The shape of drift function in continuous time interest rate models has been investigated by many authors during the past decade. The main concerns have been whether the drift function is linear or nonlinear, but no convincing conclusions have been seen. In this dissertation, we investigate the reason for this problem and test several models of the drift function using a nonparametric test. Furthermore, we study some related problems, including the empirical properties of the nonparametric test. First, we propose regression models for the estimation of the drift function in some continuous time models. The limiting distribution of the parameter estimator in the proposed regression model is derived under certain conditions. Based on our analyses, we conclude that the effect of drift function for some U.S. Treasury Bill yields data is negligible. Therefore, neither linear nor nonlinear modeling has a significant effect. Second, parametric linear and nonlinear proposed regression models are applied and the correctness of those models is examined using the consistent nonparametric model specification test introduced by Li (1994) and Zheng (1996), henceforth the Jn test. The test results indicate that there is no strong statistical evidence against the assumed drift models. Furthermore, the constant drift model is not rejected either. Third, we compare the Jn and generalized likelihood ratio (GLR) tests through Monte Carlo simulation studies concerning whether the sizes of tests are stable over a range of bandwidth values, which is an important indicator to measure the usefulness of nonparametric tests. The GLR test was applied to testing the linear drift function in continuous time models by Fan and Zhang (2003). Our simulation study shows that the GLR test does not provide stable sizes over a grid of bandwidth values in testing the drift function of some continuous time models, whereas the Jn test usually does.

Für zahlreiche technische Prozesse ist die Kenntnis des Schlupfes bzw. des Drift-Fluxes in Zweiphasenströmungen notwendig. Beispiele sind die Bestimmung der Druckverluste sowie der Wärme- und Stoffübertragungsvorgänge in Verdampfern oder Kondensatoren, der Phasenverweilzeit in chemischen Reaktoren sowie der Moderatorwirkung des zweiphasigen Kühlmittels innerhalb des Kerns eines Siedewasserreaktors.

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Clock synchronization is one of fundamental requirements in distributed networks. However, the imperfection of crystal oscillators is a potential hurdle for network-wide collaboration and degrades the performance of cooperative applications. Since clock discrepancy among nodes is inevitable, many software and hardware attempts have been introduced to meet synchronization requirements. Most of the attempts are built on communication protocols that demand timestamp exchanges to improve synchronization accuracy or resource efficiency. However, link delay and environmental changes sometimes impede these synchronization efforts that achieve in desired accuracy. First, the clock synchronization problem was examined in networks where nodes lack the high accuracy oscillators or programmable network interfaces some previous protocols depend on. Next, a stochastic and practical clock model was developed by using information criteria which followed the principle of Occam's razor. The model was optimized in terms of the number of parameters. Simulation by using real measurements on low-powered micro-controllers validated the derived clock model. Last, based on the model, a clock tracking algorithm was proposed to achieve high synchronization accuracy between unstable clocks. This algorithm employed the Kalman filter to track clock offset and skew. Extensive simulations demonstrated that the proposed synchronization algorithm not only could follow the clock uncertainties shown in real measurements but also was tolerant to corrupted timestamp deliveries. Clock oscillators are vulnerable to noises and environmental changes. As a second approach, clock estimation technique that took circumstances into consideration was proposed. Through experiments on mobile devices, the obstacles were clarified in synchronization over wireless networks. While the causes of clock inaccuracy were focused on, the effect of environmental changes on clock drifting was investigated. The analysis of the observations inspired an M-estimator of clock error that was accurate but under dominant disturbances such as oscillator instability and random network delay. A Kalman filter was designed to compensate with temperature changes and estimate clock offset and skew. The proposed temperature-compensated Kalman filter achieved the better estimates of clock offset and skew by adjusting frequency shifts caused by temperature changes. The proposed Kalman filter-based clock synchronization was implemented in C. A real-time operation was proved by clock tracking between two mobile platforms that the synchronization technique was implemented on. Moreover, the technique was converted to fixed-point algorithm, which might degrade performance, to evaluate the synchronizing operation on fixed-point processors. The fixed-point simulation reported performance degradation caused by limited hardware resources; however, it also corroborated the applicability of the synchronization technique.

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Univ., Diss.--Bremen, 2007.

Darmstadt, Techn. Universiẗat, Diss., 2007. / Dateien im PDF-Format.

Thesis (M.Sc.) -- Memorial University of Newfoundland. 1976. / Typescript. Bibliography : leaves 208-215. Also available online.

Thesis (M.S.)--University of Akron, Dept. of Geology, 2009. / "August, 2009." Title from electronic thesis title page (viewed 10/21/2009) Advisor, John P. Szabo; Faculty readers, Linda Barrett, LaVerne Friberg; Department Chair, John P. Szabo; Dean of the College, Chand Midha; Dean of the Graduate School, George R. Newkome. Includes bibliographical references.