Faculty of Sciences
http://dyuthi.cusat.ac.in:80/xmlui/handle/purl/1616
Sat, 24 Jan 2015 17:55:33 GMT2015-01-24T17:55:33ZA Quantile based analysis of income data
http://dyuthi.cusat.ac.in:80/xmlui/handle/purl/4905
A Quantile based analysis of income data
Sreelakshmi, N; Muraleedharan Nair, K R
Thu, 20 Nov 2014 00:00:00 GMThttp://dyuthi.cusat.ac.in:80/xmlui/handle/purl/49052014-11-20T00:00:00ZMaximal compactness, min- imal Hausdor ness and reversibility of frames and a study on automorphism group of frames
http://dyuthi.cusat.ac.in:80/xmlui/handle/purl/4746
Maximal compactness, min- imal Hausdor ness and reversibility of frames and a study on automorphism group of frames
Jayaprasad, P N; Dr.Johnson, T P
One can do research in pointfree topology in two ways. The rst is
the contravariant way where research is done in the category Frm but
the ultimate objective is to obtain results in Loc. The other way is the
covariant way to carry out research in the category Loc itself directly.
According to Johnstone [23], \frame theory is lattice theory applied to
topology whereas locale theory is topology itself". The most part of this
thesis is written according to the rst view. In this thesis, we make an
attempt to study about
1. the frame counterparts of maximal compactness, minimal Hausdor -
ness and reversibility,
2. the automorphism groups of a nite frame and its relation with the
subgroups of the permutation group on the generator set of the frame
Department of Mathematics
Cochin University of Science and Technology
Mon, 06 Jan 2014 00:00:00 GMThttp://dyuthi.cusat.ac.in:80/xmlui/handle/purl/47462014-01-06T00:00:00ZAnalysis of Stochastic Volatility Sequences Generated by Product Autoregressive Models
http://dyuthi.cusat.ac.in:80/xmlui/handle/purl/4732
Analysis of Stochastic Volatility Sequences Generated by Product Autoregressive Models
Shiji, K; Dr.Balakrishna, N
The classical methods of analysing time series by Box-Jenkins approach assume that
the observed series
uctuates around changing levels with constant variance. That
is, the time series is assumed to be of homoscedastic nature. However, the nancial
time series exhibits the presence of heteroscedasticity in the sense that, it possesses
non-constant conditional variance given the past observations. So, the analysis of
nancial time series, requires the modelling of such variances, which may depend
on some time dependent factors or its own past values. This lead to introduction of
several classes of models to study the behaviour of nancial time series. See Taylor
(1986), Tsay (2005), Rachev et al. (2007). The class of models, used to describe
the evolution of conditional variances is referred to as stochastic volatility modelsThe stochastic models available to analyse the conditional variances, are based on
either normal or log-normal distributions.
One of the objectives of the present study is to explore the possibility of employing
some non-Gaussian distributions to model the volatility sequences and then study
the behaviour of the resulting return series. This lead us to work on the related
problem of statistical inference, which is the main contribution of the thesis
Department of Statistics,
Cochin University of
Science and Technology
Sat, 01 Mar 2014 00:00:00 GMThttp://dyuthi.cusat.ac.in:80/xmlui/handle/purl/47322014-03-01T00:00:00ZNovel [3+2] annulation reaction of nitrones with Burgess reagent and a few related reactions
http://dyuthi.cusat.ac.in:80/xmlui/handle/purl/4710
Novel [3+2] annulation reaction of nitrones with Burgess reagent and a few related reactions
Sajitha, T S; Dr.Unnikrishnan, P A
Burgess reagent first prepared by E. M. Burgess in 1968, is a mild
and selective dehydrating agent for secondary and tertiary alcohols and
due to the amphipolar nature it is gainfully employed in a number of
creative synthetic ventures. A close examination of the structure of
Burgess reagent reveals that it can act as a 1,2-dipole. To the best of our
knowledge, no attempts have been made to tap full synthetic potential of
the amphipolar nature of this reagent and no reports on 1,3-dipolar
addition to a σ-bond in acyclic systems are available in literature. In this
context, we propose to unravel novel applications of Burgess reagent
based on its amphipolar nature.
Rich and multifaceted chemistry of nitrones form the basis of
many successful chemical transformations used in attractive synthetic
strategies. For the last 50 years special attention has been given to
nitrones due to their successful application as building blocks in the
synthesis of various natural and biologically active compounds. Our
interest in nitrones stems out of its unique character: i.e. it is a 1,3-dipole
exhibiting distinct nucleophilic activity.
We reasoned that 1,3-dipole possessing significant nucleophilicity
should react with amphipolar Burgess reagent with elimination of
triethylamine to give the corresponding five-membered ring product by
formal dipolar addition to a σ bond. To test this hypothesis we studied
the reaction of nitrones with Burgess reagent. This thesis reveals our
attempts to explore the [3+2] annulation reaction of nitrones with
Burgess reagent which was found to be followed by a rearrangementinvolving C-to-N aryl migration, ultimately resulting in diarylamines and
carbamates.
We have also examined the reaction of cyanuric chloride with
nitrones in DMF with a view to exploit the nucleophilicty of nitrones and
to unravel the migratory aptitude, if any, observed in this reaction
Department
of Applied Chemistry, Cochin University of Science and Technology
Wed, 19 Feb 2014 00:00:00 GMThttp://dyuthi.cusat.ac.in:80/xmlui/handle/purl/47102014-02-19T00:00:00Z