Estimation of Nonlinear Models with Measurement Error

This paper presents a solution to an important econometric problem, namely the root n consistent estimation of nonlinear models with measurement errors in the explanatory variables, when one repeated observation of each mismeasured regressor is available. While a root n consistent estimator has been derived for polynomial specifications (see Hausman, Ichimura, Newey, and Powell (1991)), such an estimator for general nonlinear specifications has so far not been available. Using the additional information provided by the repeated observation, the suggested estimator separates the measurement error from the “true” value of the regressors thanks to a useful property of the Fourier transform: The Fourier transform converts the integral equations that relate the distribution of the unobserved “true” variables to the observed variables measured with error into algebraic equations. The solution to these equations yields enough information to identify arbitrary moments of the “true,” unobserved variables. The value of these moments can then be used to construct any estimator that can be written in terms of moments, including traditional linear and nonlinear least squares estimators, or general extremum estimators. The proposed estimator is shown to admit a representation in terms of an influence function, thus establishing its root n consistency and asymptotic normality. Monte Carlo evidence and an application to Engel curve estimation illustrate the usefulness of this new approach.     

主体欲望的碎片--对20世纪90年代初中国文学转型的重新考察

从存在论意义上着力探讨20世纪90年代初中国当代文学发展历程上这一次全面而深刻的大转型,并以主体欲望叙述重心的转换作为文学转型的内在驱动力和本质性表征,充分揭示了这次文学大转型的真正内核,从一个特定的视角为中国文学转型期的文化思考提供现实内容和理论依据。     

全球化的融合与本土化坚守--以卡通影片的文化解读为视角进行的比较分析

以美国、日本、中国三国的卡通影片为例,通过比较分析不同国家卡通影片的文化转换与融合,对全球语境下的文化全球化与本土化进行了重新的阐释与论述,试图探寻一条本土文化的健康发展之路.     

Laplace transform approach to option pricing for time-changed Brownian models

In this article, we consider European option pricing for time-changed Brownian models using Laplace transform. We obtain a general formula for the option price as the integral of a real-valued function involving the Laplace transform of the random time change. Unlike the usual Fourier transform technique, our method does not suffer from difficulties specific to complex integration, such as the evaluation of multiple-valued functions, and allows for a model-independent analysis of the truncation error. In the numerical analysis part, we compare option prices in variance gamma (VG), normal inverse Gaussian (NIG), and generalized hyperbolic (GH) models obtained by Laplace transform with those obtained by the Fourier transform method introduced by Carr and Madan in 1999. The results show that our method converges faster than the Fourier approach when the Laplace transforms of the subordinators decay exponentially, for examples like NIG and GH models.     

Procedures for analyzing block designs with censored data

Nonparsmetric procedures for analyzing block designs with right censored data are introduced and compared, Procedures are given using Gehan and logrank scores and the ranks of these scores.The large sample approximations of the procedures are presented and a conparison of the significance level and power is made via a simulation study based on different experiment sizes and block effects.     

A note on general quadratic forms of nonstationary stochastic processes

In this paper, general quadratic forms of nonstationary, α-mixing time series are considered. Under mixing and moment assumptions, asymptotically normality of these forms are derived. These results do not assume that the variance of the generalized quadratic form has a limit, thus allowing for general types of nonstationarity. However, without well-defined limits, it is not possible to understand the differences in sampling properties of quadratic forms of nonstationary and stationary processes. To understand these differences, the nonstationary process is placed within the locally stationary framework. Under the assumption that the nonstationary process is locally stationary the asymptotic expectation and variance of the weighted sample covariance of the discrete Fourier transforms (an important class of quadratic forms) is derived and shown to be very different to its stationary counterpart.     

Stationary analysis of a BMAP/R/1 queue with R-type multiple working vacations

We consider an infinite-buffer single server queue with batch Markovian arrival process (BMAP) and exhaustive service discipline under multiple working vacation policy. The service time during a working vacation is generally distributed random variable which is independent of the service times during a normal busy period as well as the arrival process. Duration of service times during a normal busy period and duration of working vacation times follow the class of distributions whose Laplace-Stieltjes transforms are rational functions (R-type distributions). The service time during a normal busy period, working vacation time, and the service time during a working vacation are independent of each other as well as of the arrival process. If a working vacation terminates while service is going on for a customer at head of the queue in vacation mode then, the server switches to normal mode and the customer at head of the queue is entitled to receive a full service time in the normal busy period irrespective of the amount of service received by the customer at head of the queue during the previous working vacation period. We obtain system-length distributions at various epoch, such as post-departure, pre-arrival, arbitrary, and pre-service. The proposed analysis is based on the use of matrix-analytic procedure to obtain system-length distribution at post-departure epoch. Later, we use supplementary variable technique and simple algebraic manipulations to obtain system-length distribution at arbitrary epoch using the system-length distribution at post-departure epoch. Some important performance measures, such as mean system lengths and mean waiting time have been obtained. Finally, some numerical results have been presented in the form of tables and graphs to show the applicability of the results obtained in this article. The model has potential application in areas of computer and communication networks, such as ethernet passive optical network (EPON).     

楔形域上Modified-Helmholtz方程的混合边值问题

考虑一类楔形域上Modified-Helmholtz方程的混合边值问题.利用新型的Fokas谱变换方法,将问题转化为求解一类Riemann-Hilbert边值问题,从而得到了方程解的封闭积分表达式.     

基于维纳滤波的小波图像去噪算法研究

图像在采集、获取以及传输的过程中,往往要受到噪声的污染,形成噪声图像。图像去噪是图像处理领域中的一个重要环节。为了对含有高斯白噪声的图像进行去噪,在Donoho提出的小波阈值去噪算法的基础上,提出一种基于维纳滤波的小波图像去噪算法,利用维纳滤波后剩下的信号来计算噪声的标准方差。仿真结果表明,与Donoho提出的鲁棒中值算法相比,该算法能够有效地抑制高斯白噪声,更好地保留图像的边缘细节。     

以管理模式转变作为高职院校改革引擎——以安徽省高职改革为研究背景

在高职院校改革制度顶层设计中＂破冰＂与＂重构＂的二力平衡点应该是加快高职院校管理模式转变,高职院校管理模式成功转型及执行是推动高职院校改革与发展的核心工作。高职院校改革中应围绕管理模式转变的首位战略主题,坚持＂四个匹配＂的转变原则,厘清高职院校内外部权限关系,保证高职院校办学主体地位,并加强高职院校管理内涵标准体系建设,实现高职院校管理模式的成功落地,增强了高职院校办学竞争力和管理执行力,最终推动高职院校全面改革与发展。