长征精神对当代大学生思想政治教育的启示

长征精神是我们党和国家的伟大精神财富,必须要世世代代弘扬和继承。新形势下,加强和改进大学生思想政治教育,也必须借鉴红军长征途中的方式方法,对当代大学生进行理想信念教育、艰苦奋斗教育、集体主义精神教育和服从组织纪律等方面的教育。     

论《文心雕龙》赞体部分的缺失

《文心雕龙》的《颂赞》篇集中讨论了赞体,但是在论述结构上缺失了“选文以定篇”的部分,在论述内容上仅论及史赞、杂赞而缺失了被视为赞体源头的像赞。结合辑佚及史传文献来看,汉魏六朝像赞创作极为繁盛,刘勰回避述及像赞及刘向、曹植、孙绰等赞体大家,应该与两晋之际佛教像赞的兴起有关。由于佛教像赞发源于佛经的史实,与刘勰试图建立的“五经为本”的本土文学起源论直接冲突,因此像赞回避了高僧像赞,并牵及列仙像赞,由此造成了赞体的诸多缺失。     

Refined Inference on Long Memory in Realized Volatility

There is an emerging consensus in empirical finance that realized volatility series typically display long range dependence with a memory parameter (d) around 0.4 (Andersen et al., 2001 Andersen , T. G. , Bollerslev , T. , Diebold , F. X. , Labys , P. ( 2001 ). The distribution of realized exchange rate volatility . Journal of the American Statistical Association 96 ( 453 ): 42 – 55 .[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]; Martens et al., 2004 Martnes , M. , Van Dijk , D. , De Pooter , M. ( 2004 ). Modeling and forecasting S&P 500 volatility: Long memory, structural breaks and nonlinearity. Tinbergen Institute Discussion Paper 2004-067/4 . [Google Scholar]). The present article provides some illustrative analysis of how long memory may arise from the accumulative process underlying realized volatility. The article also uses results in Lieberman and Phillips (2004 Lieberman , O. , Phillips , P. C. B. ( 2004 ). Expansions for the distribution of the maximum likelihood estimator of the fractional difference parameter . Econometric Theory 20 ( 3 ): 464 – 484 . [Google Scholar], 2005 Lieberman , O. , Phillips , P. C. B. ( 2005 ). Expansions for approximate maximum likelihood estimators of the fractional difference parameter . The Econometrics Journal 8 : 367 – 379 . [Google Scholar]) to refine statistical inference about d by higher order theory. Standard asymptotic theory has an O(n ^?1/2) error rate for error rejection probabilities, and the theory used here refines the approximation to an error rate of o(n ^?1/2). The new formula is independent of unknown parameters, is simple to calculate and user-friendly. The method is applied to test whether the reported long memory parameter estimates of Andersen et al. (2001 Andersen , T. G. , Bollerslev , T. , Diebold , F. X. , Labys , P. ( 2001 ). The distribution of realized exchange rate volatility . Journal of the American Statistical Association 96 ( 453 ): 42 – 55 .[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]) and Martens et al. (2004 Martnes , M. , Van Dijk , D. , De Pooter , M. ( 2004 ). Modeling and forecasting S&P 500 volatility: Long memory, structural breaks and nonlinearity. Tinbergen Institute Discussion Paper 2004-067/4 . [Google Scholar]) differ significantly from the lower boundary (d = 0.5) of nonstationary long memory, and generally confirms earlier findings.     

Testing Fractional Order of Long Memory Processes: A Monte Carlo Study

Testing the fractionally integrated order of seasonal and nonseasonal unit roots is quite important for the economic and financial time series modeling. In this article, the widely used Robinson's (1994 Robinson , P. M. ( 1994 ). Efficient tests of nonstationary hypotheses . J. Am. Stat. Assoc. 89 ( 428 ): 1420 – 1437 .[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]) test is applied to various well-known long memory models. Via Monte Carlo experiments, we study and compare the performances of this test using several sample sizes.     

