursive least-squares (RLS) algorithms are employed using a range of parameters to determine the impact on modeling performance. Using the subband adaptive model to estimate the time-varying frequency response of each hearing aid allows the Perceptual Evaluation of Speech …
“The Tongue Is An Eye”: Physical And Artistic Taste In Hegel, Nietzsche, And Huysmans’ Against Nature, David B. Collins
“The Tongue Is An Eye”: Physical And Artistic Taste In Hegel, Nietzsche, And Huysmans’ Against Nature, David B. Collins
Digitized Theses
This thesis is concerned with the connections between physical and artistic taste, and eating and thinking, and subjectivity. The first chapter focuses on the relation between eating, art, language and speculative thinking as forms of sublation in Hegel’s work and their connection to his attempt to incorporate or abject any excess or waste. The second chapter elucidates how Huysmans’ novel Against Nature utilizes a Hegelian conception of sublation in the consumption of art and experiences the problem of waste from the first chapter, demonstrating the possible limits of thinking about consumption in a Hegelian manner. The third chapter examines how …
A Novel Type Of Zvt-Pwm Converter, Xing Gao
A Novel Type Of Zvt-Pwm Converter, Xing Gao
Digitized Theses
High frequency operation of single-switch, pulse width modulated (PWM) converters allows for the reduction of the size and weight of their magnetic and filtering components, but switching losses become significant and must be reduced. The standard approach to minimizing these losses has been to use an active auxiliary circuit that consists of an active switch and passive elements and that is not part of the main power circuit. The auxiliary circuit helps the main power switch turn on with zero-voltage switching (ZVS). The circuit is activated just before the main power switch is to be turned on and is active …
Automatic Prostate Boundary Segmentation For 2d Ultrasound Images, Manale Saikaly
Automatic Prostate Boundary Segmentation For 2d Ultrasound Images, Manale Saikaly
Digitized Theses
Segmenting the prostate boundary is essential in determining the dose plan needed for a successful brachytherapy procedure - an effective and a commonly used treatment for prostate cancer. However, manual segmentation is time consuming and can introduce inter and intra-operator variability. In this thesis, we describe an algorithm for segmenting the prostate from two dimensional ultrasound (2D US) images, which can be either semi-automatic, requiring only one user input, or fully-automatic, with some assumptions of image acquisition. Segmentation begins with the user inputting the approximate centre of the prostate for the semi-automatic version of the algorithm, or with assuming the …
An Evaluation Of Landsat Tm Data And Gis Modelling To Identify Significant Woodlands In Southern Ontario, William Joseph Deyoung
An Evaluation Of Landsat Tm Data And Gis Modelling To Identify Significant Woodlands In Southern Ontario, William Joseph Deyoung
Digitized Theses
The rapid and reliable identification of woodlands that should be protected from incompatible development is an urgent need in municipal planning to secure a viable natural heritage system. The objective of this research was to test the use of LANDSAT Thematic Mapper (TM) spectral data as a current, unified, and scalable thematic layer to identify ecologically significant woodlands in southwestern Ontario. LANDSAT TM data were classified to obtain a Treed Cover data layer for input into a geographic information system (GIS) model that integrated conventional mapping layers (topography, hydrology, soils, vegetation types); patch metrics (size, shape); and landscape connectivity (proximity, …
A Multi-Scale Analysis Of Northern Goshawk Habitat In Ontario, Peter G. Bush
A Multi-Scale Analysis Of Northern Goshawk Habitat In Ontario, Peter G. Bush
Digitized Theses
The northern goshawk (Accipiter gentilis) has been identified as a potential indicator of sustainable forest management by a number of state and provincial jurisdictions across North America, including Ontario. However, little is known about northern goshawk habitat use in Ontario. This thesis examined northern goshawk habitat using a multi-scale approach. Within the study, goshawk habitat was examined from the nest-tree scale through to the multiple home ranges, and even at the provincial scale. Examination of the micro-scale nesting habitat use revealed that goshawks in central Ontario preferred to nest in a hardwood tree (specifically aspen), and more importantly in trees …
Application And Evaluation Of Interaction Techniques To 3d Mathematical Structures, Anne-Marie Schenk
Application And Evaluation Of Interaction Techniques To 3d Mathematical Structures, Anne-Marie Schenk
Digitized Theses
