Estimation of Correlation for Continuous Semimartingales

Abstract. In this study we are concerned with inference on the correlation parameter ρ of two Brownian motions, when only high‐frequency observations from two one‐dimensional continuous Itô semimartingales, driven by these particular Brownian motions, are available. Estimators for ρ are constructed in two situations: either when both components are observed (at the same time), or when only one component is observed and the other one represents its volatility process and thus has to be estimated from the data as well. In the first case it is shown that our estimator has the same asymptotic behaviour as the standard one for i.i.d. normal observations, whereas a feasible estimator can still be defined in the second framework, but with a slower rate of convergence.     

On LSE in regression model for long-range dependent random fields on spheres

We study the asymptotic behaviour of least squares estimators (LSE) in regression models for long-range dependent random fields observed on spheres. The LSE can be given as a weighted functional of long-range dependent random fields. It is known that in this scenario the limits can be non-Gaussian. We derive the limit distribution and the corresponding rate of convergence for the estimators. The results were obtained under rather general assumptions on the random fields. Simulation studies were conducted to support theoretical findings.     

Critical Effects and Exposure Limits

The use of critical effects in the determination of occupational exposure limits (OELs) in Sweden is subjected to a statistical study. Many of the present OELs are high in relation to known noeffect levels and effect levels, and the degree of protection has a surprisingly weak correlation with the seriousness of the adverse effect. Several proposals for improved procedures are put forward. One of these is to supplement the concept of critical effects with that of dominant effects. A dominant effect of a substance is a health effect that is at some concentration the most serious health effect.     

Limits of quantitation for laboratory assays

Summary.  A common problem with laboratory assays is that a measurement of a substance in a test sample becomes relatively imprecise as the concentration decreases. A standard solution is to establish lower limits for reliable measurement. A quantitation limit is a level above which a measurement has sufficient precision to be reliably reported. The paper proposes a new approach to defining the limit of quantitation for the case where a linear calibration curve is used to estimate actual concentrations from measured values. The approach is based on the relative precision of the estimated concentration, using the delta method to approximate the precision. A graphical display is proposed for the assessment of estimated concentrations, as well as the overall reliability of the calibration curve. Our research is motivated by a clinical inhalation experiment. Comparisons are made between the approach proposed and two standard methods, using both real and simulated data.     

关于“不定式极限”的教学研究

本文通过“不定式极限”的教学研究,对在课堂教学中培养学生创造意识和提高学生创造性思维进行了初步的研究。     

概率论在极限问题中的应用

通过建立概率模型、利用概率论相关定理解决了复杂的求极限问题。     

关于我国刑法司法解释主体及越权解释的探讨

刑法司法解释是我国司法机关就刑法规范的适用问题所作的阐明,在刑事司法活动中具有重要的地位。在不少司法实践中,尚存在违背立法意图、超越立法权的越权解释现象,对此进行分析讨论,充分肯定其作用,并提出对解释主体进行必要的制度限制和体现罪刑法定原则的基本精神,以解决其超越立法权和越权解释的问题。     

朝鲜战争期间美国决策层内部分歧与战争限度

朝鲜战争爆发,美国决策层对之作出迅速反应,然而对其干涉限度意见不一。战争限度问题成为杜鲁门政府和麦克阿瑟争执的焦点所在。以麦克阿瑟的解职为结局的事实,一方面反映了美国决策层内部矛盾发展的必然走向,另一方面也反映了美国政府执行的“有限战争”不仅符合冷战国际背景下美国全球战略的需要,而且也是美国政府和人民最易接受的理性选择。     

从民事再审程序两个理论问题谈我国民事再审程序的重构

我国学术界对我国民事再审程序提起主体和再审程序中举证时限问题的论争很多。当事人申请再审诉权、申诉权的特性及其与检察院、法院审判监督权的对立统一关系说明,有必要保留检察院、法院提起民事再审程序的权力。我国民事再审程序中当事人举证时限制度也需要进一步完善。至此,我国民事再审程序需要重构。     

对高校贷款管理的思考

面对高校的贷款热,文章阐述了高校在日益激烈的竞争中,在资金来源不足的形势下科学贷款的必要性及特点,从长期和短期两方面分析了高校贷款的适度规模,介绍了科学测算偿还贷款能力的方法。明确提出了要高度重视贷款额度的可行性及还贷能力,加强对贷款资金的管理,严格还款计划,提高贷款资金的使用效益,做好贷款风险防范工作,为高校事业的稳步发展做好资金保障。