Browsing by Author "Qian, Junhui"
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Item A closed-loop model of the ovine cardiovascular system(2003) Qian, Junhui; Clark, John W., Jr.The conscious sheep is an important large animal model for the study of human cardiovascular and cardiopulmonary system. In this study we develop a closed-loop mathematical model of its cardiovascular system. A distributed approach is taken in describing the systemic circulation, which is divided into cerebral, coronary, foreleg, thoracic, abdominal, and hind-limb circulations. Nonlinear aspects of the systemic venous system are described, which include nonlinear pressure-volume characteristics of small and large veins and pressure-operated valves in large veins. The complete integrated model mimics typical steady-state hemodynamic data in the supine position. It is also used to predict the blood volume shifts and hemodynamic changes that accompany standing up. These include the short-term neurally mediated cardiovascular response to the orthostatic stress. Additional studies predict the circulatory response to an increased afterload (balloon inflation) presented to the right ventricle. This model is further used to predict the response of the ovine cardiovascular system to the implantation of the PAL (Para-corporeal Artificial Lung device and to test the putative effectiveness of different PAL device designs.Item Essays on the modeling of time-varying densities(2007) Qian, Junhui; Park, Joon Y.We present three essays on the econometric modeling of time-varying densities. In all three studies, we treat density functions themselves as random elements taking values in the Hilbert space of square integrable functions. The first essay introduces functional autoregression of one sequence of time-varying density functions. The second essay develops functional regression of one sequence of densities, the regressand, on another sequence of densities, the regressor. The third essay is concerned with the regression of a sequence of scalar random variables on a sequence of densities. For all three models, we present methods of estimation, which all involve the solution of an ill-posed inverse problem, and show asymptotic consistency of our estimators. We also outline hypotheses testing strategies based on each model and show asymptotic distribution of test statistics that we have developed. Possible applications of each model in economics and finance are indicated in each essay. In particular, we apply the functional autoregression model to the analysis of intraday return distributions of S&P 500 index and US/UK exchange rate and find that the functional method offers an outstanding performance in out-of-sample forecasting and a unique way to test on the moment dependence structure of time-varying distributions.