Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift

ABSTRACT

Strongly consistent and asymptotically normal estimators of the Hurst index and volatility parameters of solutions of stochastic differential equations with polynomial drift are proposed. The estimators are based on discrete observations of the underlying processes.     

NONPARAMETRIC TWO SAMPLE TESTS BASED ON AREA STATISTICS

ABSTRACT

Area statistics are sample versions of areas occurring in a probability plot of two distribution functions F and G. This paper presents a unified basis for five statistics of this type. They can be used for various testing problems in the framework of the two sample problem for independent observations, such as testing equality of distributions against inequality or testing stochastic dominance of distributions in one or either direction against nondominance. Though three of the statistics considered have already been suggested in literature, two of them are new and deserve our interest. The finite sample distributions of the statistics (under F=G) can be calculated via recursion formulae. Two tables with critical values of the new statistics are included. The asymptotic distribution of the properly normalized versions of the area statistics are functionals of the Brownian bridge. The distribution functions and quantiles thereof are obtained by Monte Carlo simulation. Finally, the power functions of the two new tests based on area statistics are compared to the power functions of the tests based on the corresponding supremum statistics, i.e., statistics of the Kolmogorov–Smirnov type.     

“婚变”的背后——浅析《墙头马上》中的悲剧因素

一直以来人们都认为《墙头马上》为一部爱情喜剧,通过对此剧中的悲剧性因素悲剧性行动和悲剧性环境的分析,认为此剧并不是仅仅停留在爱情喜剧的层面,而是一部具有社会性婚姻问题的戏剧.     

论当前影视霸权与文学尴尬生存的悖论性处境——以铁凝作品的影视改编为例

90年代以来消费主义文化的蓬勃兴起和媒介权力的空前膨胀,传统意义上的当代文学格局已经发生了深刻的变迁,而影视文化的强势崛起是造成文学影响力削弱的重要因素。本论文通过对铁凝作品的影视改编过程的解读和阐释,具体的剖析影视与文学之间从共荣、疏离、蚕食、反抗的深切关联,直接关涉到我们对影视时代文学尴尬的生存方式的感知和变迁时代的文化症候。     

Nonparametric and semiparametric estimation of the three way receiver operating characteristic surface

In many situations the diagnostic decision is not limited to a binary choice. Binary statistical tools such as receiver operating characteristic (ROC) curve and area under the ROC curve (AUC) need to be expanded to address three-category classification problem. Previous authors have suggest various ways to model the extension of AUC but not the ROC surface. Only simple parametric approaches are proposed for modeling the ROC measure under the assumption that test results all follow normal distributions. We study the estimation methods of three-dimensional ROC surfaces with nonparametric and semiparametric estimators. Asymptotical results are provided as a basis for statistical inference. Simulation studies are performed to assess the validity of our proposed methods in finite samples. We consider an Alzheimer's disease example from a clinical study in the US as an illustration. The nonparametric and semiparametric modelling approaches for the three way ROC analysis can be readily generalized to diagnostic problems with more than three classes.     

画有法画无定法--浅议写实摄影构图的六个基本法则

在摄影过程中应遵循和运用黄金分割、三角形、对角线、天头留白、运动空白、均衡稳定等构图法则,方能使写实摄影作品获得较为理想的艺术效果.     

从乔治·斯坦纳的阐释学翻译观看译者主体性——以许渊冲唐诗英译为例

在简要介绍阐释学理论的基础上,以阐释学的代表人物斯坦纳的翻译四步骤理论为指导,以许渊冲的唐诗英译为研究对象,将译者主体性这一抽象概念分解到斯坦纳的“信任”、“侵入”、“输入”和“补偿”四个具体翻译步骤中,以期证实在唐诗的英译过程中,翻译家许渊冲的主体性作用在这四个具体步骤中的充分体现,为进一步确立译者的主体地位和作用提供理论依据。     

“动态镜头”、“运动镜头”、“运动摄像”及相关概念辨析

在关于电视画面运动的讨论中,有好几个概念都存在彼此牵连、界定不清的问题。为了廓清思路,更好地指导实践,可从拍摄的角度起用一个新概念——“固定拍摄”,以便与传统的“运动摄像”概念形成呼应;从后期剪辑的角度,则可以起用一对新概念——“静态镜头”和“动态镜头”,以适应观众对画面的把握方式;同时,对传统的一对概念“固定镜头”和“运动镜头”相应地需要进行更准确的定位和把握。最后,对与“运动摄像”相关的一系列容易让人误解的传统概念、术语也进行了更为细致的辨别。     

Conditional moving linear regression: Modeling the recruitment process for ALLHAT

Effective recruitment is a prerequisite for successful execution of a clinical trial. ALLHAT, a large hypertension treatment trial (N = 42,418), provided an opportunity to evaluate adaptive modeling of recruitment processes using conditional moving linear regression. Our statistical modeling of recruitment, comparing Brownian and fractional Brownian motion, indicates that fractional Brownian motion combined with moving linear regression is better than classic Brownian motion in terms of higher conditional probability of achieving a global recruitment goal in 4-week ahead projections. Further research is needed to evaluate how recruitment modeling can assist clinical trialists in planning and executing clinical trials.