稳健AR模型的构建及其在金融时序中的应用

时间序列自回归AR模型在建模过程中易受离群值的影响,导致计算结果与实际不相符。针对这一现象,运用FQn统计量对传统自相关函数进行改进,构建出自回归AR模型的稳健估计算法,以克服离群值的影响,并对此方法进行了模拟和实证分析。模拟和实证分析均表明:当时序数据中不存在离群值时,传统估计方法与稳健估计方法得到的结果基本保持一致;当数据中存在离群值时,运用传统估计方法得到的结果出现较大变化,而运用稳健估计方法得到的结果基本不变.这说明相对于传统估计方法,稳健估计方法能有效抵抗离群值的影响,具有良好的抗干扰性和高抗差性。     

基于面板数据的无锡物流需求影响因素研究

物流需求影响因素的研究是物流需求预测的基础,文章选取无锡1996年至2011年的面板数据,运用最小二乘估计法得出所选取的11个指标对物流需求的影响系数,对所得系数进行评价,结合无锡物流现状及其影响因素得出结论并提出建议.     

单个守恒律Riemann问题近似解的边界层分析

使用折线逼近法构造了单个守恒律Riemann问题的近似解,给出了近似解的边界层误差估计.     

Graphics for studying logistic regression models

In this article we focus on logistic regression models for binary responses. An existing result shows that the log-odds can be modelled depending on the log of the ratio between the conditional densities of the predictors given the response variable. This suggests that relevant statistical information could be extracted investigating the inverse problem. Thus, we present different methods for studying the log-density ratio through graphs, which allow us to select which predictors are needed, and how they should be included in a logistic regression model. We also discuss data analysis examples based on real datasets available in literature in order to provide further insights into the methodology proposed.     

Estimation of variance based on a ranked set sample

In this paper we examine the problem of the estimation of the variance σ² of a population based on a ranked set sample (RSS) from a nonparametric point of view. It is well known that based on a single cycle RSS, there does not exist an unbiased estimate of σ². We show that for more than one cycle, it is possible to construct a class of quadratic unbiased estimates of σ² in both balanced and unbalanced cases. Moreover, a minimum variance unbiased quadratic nonnegative estimate of σ² within a certain class of quadratic estimates is derived.     

浅析我国企业信息化的不足与改进

在信息技术飞速发展的影响下,企业发展的环境已经发生并将继续发生极其深刻的变化,只有适应这种变化才有企业生存和发展的空间。企业信息化和企业创新能力将是适应新世纪挑战的关键环节。世界各国的有远见的企业领导者己经明确地认识到:建设与企业的业务和发展战略和目标结合在一起的信息系统和网络是企业生存和发展的必要前提,信息是决定企业经营管理成败的关键要素,加快企业信息化建设是历史发展的必然要求。     

矩形域上的一类三次样条插值

主要讨论了利用Fraeijs de Venbeke-Sander格式给出矩形域上的一类三次样条插值方法,并给出误差估计.     

模拟电路的难点分析

文章详细分析了《模拟电路》学习中的难点,并给出了解决的方法     

社会主义初级阶段与人的全面发展

社会的发展是为了人 ,人本身的发展构成社会发展的主体内容。马克思在创立科学共产主义学说时 ,以历史唯物主义为理论基石 ,确立了科学的人的全面发展学说 ,把人的全面发展确立为社会发展的最高目标。这对于我们今天正确认识和把握社会主义初级阶段人的全面发展问题有着重要的启迪意义     

Discrete Truncated Power‐Law Distributions

Discrete power‐law distributions have significant consequences for understanding many phenomena in practice, and have attracted much attention in recent decades. However, in many practical applications, there exists a natural upper bound for the probability tail. In this paper, we develop maximum likelihood estimates for truncated discrete power‐law distributions based on the upper order statistics, and large sample properties are mentioned as well. Monte Carlo simulation is carried out to examine the finite sample performance of the estimates. Applications in real cyber attack data and peak gamma‐ray intensity of solar flares are highlighted.