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.     

反相集成电光调制器中共面波导的偏移效应

在实验室条件下，以ＬｉＮｂＯ３晶体为衬底，加工制作了各种不同程度的偏移性电极（共面波导），模拟光调制的反相结构。通过在微波频段下的实验研究．结果表明反相调制器共面波导偏移引起的微波传输损失是完全可以忽略的。     

数字电视网络运营商的产业投资分析

本文对数字电视网络运营商的产业投资分析,就数字电视网络投资价值、数字电视网络运营产业的投资前景、成本和风险因素、投资项目回报等进行了阐述。     

Two point priors and Γ-minimax estimating in families of uniform distributions

It is shown that when a parameter lying in a sufficiently small interval is to be estimated in a family of uniform distributions, a two point prior is least favourable under squared error loss. The unique Bayes estimator with respect to this prior is minimax. The Γ-minimax estimator is derived for sets Γ of priors consisting of all priors that give fixed probabilities to two specified subintervals of the parameter space if a two point prior is least favourable in Γ.     

A Class of Efficient Non-parametric K-sample Tests for Multivariate Counting Processes with Frailties

A K -sample testing problem is studied for multivariate counting processes with time-dependent frailty. Asymptotic distributions and efficiency of a class of non-parametric test statistics are established for certain local alternatives. The concept of efficiency is to show that for every non-parametric test in this class, there is a parametric submodel for which the optimal test has the same asymptotic power as the non-parametric one. The theory is applied to analyse a diabetic retinopathy study data set. A simulation study is also presented to illustrate the theory     

宏观连续交通流数值模拟

应用交通流宏观连续模型,模拟上下游信号灯作异步周期变化的协调信号灯路段的交通流动,经数值计算比较,选择改进Ｍｕｒｍａｎ格式求解．结果表明：改进Ｍｕｒｍａｎ格式能准确捕捉交通流中无振荡“激波”位置．     

多重网络中的词学研究

近20年来,词学研究有所进展,但仍存在一些问题。词学研究应在多重网络中展开。首先,词学是专门之学,但研究者仍需建构开放的知识网络。词乐研究虽有不少成果,但仍处于相对低潮。这与研究者受限于音乐知识,无法有效介入有关。词谱、词律等专门之学亦是如此。其次,可以尝试词学研究的时空延展,打造通观的“全息网络”,通过长时段的、大量的文本分析发现新话题。同时,注意域外汉籍,因为它们可以提供新文献,启发新视角,丰富文本网络。最后,要注意数字人文的发展趋向,要建设词学检索库,善用新技术,更新研究理念,以便及时因应。但数字人文终究只是辅助研究手段,技术取代不了阅读与思考,只有在传统研究的基础上,技术才能发挥更大的作用。     

Demographic crisis: The impact of the Bangladesh civil war (1971) on births and deaths in a rural area of Bangladesh

Summary In Matlab Bazaar Thana the Cholera Research Laboratory has registered the births, deaths and migrations in a population of approximately 125,000 since 1966. Although this rural area was not the scene of any significant armed encounters, striking changes in birth and death rates were registered during and after the conflict. Birth rates did not change during the relatively brief period of the civil war, but a small decline was registered for one year after the war. Fertility rates which had been declining slightly and irregularly in the pre-war baseline period may have increased slightly during the war and fell substantially in all age groups in the year following the war. The crude death rate, which rose by 37 per cent during the war, was a very sensitive reflection of the administrative and economic problems. Overall infant mortality rose by only 15 per cent over pre-war levels because all of the increase was observed in the post-neo-natal component, which traditionally accounts for less than one-third of the total infant mortality in Bangladesh. Children and older adults accounted for the majority of excess deaths which were largely attributed to acute diarrhoeas and other gastro-intestinal causes. The death rate at ages 1-4 rose by 43 per cent and at ages 5-9 soared to 208 per cent above pre-war baseline rates. All increases in age-specific mortality rates fell to baseline levels during the year following the war, except the 5-9-year age group, in which rates continued to be high largely because of deaths due to dysentery.     

我国上市公司盈余管理行为的实证分析

我国证券市场存在较为严重的盈余管理现象.针对该现象,本文从盈余管理动机出发,分析我国上市公司盈余管理的行为特征.本文采用管理后盈余分布法,研究了我国上市公司2001年至2003年净资产收益率(ROE)的分布特征,发现我国上市公司仍然存在很强的盈余管理动机,而且我国上市公司盈余管理的行为受到政府监管的影响.最后,本文在实证研究的基础上提出了治理盈余管理的几点建议.