Fourier–type tests involving martingale difference processes

We develop testing procedures which detect if the observed time series is a martingale difference sequence. Furthermore, tests are developed that detect change–points in the conditional expectation of the series given its past. The test statistics are formulated following the approach of Fourier–type conditional expectations first proposed by Bierens (1982 Bierens, H. J. (1982). Consistent model speci?cation tests. J. Econometr. 20:105–134.[Crossref], [Web of Science ®] , [Google Scholar]) and have the advantage of computational simplicity. The limit behavior of the test statistics is investigated under the null hypothesis as well as under alternatives. Since the asymptotic null distribution contains unknown parameters, a bootstrap procedure is proposed in order to actually perform the test. The performance of the bootstrap version of the test is compared in finite samples with other methods for the same problem. A real–data application is also included.     

Palm Distributions for Log Gaussian Cox Processes

This paper establishes a remarkable result regarding Palm distributions for a log Gaussian Cox process: the reduced Palm distribution for a log Gaussian Cox process is itself a log Gaussian Cox process that only differs from the original log Gaussian Cox process in the intensity function. This new result is used to study functional summaries for log Gaussian Cox processes.     

Monotonic change point estimation of generalized linear model-based regression profiles

In this article, a maximum likelihood estimator is derived in the generalized linear model-based regression profiles under monotonic change in Phase II. The performance of the proposed estimator is comprehensively investigated through some special cases, and compared with estimators under step change and drift. The results show that the proposed estimator has better performance in small and medium shifts under different increasing changes. Finally, the applicability of the proposed estimator is illustrated using a real case.     

Likelihood procedure for testing changes in skew normal model with applications to stock returns

The skew normal distribution family is an attractive distribution family due to its mathematical tractability and inclusion of the normal distribution as the special case. It has wide applications in many applied fields such as finance, economics, and medical research. Such a distribution family has been studied extensively since it was introduced by Azzalini in 1985 Azzalini, A. (1985). A class of distributions which includes the normal ones. Scandinavian Journal of Statistics 12:171–178. [Google Scholar] for the first time. Yet, few work has been done on the study of change point problem related to this distribution family. In this article, we propose the likelihood ratio test (LRT) to detect changes in the parameters of the skew normal distribution associated with some asymptotic results of the test statistic. Simulations have been conducted under different scenarios to investigate the performance of the proposed method. Comparisons to some other existing method indicate the comparable power of the method in detecting changes in parameters of the skew normal distribution model. Applications on two real data: Brazilian and Tanzanian stock returns illustrate the detection procedure.     

Objective Bayesian inference for the ratio of the scale parameters of two Weibull distributions

The Weibull distribution is widely used due to its versatility and relative simplicity. In our paper, the non informative priors for the ratio of the scale parameters of two Weibull models are provided. The asymptotic matching of coverage probabilities of Bayesian credible intervals is considered, with the corresponding frequentist coverage probabilities. We developed the various priors for the ratio of two scale parameters using the following matching criteria: quantile matching, matching of distribution function, highest posterior density matching, and inversion of test statistics. One particular prior, which meets all the matching criteria, is found. Next, we derive the reference priors for groups of ordering. We see that all the reference priors satisfy a first-order matching criterion and that the one-at-a-time reference prior is a second-order matching prior. A simulation study is performed and an example given.     

灞河史诗与顿河史诗的本土化特色——陈忠实与肖洛霍夫之比较研究

陈忠实与肖洛霍夫的生活时代、民族文化心理和地域人文环境有异有同。＂史诗＂型巨著《白鹿原》与《静静的顿河》以及＂史诗＂型巨著之外的小说创作多至本土化特征。陈忠实小说创作与肖洛霍夫小说艺术之间有血肉联系,二者之间联系的形成主要缘由是两人都一样生活在人民大众之中,都一样生活在社会主义国度之中。     

利益、博弈与养老金改革:对养老金制度的政治社会学分析

本文运用新多元主义理论探讨养老金改革中的利益博弈和私有化改革的发展趋势。对拉美和中东欧国家的研究表明,养老金的改革得益于其特殊的政治体制、外生行动者的支持和政府的强力推动,而否决点的缺失和社会组织力量的弱小又减少了养老金改革的阻力。但对美国、英国和欧洲的分析表明,由于利益的多元化、否决点的分散,以及强大的工会力量,社会保障私有化的改革困难重重。