西部大开发中一个“增长极”的实证分析 ——杨凌示范区建设与西部大开发的关系

依据“增长极”理论,认为作为西部大开发的一个重要的“增长极”,杨凌示范区对西部大开发既有“扩散效应”,又有“回波效应”;因而加快杨凌示范区建设对于促进西部大开发具有积极的作用。     

On modelling data from degradation sample paths over time

This paper is mainly concerned with modelling data from degradation sample paths over time. It uses a general growth curve model with Box‐Cox transformation, random effects and ARMA(p, q) dependence to analyse a set of such data. A maximum likelihood estimation procedure for the proposed model is derived and future values are predicted, based on the best linear unbiased prediction. The paper compares the proposed model with a nonlinear degradation model from a prediction point of view. Forecasts of failure times with various data lengths in the sample are also compared.     

基于021 半无限规划的新产品开发计划方法

开发新产品, 加速产品更新换代, 是企业持续经营和不断发展的重要手段. 近年来随着 C IM S 技术的不断发展, 生产管理集成化程度的提高, 只对产品作定性的分析已远远不能满足 企业发展的需要. 本文提出一种新产品开发计划的定量分析方法. 该方法将所有产品分为四种 具有不同收益曲线与参数的产品类型. 每种类型产品的曲线参数由其经济特性确定. 在产品量 化描述的基础上, 给出了一种利用021 半无限规划(021 S IP) 制订新产品开发计划的数学模型 方法.     

混合单元(P_3/P_2)在后向台阶流数值计算中的应用

对基于三角形单元的速度插值次数为三次和压力插值次数为二次的混合单元(P3/P2元)做了数值检验,使用的算例为后向台阶整个二维流动.计算表明,该单元计算稳定,有很好的数值精度,计算中还发现了以往研究中未曾揭示的流动现象——台阶后的再附着点与局部的压力最高点并不重合.     

ON THE STRONG LAW OF LARGE NUMBERS UNDER REARRANGEMENTS FOR SEQUENCES OF BLOCKWISE ORTHOGONAL RANDOM ELEMENTS IN BANACH SPACES

The condition of the strong law of large numbers is obtained for sequences of random elements in type p Banach spaces that are blockwise orthogonal. The current work extends a result of Chobanyan & Mandrekar (2000) [On Kolmogorov SLLN under rearrangements for orthogonal random variables in a B ‐space. J. Theoret. Probab. 13, 135–139.] Special cases of the main results are presented as corollaries, and illustrative examples are provided.     

Estimation Methods of the Long Memory Parameter: Monte Carlo Analysis and Application

Since the seminal paper of Granger & Joyeux (1980), the concept of a long memory has focused the attention of many statisticians and econometricians trying to model and measure the persistence of stationary processes. Many methods for estimating d, the long-range dependence parameter, have been suggested since the work of Hurst (1951). They can be summarized in three classes: the heuristic methods, the semi-parametric methods and the maximum likelihood methods. In this paper, we try by simulation, to verify the two main properties of [dcirc]: the consistency and the asymptotic normality. Hence, it is very important for practitioners to compare the performance of the various classes of estimators. The results indicate that only the semi-parametric and the maximum likelihood methods can give good estimators. They also suggest that the AR component of the ARFIMA (1, d, 0) process has an important impact on the properties of the different estimators and that the Whittle method is the best one, since it has the small mean squared error. We finally carry out an empirical application using the monthly seasonally adjusted US Inflation series, in order to illustrate the usefulness of the different estimation methods in the context of using real data.     

统一战线与全面建设小康社会试论调动一切积极因素的重要性及其实现途径

党的统一战线理论深刻阐述了“调动一切积极因素,为中华民族的伟大复兴增添新力量”这一论断的重要意义。在新的历史时期,要从正确观念的树立、牢固经济建设的中心地位、加强民主法制建设等方面入手,调动一切积极因素,全面建设小康社会。     

中国股票市场的长期记忆性与趋势预测研究

本文首次在国内利用较新的精准局部似然函数法（Exact Local Whittle）,以上证指数为对象,估计了ARFIMA(p,d,q)模型的长期记忆参数d,并分析了上证指数的趋势性变化。估计结果和稳健性检验均表明,上证指数具有长期记忆性,以上证指数为代表的股票市场并非有效;模拟结果显示,当滚动窗口n=260,带宽m=[n0.65]时,长期记忆参数即估计量d既具备一致性,又具有渐进正态性。在2004年10月8日至2015年11月13日期间,模型给出了8次上涨或下跌的趋势转换信号,其中7次信号是正确的,仅有1次给出了错误信号;股票价格由下跌趋势转为上涨趋势、由上涨趋势转为下跌趋势两种情况相比,记忆参数d在前一种情况时下跌幅度更大,给出的信号更明显。     

从回目的角度谈《平妖传》的版本问题

<平妖传>的版本问题复杂,多数学者认为二十回本在先,四十回本在后,而欧阳健先生却认为二十回本是四十回本的删节本,我们拿二十回本的回目和四十回本的回目相比较,发现了二十回本回目的特点是"实用",而四十回本相较于二十回本却"精工"很多,从"实用"到"精工",这恰恰是章回小说回目的发展历程,依此,我们可以断定二十回本在前,四十回本在后.     

TAR模型加权秩估计及其性质讨论

秩估计是上个世纪60年代逐渐兴起的一种非参数方法,由于它具有稳健性等特征,从而得到较为广泛的应用。本文主要讨论了TAR模型随机加权秩估计及其性质问题,证明了基于一般计分函数的线性秩统计量关于回归参数的渐近一致线性性。本文讨论的建立在计分规则基础上的秩估计方法,虽然以TAR模型为对象,但其基本原理同样可以应用到其他非线性模型的参数估计中。