Mathematical cognitive tools have the ability to extend our cognitive capabilities and bring reason and understanding to complex structures and concepts. Designing mathematical cognitive tools is complicated and there is a lack of investigation conducted in this area. A mathematical cognitive tool that incorporates many forms of interaction is introduced in this thesis. It is intended to support and enhance the knowledge gained from interacting with 3 dimensional structures. A comparison study is done to investigate how these interactive features support reasoning. We compare it to a Physical Manipulative and another mathematical cognitive tool that does not incorporate multiple forms …
A Multi-Parameter Investigation For Optimization Of Very-High-Gravity Batch Beer Fermentation By Saccharomyces Cerevisiae, Heather Lynn Jones
A Multi-Parameter Investigation For Optimization Of Very-High-Gravity Batch Beer Fermentation By Saccharomyces Cerevisiae, Heather Lynn Jones
Digitized Theses
Employing very-high-gravity (VHG) wort for batch beer production is industrially appealing due to the potential for increased process efficiency and cost-savings. However, this practice has not been extensively commercialized as the stressful conditions thus created can lead to severe effects on yeast health and fermentation performance. The strategy employed in this investigation to mitigate yeast stress and optimize VHG fermentation performance involved simultaneous manipulation of process parameters (i.e. oxygen supply, inoculum size and temperature profile) and wort nutritional factors (e.g. level and source of assimilable nitrogen). This resulted in a 33% reduction in the time to achieve end of fermentation …
A Novel Update Scheme For Landmark Initialization In Monocular Visual Slam, Zhenhe Chen
A Novel Update Scheme For Landmark Initialization In Monocular Visual Slam, Zhenhe Chen
Digitized Theses
Making a robot navigate autonomously is a grand challenge in the robotic and computer vision research community. We approach the autonomous robot navigation problem within the simultaneous localization and map-building (SLAM) paradigm. The SLAM problem examines the ability of an autonomous robot starting in an unknown environment to incrementally build an environment map and simultaneously localize itself within this map. In robot navigation, accurate mapping and location estimates in either structured or unstructured environments is an essential requirement for high level tasks such as patrolling, investigating, delivering and fetching by an autonomous robot. This thesis explores the field of computer …
A Client-Server Paradigm For Enhanced Simulation Of Power Systems, Tamije Selvy Munian
A Client-Server Paradigm For Enhanced Simulation Of Power Systems, Tamije Selvy Munian
Digitized Theses
Power system simulation software has become an essential tool for today’s power system engineers. The accurate simulation of various components of the power system helps power engineers comprehend, design and analyze complex power systems. In the present deregulated energy industry scenario, where power systems are operated close to their operating limits, understanding the complexities involved has become even more crucial. Software models of various components of the power system in the form of equations representing their operating characteristics have been used by academicians, consultants and manufacturers. Very accurate software models of many power system components, which represent these equations, are …
The Persistence Of The Caldwell First Nation Without A Land Base, K. Jack Conley
The Persistence Of The Caldwell First Nation Without A Land Base, K. Jack Conley
Digitized Theses
The Caldwell First Nation is a small Chippewa community that lives scattered throughout the central Great Lakes region and has persisted for over 150 years without a land base. This thesis examines the dialogic processes through which this Band has been able to collectively remain as a community long after their dislocation from Point Pelee and Pelee Island. This ethnohistoric and ethnographic project explores the way that academic research and this Aboriginal community have intersected and conflicted, in order to develop a methodological approach that is both academically rigorous and respectful of the concerns of the community. Through the integration …
An Evaluation Of Project Impact: A Pilot Program Promoting Physical Activity Among University Students, Scott A. Cholewa
An Evaluation Of Project Impact: A Pilot Program Promoting Physical Activity Among University Students, Scott A. Cholewa
Digitized Theses
Purpose: The purpose of Project IMPACT was to evaluate the impact of a buddy system, record-keeping device, and a combination of the two on the physical activity participation, physical activity-related barriers and task efficacy, and body mass index of undergraduate university students. Methods: A heterogeneous sample of 51 students participated in Project IMPACT. Participants self-selected either an online record-keeping device, a buddy system, a combination of the two, or a control group. All participants completed a series of previously validated questionnaires, at four different time periods, to assess changes in the aforementioned outcome variables. Results: Significant increases in physical activity …