Conditional Likelihood Estimators for Hidden Markov Models and Stochastic Volatility Models

ABSTRACT.  This paper develops a new contrast process for parametric inference of general hidden Markov models, when the hidden chain has a non-compact state space. This contrast is based on the conditional likelihood approach, often used for ARCH-type models. We prove the strong consistency of the conditional likelihood estimators under appropriate conditions. The method is applied to the Kalman filter (for which this contrast and the exact likelihood lead to asymptotically equivalent estimators) and to the discretely observed stochastic volatility models.     

中国人口性别结构的区域差异及演变动态分析

人口性别构成是影响人类婚姻、人口再生产的基本因素，也影响国家经济、政治、文化、教育等方面的发展，也是编制经济、文化、教育、科技、卫生、人民生活、劳动、城乡建设等发展规划的重要依据。同时对于中国当前正在进行的和谐社会建设也具有重要意义。利用中国五次人口普查资料及2005年1％人口抽样资料分析了中国总人口性别比演变动态及地理分布特征。表明：（1）中国在历史上是一个性别比偏高的国家，新中国总人口性别比呈下降趋势；（2）1953到2005年，年龄性别比曲线越来越平稳，性别比最高峰值呈现有低龄组向中龄组及高龄组转移的趋势；（3）各省区之间及城乡之间的性别结构差异由大变小；（4）山区性别比高于平原。重工业城市高于其他城市。大城市高于小城市。     

增强邓小平理论课教学时效性的切几点

应该选好切入点,与时俱进地增强邓小平理论课的教学时效性。课堂讲授的重要切入,应以学生为中心,抓兴奋点,预留老师“答记者问”时间,精心设计讨论;实践参与的重要切入,则在于联系改革实际的典型事例,注重用参观,社会调查等方式增强学生的社会责任感和判断力。     

试论希腊神话和中国神话的差异及其影响

本文通过对希腊神话和中国神话的详细对比分析,阐述了希腊神话和中国神话的差异及其实质,以及其对社会的重要影响.同时指出在现代社会中,我们应吸取西方文化中的精华部分,以促进文化和文明的进一步发展.尤其在外语教学中应加强文化教育,以促进跨文化交际.     

公民权与美国工业化时期缩短工时运动研究

在工业化时期,美国人们形成了"私人时间"的观念。他们普遍相信,过长的工时侵犯了自己的私人时间,而拥有私人时间是共和国公民的天然权利。这种思想成为缩短工时运动的重要思想基础,促进运动的蓬勃发展。然而,受契约自由传统的影响,运动仅取得了有限的成就,工人获得合理工作时间和私人时间的路途仍很艰辛漫长。     

分歧共识展望--10余年来国内全球化理论研究述评

由于主客观方面的多种原因，我国学者对全球化若干问题和理论观点的认识存在诸多分歧：全球化是客观的自然过程，还是主观的意识形态；全球化是单一的经济全球化，还是政治、文化、社会等整体的全球化；全球化是趋同化、一体化、单质化，还是多样化、民族化、异质化；全球化是物的全球化，还是人的全球化；等等。不同思想、观点相互碰撞、交锋，在争议中逐渐达成了一些基本共识：全球化至少经济全球化是一种客观存在；全球化是一种动态的过程；经济全球化不可避免地对世界政治、文化和社会生活产生影响；全球化具有主客观性：全球化过程内在地充满着矛盾；全球化是机遇与挑战并存，利益与弊端同在；现实的全球化是不公平的；等等。正确认识我国全球化理论研究中存在的问题，有利于明确下一阶段的努力方向。     

Making the Best of a Bad Job? Female Part‐Timers’ Orientations and Attitudes to Work

This article uses data from 50 qualitative interviews with female part‐time workers in low‐level jobs in Britain to illustrate their attitudes, orientations and aspirations towards paid work. The research reports two main findings. Firstly, even female part‐time workers at the bottom end of the occupational structure are not a homogeneous group of workers. Secondly, they are not all highly satisfied with their jobs. The article argues that many women (especially those in working‐class households) still do not have a genuine choice between ‘family work’ and ‘market work’. It concludes by presenting a theoretical model of orientations to work.     

基于拥挤收费的动态出发时间选择

针对动态交通分配领域中往往假定所有车辆的出发时间是固定的不正确假设，探讨基于拥挤收费的出发时间选择问题的负效用函数，建立动态出发时间选择问题的变分不等式模型．结果表明，建立的变分不等式模型等价于动态用户最优出发时间选择问题.     

智能化仪表传感器非线性校正的实现

本文描述了传感器非线性特性预处理的方法．实践证明该方法适用于标准或非标准特殊传感器，处理结果使智能型仪表的测试精度有显著提高．     

Using a computer simulation game to teach family time use concepts

A computer simulation game designed to give students insights into family time use concepts has been used in an introductory family resource management class at Ohio State University and other universities. The game allows for planning for time use changes over the family life cycle. The game can give students insights into economic and sociological models of time use. It is possible that future versions of the game could be used in family counseling.His research interests include derivation of optimal decision-making rules for families and family financial management.Her research interests include financial management over the life course including financial ratios, baby boomers, and retirement. She received her Ph.D. in 1993 from The Ohio State University in Family Resource Management.His research interests include the time trade-offs made between couples, financial planning over the life cycle, and the interaction of time and money between families and their home-based businesses. He received his Ph.D. in 1993 from The Ohio State University in Family Resource Management.