Bayesian analysis of contaminated quarter plane moving average models

This article deals with Bayesian analysis of quarter plane moving average (MA) models observed on a rectangular part of a lattice. We present some properties concerning the autocorrelation function of MA models. These properties relate correlation parameters with the original model parameters providing much more understandable interpretation of results concerning the model. Simulation experiment is developed to explore the sensitivity of the posterior distribution when the process is contaminated with innovation and additive contamination. We show by simulation that the correlation structure of the model is seriously affected when the process contains additive contamination. We then propose a more general class of MA models which automatically deals with the contamination phenomenon [contaminated MA (CMA) model]. Also, we establish theoretical properties of the correlation function analogous with those in the previous model. Finally, we consider two applications of the CMA model. The results obtained in numerical examples show the goodness of the CMA model under contaminated data.     

Dependence Estimation for High‐frequency Sampled Multivariate CARMA Models

The paper considers high‐frequency sampled multivariate continuous‐time autoregressive moving average (MCARMA) models and derives the asymptotic behaviour of the sample autocovariance function to a normal random matrix. Moreover, we obtain the asymptotic behaviour of the cross‐covariances between different components of the model. We will see that the limit distribution of the sample autocovariance function has a similar structure in the continuous‐time and in the discrete‐time model. As a special case, we consider a CARMA (one‐dimensional MCARMA) process. For a CARMA process, we prove Bartlett's formula for the sample autocorrelation function. Bartlett's formula has the same form in both models; only the sums in the discrete‐time model are exchanged by integrals in the continuous‐time model. Finally, we present limit results for multivariate MA processes as well, which are not known in this generality in the multivariate setting yet.     

马德俊：学者型回民族文化诗人

梳理马德俊的生平和创作历程,探析《神秘的玫瑰园》思想成就和艺术风格可以发现马德俊不仅是学识渊博的语言文学专家,而且是襟怀坦荡、视野开阔、勇于创新的学者型回民族文化诗人。其叙事长诗《穆斯林的彩虹》叙述美丽而悲壮的爱情故事,铸成回族文化的英雄史诗;诗集《神秘的玫瑰园》则意蕴深刻,内容丰富,手法新颖多样,风格独异鲜明,堪为新时期诗苑中一枝奇葩。     

Basic needs macroeconomics: Is it manageable in the case of Egypt

Models are proposed to assess quantitatively the allocation of product to basic needs consumption, surplus consumption, and investment uses along a steady growth pash that guarantees all workers (and their families) their basic needs. Ways to estimate the inflationary consequences of shifting to such a growth path are also proposed. The models are applied with data from Egypt, and suggest that attainment of basic needs for the population of that country will be a difficult task.     

Test sizes and the importance of finding global maxima of the likelihood function

This paper demonstrates the importance of taking care to find a global maximum when estimating nuisance parameters required for hypothesis tests. We find that sizes can be badly inflated when this is not done for a test of the general linear regression model.     

A general equilibrium model of domestic commerce in Mexico

In this paper we develop a general equilibrium model of the Mexican economy that focuses on the commercial sector, particularly retailing. Consumers purchase goods in different retail establishments, that sell differentiated goods at different prices. Where each consumer decides to make purchases depends on various price and locational considerations. The model has been calibrated to replicate the Mexican economy in 1977, the latest year for which a complete data set is available. We use it to analyze both the impact of the 1980 fiscal reform, a major policy charge for the economy as a whole, and that of a hypothetical development project aimed specifically at the commercial sector. Although our model was conceived and developed well prior to the current period of highly inflationary policies of the debt crisis, the latter was taken into consideration during both the simulations and their policy evaluation.     

翻译技术教学新思考

近年来,翻译专业硕士教育在中国得到了迅猛发展.在翻译专业硕士全国教育指导委员会制定的示范性教学大纲中,计算机辅助翻译是翻译专业硕士教育推荐的选修课程.基于长期对计算机辅助翻译的研究以及对教学实践的观察,认为不仅是翻译专业的硕士研究生,学术型翻译方向的研究生也需要翻译技术为翻译实践提供辅助,应注重培养学生认知计算机辅助翻译的基本理念,并在翻译技术教学中注重培养项目管理能力.     

A Double Moving Average Control Chart

The double exponentially weighted moving average (DEWMA) technique has been investigated in recent years for detecting shifts in the process mean and has been shown to be more efficient than the corresponding exponentially weighted moving average (EWMA) technique. In this article, we extend the DEWMA technique of performing exponential smoothing twice to the double moving average (DMA) technique by computing the moving average twice. Using simulation, we show that our proposed DMA chart improves upon the ARL performance of the moving average (MA) chart in detecting mean shifts of small to moderate magnitudes. It is also shown through simulation that, generally, the DMA charts with spans, w = 10 and 15 provide comparable average run length (ARL) performances to the EWMA and cumulative sum (CUSUM) charts, designed for detecting small shifts.     

Nonlinearity testing and modeling for threshold moving average models

In this paper, we suggest a simple test and an easily applicable modeling procedure for threshold moving average (TMA) models. Firstly, based on the fitted residuals by maximum likelihood estimate (MLE) for MA models, we construct a simple statistic, which is obtained by linear arrange regression and follows F-distribution approximately, to test for threshold nonlinearity and specify the threshold variables. And then, we use some scatterplots to identify the number and locations of the potential thresholds. Finally, with the statistic and Akaike information criterion, we propose the procedure to build TMA models. Both the power of test statistic and the convenience of modeling procedure can work very well demonstrated by simulation experiments and the application to a real example.