ESTIMATION OF PARAMETERS IN ARFIMA PROCESSES: A SIMULATION STUDY

It is known that, in the presence of short memory components, the estimation of the fractional parameter d in an Autoregressive Fractionally Integrated Moving Average, ARFIMA(p, d, q), process has some difficulties (see [1] Smith, J., Taylor, N. and Yadav, S. 1997. Comparing the bias and misspecification in ARFIMA models. Journal of Time Series Analysis, 18(5): 507–527. [Crossref] , [Google Scholar]). In this paper, we continue the efforts made by Smith et al. [1] Smith, J., Taylor, N. and Yadav, S. 1997. Comparing the bias and misspecification in ARFIMA models. Journal of Time Series Analysis, 18(5): 507–527. [Crossref] , [Google Scholar] and Beveridge and Oickle [2] Beveridge, S. and Oickle, C. 1993. Estimating fractionally integrated time series models. Economics Letters, 43: 137–142.  [Google Scholar] by conducting a simulation study to evaluate the convergence properties of the iterative estimation procedure suggested by Hosking [3] Hosking, J. 1981. Fractional differencing. Biometrika, 68(1): 165–176. [Crossref], [Web of Science ®] , [Google Scholar]. In this context we consider some semiparametric approaches and a parametric method proposed by Fox-Taqqu[4] Fox, R. and Taqqu, M. S. 1986. Large-sample properties of parameter estimates for strongly dependent stationary gaussian time series. The Annals of Statistics, 14(2): 517–532. [Crossref], [Web of Science ®] , [Google Scholar]. We also investigate the method proposed by Robinson [5] Robinson, P. M. 1995a. Log-periodogram regression of time series with long range dependence. The Annals of Statistics, 23(3): 1048–1072. [Crossref], [Web of Science ®] , [Google Scholar] and a modification using the smoothed periodogram function.     

Change-Point Estimation in Long Memory Nonparametric Models with Applications

We consider the estimation of a change point or discontinuity in a regression function for random design model with long memory errors. We provide several change-point estimators and investigate the consistency of the estimators. Using the fractional ARIMA process as an example of long memory process, we report a small Monte Carlo experiment to compare the performance of the estimators in finite samples. We finish by applying the method to a climatological data example.     

从文论与书论互动视角看《文心雕龙·练字》篇

《文心雕龙·练字》篇既是对文章作法理论的论述,又涉及了文章书写具体技巧,在文学艺术史上极为可贵。《练字》篇中述及文字的产生、发展、六书之结构、书体之演变、汉律之法规等一系列问题,保存了我国早期关于文字理论的研究成果,为我们今天探讨、研究古代文字以及书体的发展演变过程提供了不可或缺的资源。而文化作为书法的根基和土壤,其重要性日渐凸显,因此从古代文学理论中汲取营养并指导书法实践是可行之路。《文心雕龙·练字》篇及其他相关篇章所涉及到的批评方法和理论范畴对当代书法的价值和意义亦在于此。     

A critical look at Lo's modified R/S statistic

We report on an empirical investigation of the modified rescaled adjusted range or R/S statistic that was proposed by Lo, 1991. Econometrica 59, 1279–1313, as a test for long-range dependence with good robustness properties under ‘extra’ short-range dependence. In contrast to the classical R/S statistic that uses the standard deviation S to normalize the rescaled range R, Lo's modified R/S-statistic V_q is normalized by a modified standard deviation S_q which takes into account the covariances of the first q lags, so as to discount the influence of the short-range dependence structure that might be present in the data. Depending on the value of the resulting test-statistic V_q, the null hypothesis of no long-range dependence is either rejected or accepted. By performing Monte-Carlo simulations with ‘truly’ long-range- and short-range dependent time series, we study the behavior of V_q, as a function of q, and uncover a number of serious drawbacks to using Lo's method in practice. For example, we show that as the truncation lag q increases, the test statistic V_q has a strong bias toward accepting the null hypothesis (i.e., no long-range dependence), even in ideal situations of ‘purely’ long-range dependent data.     

衔华佩实文质相胜--从《文心雕龙》看人文的创造之美

刘勰的<文心雕龙>以<原道>等五篇为"文之枢纽",提出了"六义"与"六观"之说,以"六义"为准的,以"六观"为门径,指导文学创作,开展文学批评,阐述了"衔华佩实"、"文质相胜"的美学标准,建构了完整的文学理论体系,体现出人文的创造之美.     

Aggregation of isotropic autoregressive fields

This note constitutes a corrigendum to the article of Azomahou [2009, Memory properties and aggregation of spatial autoregressive models. J. Statist. Plann. Inference, 139, 2581-2597]. The aggregation of isotropic four nearest neighbors autoregressive models on the lattice Z², with random coefficient, is investigated. The spectral density of the resulting random field is studied in details for a large class of law of the AR coefficient. Depending on this law, the aggregated field may exhibit short memory or isotropic long memory.