论阜新经济发展的外向性

文章从市场化的程度、贸易和经济的发展、开放梯度战略以及区域经济布局这四个方面剖析了阜新与经济发达地区的巨大差距及产生差距的原因,阐述了阜新的经济转型、产业结构调整及市场化发育与外向经济的依存关系,特别是从引进项目的基础工作、制定相关优惠政策及提高法律意识等方面,指明了阜新进一步对外开放需要解决和注意的问题。     

Diagnostics for dependence within time series extremes

Summary. The analysis of extreme values within a stationary time series entails various assumptions concerning its long- and short-range dependence. We present a range of new diagnostic tools for assessing whether these assumptions are appropriate and for identifying structure within extreme events. These tools are based on tail characteristics of joint survivor functions but can be implemented by using existing estimation methods for extremes of univariate independent and identically distributed variables. Our diagnostic aids are illustrated through theoretical examples, simulation studies and by application to rainfall and exchange rate data. On the basis of these diagnostics we can explain characteristics that are found in the observed extreme events of these series and also gain insight into the properties of events that are more extreme than those observed.     

基于移动代理的新型IDS维护更新机制设计

提出了一种基于移动代理的新型分布式入侵检测系统。该系统是针对广域网环境专门设计的,数据的处理通过各节点所设置的代理来进行分布式计算,不仅能实现全网络范围内的入侵检测功能,具有良好的可移植性;而且对网络系统和主机的资源占用较低,减少了出现网络瓶颈的可能。还建立了移动代理的新型分布式入侵检测系统的体系结构和理论分析模型,并讨论了该系统的维护更新机制。     

手机短信诈骗及治理对策

随着手机短信业务的发展，利用手机短信进行诈骗的现象也频繁发生。短信诈骗行为的泛滥，不仅严重侵犯了人们的财产权益，而且破坏了正常的社会经济秩序。为有效预防和遏制手机短信诈骗，应强化监管和打击，建立和完善手机号码实名制和储蓄实名制，加强宣传教育，多管齐下，进行综合治理。     

Towards Enhancement of the Economy of a Thermal Power Generating System through Prediction of Plant Efficiency

The plant ‘Heat Rate’ (HR) is a measure of overall efficiency of a thermal power generating system. It depends on a large number of factors, some of which are non-measurable, while data relating to others are seldom available and recorded. However, coal quality (expressed in terms of ‘effective heat value’ (EHV) as kcal/kg) transpires to be one of the important factors that influences HR values and data on EHV are available in any thermal power generating system. In the present work, we propose a prediction interval of the HR values on the basis of only EHV, keeping in mind that coal quality is one of the important (but not the only) factors that have a pronounced effect on the combustion process and hence on HR. The underlying theory borrows the idea of providing simultaneous confidence interval (SCI) to the coefficients of a p-th p(≥1) order autoregressive model (AR(p)). The theory has been substantiated with the help of real life data from a power utility (after suitable base and scale transformation of the data to maintain the confidentiality of the classified document). Scope for formulating strategies to enhance the economy of a thermal power generating system has also been explored.     

Local dependence estimation using semiparametric archimedean copulas

The authors define a new semiparametric Archimedean copula family which has a flexible dependence structure. The generator of the family is a local interpolation of existing generators. It has locally‐defined dependence parameters. The authors present a penalized constrained least‐squares method to estimate and smooth these parameters. They illustrate the flexibility of their dependence model in a bi‐variate survival example.     

独立董事“独立性”探讨

独立董事制度的引进,原本是寄期望于此新体制能够完善我国上市公司的公司治理结构。但由于种种原因,这项新制度并没有起到预期的效果,独立董事的"独立性"作用没有得到应有的发挥。我国的独立董事制度建设应具有权威性,赋予给独立董事的权利与其承担的义务应相当。独立董事职责重大,在实践中如何保证他们职责的有效行使是我们应重点考虑的问题,也是独立董事制度能否真正有效的关键。     

关于移动自组网自安全证书管理模型

对目前建立移动自组网信任模型的各种主流方案进行了分类和评述,重点阐述了自安全证书管理模型各种方案的优缺点,并指出了今后的研究方向.     

An empirical likelihood goodness-of-fit test for time series

Summary. Standard goodness-of-fit tests for a parametric regression model against a series of nonparametric alternatives are based on residuals arising from a fitted model. When a parametric regression model is compared with a nonparametric model, goodness-of-fit testing can be naturally approached by evaluating the likelihood of the parametric model within a nonparametric framework. We employ the empirical likelihood for an α -mixing process to formulate a test statistic that measures the goodness of fit of a parametric regression model. The technique is based on a comparison with kernel smoothing estimators. The empirical likelihood formulation of the test has two attractive features. One is its automatic consideration of the variation that is associated with the nonparametric fit due to empirical likelihood's ability to Studentize internally. The other is that the asymptotic distribution of the test statistic is free of unknown parameters, avoiding plug-in estimation. We apply the test to a discretized diffusion model which has recently been considered in financial market analysis.     

Maximum Likelihood Inference for Log-linear Models Subject to Constraints of Double Monotone Dependence

To model an hypothesis of double monotone dependence between two ordinal categorical variables A and B usually a set of symmetric odds ratios defined on the joint probability function is subject to linear inequality constraints. Conversely in this paper two sets of asymmetric odds ratios defined, respectively, on the conditional distributions of A given B and on the conditional distributions of B given A are subject to linear inequality constraints. If the joint probabilities are parameterized by a saturated log-linear model, these constraints are nonlinear inequality constraints on the log-linear parameters. The problem here considered is a non-standard one both for the presence of nonlinear inequality constraints and for the fact that the number of these constraints is greater than the number of the parameters of the saturated log-linear model.This work has been supported by the COFIN 2002 project, references 2002133957_002, 2002133957_004. Preliminary findings have been presented at SIS (Società Italiana di Statistica) Annual Meeting, Bari, 2004.