http://chineseinput.net/에서 pinyin(병음)방식으로 중국어를 변환할 수 있습니다.
변환된 중국어를 복사하여 사용하시면 됩니다.
Skewness of Gaussian Mixture Absolute Value GARCH(1, 1) Model
Lee, Taewook The Korean Statistical Society 2013 Communications for statistical applications and me Vol.20 No.5
This paper studies the skewness of the absolute value GARCH(1, 1) models with Gaussian mixture innovations (Gaussian mixture AVGARCH(1, 1) models). The maximum estimated-likelihood estimator (MELE) employed (a two- step estimation method in order to estimate the skewness of Gaussian mixture AVGARCH(1, 1) models. Through the real data analysis, the adequacy of adopting Gaussian mixture innovations is exhibited in reflecting the skewness of two major Korean stock indices.
Normal Mixture Quasi-maximum Likelihood Estimator for GARCH Models
LEE, TAEWOOK,LEE, SANGYEOL Blackwell Publishing Ltd 2009 Scandinavian journal of statistics, theory and app Vol.36 No.1
<P>Abstract. </P><P>The generalized autoregressive conditional heteroscedastic (GARCH) model has been popular in the analysis of financial time series data with high volatility. Conventionally, the parameter estimation in GARCH models has been performed based on the Gaussian quasi-maximum likelihood. However, when the innovation terms have either heavy-tailed or skewed distributions, the quasi-maximum likelihood estimator (QMLE) does not function well. In order to remedy this defect, we propose the normal mixture QMLE (NM-QMLE), which is obtained from the normal mixture quasi-likelihood, and demonstrate that the NM-QMLE is consistent and asymptotically normal. Finally, we present simulation results and a real data analysis in order to illustrate our findings.</P>
Test for Parameter Change in Linear Processes Based on Whittle's Estimator
Lee, Taewook,Lee, Sangyeol Taylor & Francis Inc. 2007 Communications in Statistics Vol.36 No.11
<P> In this article, we develop a cusum test for testing for parameter changes in linear processes based on Whittle's estimator. It is shown that under regularity conditions, the test statistic converges to the sup of a Brownian bridge. The result is particularly useful in handling the change point test in stationary ARMA processes. A simulation result is provided for illustration.</P>
Lee, Suseung,Choi, Inhee,Hong, Surin,In Yang, Young,Lee, Jeongjin,Kang, Taewook,Yi, Jongheop Royal Society of Chemistry 2009 Chemical communications Vol.2009 No.41
<P>A highly specific interaction between a metal-deficient metalloenzyme and metal ion has been utilized in the selective detection of the metal ion by surface plasmon resonance spectroscopy (SPRS). The use of SPRS and Cu-demetallated superoxide dismutase (E,Zn-SOD1) as a sensing actuator allows one to selectively and <I>in situ</I> detect Cu<SUP>2+</SUP> without any interference that other spectroscopic methods may have.</P> <P>Graphic Abstract</P><P>A highly specific interaction between a Cu-demetallated superoxide dismutase and Cu<SUP>2+</SUP> ion has been utilized in the selective detection of the Cu<SUP>2+</SUP> ion by surface plasmon resonance spectroscopy (SPRS). <IMG SRC='http://pubs.rsc.org/services/images/RSCpubs.ePlatform.Service.FreeContent.ImageService.svc/ImageService/image/GA?id=b910666a'> </P>
Lee, Sunghoon,Jeon, Byungjoo,Kang, Taewook,Lee, Wunho,Malik, Afandi Mohammad,Park, Seongwoo,Lim, Jimin,Park, Boowon,Jeong, Yongseok,kim, Jongsu Elsevier 2018 Journal of luminescence Vol.196 No.-
<P><B>Abstract</B></P> <P>Green-emission Zn<SUB>2</SUB>SiO<SUB>4</SUB>:Mn<SUP>2+</SUP> powder phosphor was applied for powder electroluminescence device through a screen printing method. The EL device consisted of silver nanowires as top electrode, 6μm-thick Zn<SUB>2</SUB>SiO<SUB>4</SUB>:Mn<SUP>2+</SUP> phosphor layer, 45µm -thick BaTiO<SUB>3</SUB> dielectric layer, and metal bottom electrode. The EL device showed the strong 525nm green emission spectrum. Its luminance-voltage dependence showed the exponential increase, and its luminance-frequency dependence showed the linear increase and then saturation behavior. It is notable that its temperature dependence showed the constant behavior at lower temperature, and then the drastic rising pattern up to Curie temperature of the dielectric layer (~ 120°C), and then the thermal quenching trend. The maximum luminance was 0.96cd/m<SUP>2</SUP> where the power consumption was 250W/m<SUP>2</SUP> at 420Vp and 400Hz, and thus the luminous efficiency was 0.012lm/W.</P>
Bubble-free rapid microfluidic PCR
Lee, Sang Hun,Song, Jihwan,Cho, Byungrae,Hong, SoonGweon,Hoxha, Ori,Kang, Taewook,Kim, Dongchoul,Lee, Luke P. Elsevier 2019 Biosensors & Bioelectronics Vol.126 No.-
<P><B>Abstract</B></P> <P>Microfluidic polymerase chain reaction (PCR) has been of great interest owing to its ability to perform rapid and specific nucleic acid amplification and analysis on small volumes of samples. One of the major drawbacks of microfluidic PCR is bubble generation and reagent evaporation, which can cause malfunctions. Here, through theoretical modeling and characterization of bubble behavior, we propose a bubble-free microfluidic PCR device via controlled fluid transfer. Our approach exploits a thin impermeable polyethylene (PE) top layer that minimizes the generation of bubbles by inhibiting mass transport along a vertical direction. Simulation results demonstrate that a calculated mass flow difference of approximately 370% can be obtained by utilizing an impermeable membrane as the vertical barrier layer. To demonstrate proof-of-concept, two nanoporous polymeric materials, poly(dimethylsiloxane) (PDMS) and PE, were used for stand-alone self-powered sample loading (approximately 70 s) and for use as a vertical barrier layer, respectively. Consequently, we demonstrate successful amplification of the cMET gene, a nucleic acid (NA) biomarker for lung cancer, and complete an ultrafast PCR test in less than 3 min using a high powered Peltier-based thermal cycler under bubble-free conditions. This approach will result in a new paradigm for ultrafast molecular diagnosis and can facilitate NA-based nearly instantaneous diagnostics for point-of-care testing and for personalized and preventive medicine.</P> <P><B>Highlights</B></P> <P> <UL> <LI> The major drawbacks of microfluidic PCR is bubble generation and reagent evaporation. </LI> <LI> A bubble-free microfluidic PCR device via controlled fluid transfer through theoretical modeling and characterization of bubble behavior. </LI> <LI> An impermeable polyethylene layer minimizes the generation of bubbles by inhibiting mass transport along a vertical direction. </LI> <LI> The microfluidic PCR chamber design with surrounding circumferential chamber for a guided-fluid transport of generated bubble. </LI> <LI> Successful nucleic acid amplification of the cMET gene, and an ultrafast PCR test in less than 3 min. </LI> </UL> </P> <P><B>Graphical abstract</B></P> <P>[DISPLAY OMISSION]</P>