Properties of a class of binary ARMA models

We investigate a class of ARMA-type models for stationary binary time series developed in [M. Kanter, Autoregression for discrete processes mod 2, J. Appl. Probabil. 12 (1975), pp. 371–375, E. McKenzie, Extending the correlation structure of exponential autoregressive-moving-average processes, J. Appl. Prob. 18 (1981), pp. 181–189.], which we shall refer to as BinARMA models. This sparsely parameterized model family is even able to deal with negative autocorrelations, which occur in language modelling, for instance. While the autocorrelation structure of the BinAR(p) models has been studied before in [M. Kanter, Autoregression for discrete processes mod 2, J. Appl. Probabil. 12 (1975), pp. 371–375], we shall present new results on the autocorrelation structure of general BinARMA models. These results simplify in the BinMA(q) case, while the known results concerning BinAR(p) models are included as a special case. A real-data example indicates possible fields of application of these models.     

Consistent estimation for discretely observed Markov jump processes with an absorbing state

For a continuous-time Markov process, commonly, only discrete-time observations are available. We analyze multiple observations of a homogeneous Markov jump process with an absorbing state. We establish consistency of the maximum likelihood estimator, as the number of Markov processes increases. To accomplish uniform convergence in the continuous mapping theorem, we use the continuity of the transition probability in the parameters, the compactness of the parameter space and the boundedness of probabilities. We allow for a stochastic time-grid of observation points with different intensities for each observation process. Furthermore, we account for right censoring. The estimate is obtained via the EM algorithm with an E-step given in closed form. In our empirical application of credit rating histories, we fit the model of Weißbach and Mollenhauer (J Korean Stat Soc 40:469–485, 2011) and find marked differences, compared to the continuous-time analysis.     

全球化背景下我国面临的舆论环境——论“中国威胁论”的由来与实质

在全球化背景下的文化激荡非常激烈。新闻媒体作为意识形态的重要组成部分 ,其作用显得越来越突出。因此 ,全球化条件下国际舆论环境对我国的发展来说是非常重要的 ,也是营造和平国际环境的重要组成部分。分析“中国威胁论” ,可使我们认清形势 ,为建设中国特色社会主义开创稳定和平的舆论环境。     

学习 借鉴 提高——对美国佩斯大学高校管理的思考

就中美课堂教学、博雅教育、学术自由等教学方面以及社会管理、社会责任与奉献、高校治理结构等管理方面的差异进行了梳理,旨在借鉴、提高。     

Attitudes and use of pornography in the Norwegian population 2002

The purpose of this study was to describe and analyze use of pornographic material in a representative sample of adult Norwegians. The data collection was carried out by means of a standardized questionnaire administered via personal telephone interviews. Among the 90% of participants who reported ever having examined pornography, 76% reported examining a pornographic magazine, 67% had watched a pornographic film, and 24% had examined pornography on the Internet. Significant gender differences emerged in the reporting. The percentage of men and women who reported frequent use of pornography was small. We identified three dimensions of attitudes toward pornography: pornography as a means of sexual enhancement, pornography as a moral issue, and social climate. These attitude dimensions were included in path models as intermediating variables between demographic variables (age, gender, and level of education) and frequency of reading or watching pornographic materials. These models explained 36% of the variance in frequency of watching pornographic films, 35% of the variance in frequency of reading pornographic magazines, and 21% of the variance in frequency of watching pornography on the Internet.     

The general Gauss-Markov model with possibly singular dispersion matrix

Linear models with possibly singular dispersion (variance-covariance) matrix of the vector of disturbances have been considered in the literature since the late sixties. In this paper we give a survey of important results and consequences without a claim to completeness. Proofs are given for the results in Sections 2 to 5.