Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility

In this paper, we consider the deterministic trend model where the error process is allowed to be weakly or strongly correlated and subject to non‐stationary volatility. Extant estimators of the trend coefficient are analysed. We find that under heteroskedasticity, the Cochrane–Orcutt‐type estimator (with some initial condition) could be less efficient than Ordinary Least Squares (OLS) when the process is highly persistent, whereas it is asymptotically equivalent to OLS when the process is less persistent. An efficient non‐parametrically weighted Cochrane–Orcutt‐type estimator is then proposed. The efficiency is uniform over weak or strong serial correlation and non‐stationary volatility of unknown form. The feasible estimator relies on non‐parametric estimation of the volatility function, and the asymptotic theory is provided. We use the data‐dependent smoothing bandwidth that can automatically adjust for the strength of non‐stationarity in volatilities. The implementation does not require pretesting persistence of the process or specification of non‐stationary volatility. Finite‐sample evaluation via simulations and an empirical application demonstrates the good performance of proposed estimators.     

四川盆地中三叠世盐盆分布与演化特征研究

四川盆地卤水分布广泛，资源丰富, 早为世人所瞩目，中三叠统雷口坡组是四川盆地最早开采天然气和盐卤的层系之一。根据盆地雷口坡组大量钻井资料研究表明，盆地雷口坡组主要成盐期分别为雷三2 期和雷四2 期，在盆地东部和南部由于受到古隆起的影响，盐岩地层已被剥蚀难以保存，现今盐岩主要分布在开江古隆起和泸州古隆起的西部以及天井山古隆起的南部（华蓥山以西—龙门山以东的川西—川中地区）。印支运动对盆地雷口坡组盐岩在平面的迁移起着十分重要的作用，根据不同时期盐岩统计数据看，两期盐盆在平面上具有向西迁移、叠加的特征，其中川中的GS1 井就钻遇了这两期的盐岩。     

川东北地区须家河组二段储层差异性分析

随着勘探程度的深入，为了扩大四川盆地天然气勘探领域、寻找新的勘探接替区，四川盆地的勘探区域由盆内逐渐向盆缘延伸。在这种背景下，川东北地区须家河组二段相继取得新的勘探成果，但在勘探开发过程中逐渐暴露了诸如区块之间气井产能差异大，储层的碎屑组分、结构及厚度、物性、孔隙结构差异明显等问题，制约了勘探开发的步伐。针对上述问题，根据岩芯观察描述、分析化验资料及测井解释成果，从沉积、成岩方面入手，对比剖析了川东北龙岗和营山地区须二段储层特征的差异性及其成因，认为远离物源区和高能水体的反复淘洗是造成储层差异性的首要因素，强烈的压实作用和多期石英加大对储层差异性起关键作用，自生绿泥石衬边胶结和长石选择性溶蚀最终决定了储层差异性。从而解释了气藏勘探开发中遇到的诸多问题，对有效指导该区的下一步勘探开发工作具有重要意义。     

指数函数和对数函数的高精度快速算法

指数、对数函数的数值计算是一种最基本的算术操作,研究其快速算法,对于科学计算、数据处理,尤其是要求运算精度很高的实时控制系统,有着非常重要的意义.通过数值分析,考虑到精度要求较高,计算量和数表的存储空间这三个因素,结合计算和查表的方法给出了一些基本函数的快速算法.另外,还介绍了改进的高精度快速算法并演示了详细的计算过程.得出精度越高,内存越大,相应的操作速度却没有下降。     

国外城市机场噪声治理的多元路径及其启示

20世纪80年代以来,随着中国城市发展速度的持续提升,各级各类城市机场的建设步伐也不断加快,时至今日,机场已经成为了许多城市重要的对外交通枢纽和新的城市商业中心。但以噪声污染为重要表征的负外部性输出,在中国城市机场也呈现出蔓延之势。文章通过相关文献资料梳理发现,国外对城市机场噪声的治理一般通过机场规划、降噪技术、噪声征税、制度规制、强化绿化等多种路径展开。了解国外治理城市机场噪声的实践探索,对于我们寻求中国城市机场噪声治理的未来道路,具有重要的启示和借鉴意义。     

大豆生产者补贴政策改革促进农户种植结构调整了吗?——基于全国446个县的准自然实验

以大豆生产者补贴政策改革作为切入点,将政策实施地区和非实施地区视为一次部分省份优化大豆、玉米种植结构的准自然实验,通过构建PSM-DID模型,考察大豆生产者补贴政策改革对农户种植结构调整的影响及其作用机制.结果表明:(1)大豆生产者补贴政策改革对农户种植结构调整具有显著的时间异质性,政策改革初年(2017年)大豆与玉米的面积之比显著提高6.5％,虽然2018年大豆与玉米的相对补贴额度出现大幅度增长,但大豆与玉米的面积之比仅显著提高3.4％;(2)预期相对收益的提升是2017年农户调整种植结构的重要原因,然而,经过对新制度一年的适应后,农户对种植玉米的路径依赖、补贴错位、地租的不合理增长以及大豆、玉米相对价格不理想等问题逐渐凸显,2018年农户重新调整种植决策,补贴的激励作用被迫减弱.基于此,研究结论为统筹大豆、玉米补贴机制可以促进农户种植结构调整提供经验性证据,也为在农业供给侧结构性改革和大豆振兴压力下如何持续改善种植结构提供政策启示.     

Linear scalar-on-surface random effects regression models

Many research fields increasingly involve analyzing data of a complex structure. Models investigating the dependence of a response on a predictor have moved beyond the ordinary scalar-on-vector regression. We propose a regression model for a scalar response and a surface (or a bivariate function) predictor. The predictor has a random component and the regression model falls in the framework of linear random effects models. We estimate the model parameters via maximizing the log-likelihood with the ECME (Expectation/Conditional Maximization Either) algorithm. We use the approach to analyze a data set where the response is the neuroticism score and the predictor is the resting-state brain function image. In the simulations we tried, the approach has better performance than two other approaches, a functional principal component regression approach and a smooth scalar-on-image regression approach.     

On Bartlett correction of empirical likelihood for regularly spaced spatial data

Bartlett correction constitutes one of the attractive features of empirical likelihood because it enables the construction of confidence regions for parameters with improved coverage probabilities. We study the Bartlett correction of spatial frequency domain empirical likelihood (SFDEL) based on general spectral estimating functions for regularly spaced spatial data. This general formulation can be applied to testing and estimation problems in spatial analysis, for example testing covariance isotropy, testing covariance separability as well as estimating the parameters of spatial covariance models. We show that the SFDEL is Bartlett correctable. In particular, the improvement in coverage accuracies of the Bartlett‐corrected confidence regions depends on the underlying spatial structures. The Canadian Journal of Statistics 47: 455–472; 2019 © 2019 Statistical Society of Canada     

丹巴土司制度发展历史考证

丹巴位于“藏彝走廊”的核心区域，其对汉藏民族关系、中央政权与边疆地区的稳定均具有重要影响。自忽必烈时期开始丹巴即开始实行土司制度直至新中国成立，研究丹巴的土司制度发展历史对梳理“藏彝走廊”民族关系及社会发展历史具有重要作用。本文对丹巴土司制度的发展历史进行了考证，并对其境内的四个土司的管辖范围、权力地位进行了梳理，以期对该地区历史发展研究提供一些参考与借鉴。     

Semiparametric Bayesian analysis for longitudinal mixed effects models with non-normal AR(1) errors

Statistics and Computing - This paper studies Bayesian inference on longitudinal mixed effects models with non-normal AR(1) errors. We model the nonparametric zero-mean noise in the autoregression...