Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions

Abstract.  We consider an asymptotically efficient estimator of the drift parameter for a multi-dimensional diffusion process with small dispersion parameter ɛ . In the situation where the sample path is observed at equidistant times k / n , k  = 0, 1, …,  n , we study asymptotic properties of an M -estimator derived from an approximate martingale estimating function as ɛ tends to 0 and n tends to ∞ simultaneously.     

Buehler confidence limits and nesting

The Buehler 1 –α upper confidence limit is as small as possible, subject to the constraints that its coverage probability is at least 1 –α and that it is a non‐decreasing function of a pre‐specified statistic T. This confidence limit has important biostatistical and reliability applications. Previous research has examined the way the choice of T affects the efficiency of the Buehler 1 –α upper confidence limit for a given value of α. This paper considers how T should be chosen when the Buehler limit is to be computed for a range of values of α. If T is allowed to depend on α then the Buehler limit is not necessarily a non‐increasing function of α, i.e. the limit is ‘non‐nesting’. Furthermore, non‐nesting occurs in standard and practical examples. Therefore, if the limit is to be computed for a range [α_L, α_U]of values of α, this paper suggests that T should be a carefully chosen approximate 1 –α_L upper limit for θ. The choice leads to Buehler limits that have high statistical efficiency and are nesting.     

稳态微波功率放大／合成器电路及其理论

提出了一种利用魔Ｔ加９０°相移器构成微波稳态功率放大／合成器的新方法，它综合了９０°Ｓｈｏｒｔ－ｓｌｏｔ混合电桥和１８０°匹配魔Ｔ功率放大／合成器电路的优点，对该电路系统在稳定放大／合成模式下的小信号和大信号特性进行了全面的理论分析，得到了许多对实际工程有意义的结论。     

若干棉纺工艺新议

本文对锡林刺辊间的速比，锡林盖板间的纤维负荷，粗纱伸长率等问题进行了讨论，并提出了若干新见解。     

纤维艺术浅议

文章从纤维艺术的本体出发,通过对概念、材料及创造三个方面的再认识,力图突破传统的关于纤维艺术的沉积和规范,提供新的纤维艺术基本观念、思考方法、创作态度。     

Dealing with Ties in Failure Time Data

In dealing with ties in failure time data the mechanism by which the data are observed should be considered. If the data are discrete, the process is relatively simple and is determined by what is actually observed. With continuous data, ties are not supposed to occur, but they do because the data are grouped into intervals (even if only rounding intervals). In this case there is actually a non–identifiability problem which can only be resolved by modelling the process. Various reasonable modelling assumptions are investigated in this paper. They lead to better ways of dealing with ties between observed failure times and censoring times of different individuals. The current practice is to assume that the censoring times occur after all the failures with which they are tied.     

混杂纤维混凝土抗弯冲击性能研究

研究了掺加异型塑钢纤维、铜纤维以及这两种纤维混杂的混凝土梁的抗弯冲击性能。测定了在不同纤维掺量下混凝土梁的初裂冲击次数、破坏冲击次数以及冲击能。试验结果表明：混掺纤维比单掺纤维显著提高了混凝土的冲击能和延性，但对初裂性能影响不大。     

980/1550nm光纤泵浦波分复用器的研究

应用单模光纤功率耦合方程,分析了熔锥光纤波分复用器的波谱特性。采用熔锥技术研制成功了掺铒光纤放大器中980/1550nm泵浦波分复用器。该器件在1550nm窗口附近插损小于0.5dB,波长隔离度大于18dB;在980nm泵浦光波处插损小于1.2dB,波长隔离度大干10dB。最后对所研制器件进行了实用化封装。     

单模光纤中非均匀性内有源分子的非弹性散射

根据有源分子的等效振荡偶极子模型,利用并矢格林函数方法及场的矢量柱波函数和矢量球波函数展开,本文处理了埋入在单模光纤中一个非均匀性內有源分子的非弹性散射问题。对于非均匀性为球形及单模光纤的情况,我们得到了非弹性IIE_(11)模散射系数的解析表达式,入射与散射奇/偶模之间的耦合问题也可同时考虑。     

离散因果序列卷积和的一种简便解法

本文介绍了在离散因果序列卷积和的求解中的常用解法,在此基础上应用初等数学的知识介绍了一种简便解法。