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401.
Mikl
S CsRG 《Revue canadienne de statistique》2002,30(4):493-556
The title of this article notwithstanding, it is the author's aspiration here to provide a bit more than merely a glimpse of some of Erdõs's contributions per se to probability‐statistics. He hopes to have succeeded in providing a guided tour of, and whenever it has appeared feasible, an introduction to, a few selected areas that have been strongly influenced by the work of Erdõs. The author also hopes to have succeeded in facilitating a glimpse of the impact of these contributions by presenting them in their historical context. 相似文献
402.
Donald L. Mcleish 《Revue canadienne de statistique》2002,30(2):243-267
Observations on security prices, currency exchange rates, interest rates, and other financial time series usually include not only an open and close, but also a high and low price for the period. For Brown‐ian motion and certain diffusion processes, the information on high and low prices is of considerable value, particularly for estimating volatility, correlations between processes, and in the pricing of look‐back and barrier options. For pricing more general derivatives, this information is useful to the extent that change in volatility is an important ingredient in the price. The author gives a simple geometric device for generating the extremes of Brownian motion, and geometric Brownian motion; he then uses these extremes in the estimation of the volatility of the processes and to study survivorship bias. 相似文献
403.
采用响应面法对千米级斜拉桥主梁最大挠度进行静力可靠度分析,考察主梁最大挠度随结构材料、几何尺寸及外荷载等不确定因素的变异而发生变化的规律。算例研究表明,主梁挠度可靠指标对各随机变量平均值和标准差的敏感程度不同。同其它随机变量相比,斜拉索弹性模量变异对千米级斜拉桥主梁挠度影响最为显著。主梁截面面积变异对千米级斜拉桥主梁挠度具有显著的影响,但与对千米以下斜拉桥主梁挠度的影响规律不同。 相似文献
404.
曾爱军 《重庆工商大学学报(社会科学版)》2009,26(4):54-57
所有者的动力是企业治理机制的原动力,是企业治理机制得以运转的保障。而这一动力在我国国有企业中却严重不足。造成这一现象的原因主要有我国国有企业终极财权的分离、现行的国有资产管理体制不完善,激发国有企业动力机制应该正确认识国有企业经营者的地位和作用,健全经理人员市场,建立选择经营者的有效制度以及设计有效的经营者激励与约束机制等方面入手。 相似文献
405.
多时间尺度的变点问题一直是质量控制中的热点研究对象。基于移动和统计量(MOSUM),提出了一种多重过滤检验方法(MFT),以检验均值不变的零假设或存在均值变点的备择假设。首先,为使方法具有实用性和一般性,构建均值变点模型,并假定分布假设较弱。其次,由于单一窗宽对变点检测的局限性,构造了一个弱收敛到一个布朗运动相关的函数的MOSUM统计量,进而应用多个窗宽下MOSUM过程进行多变点检测。最后,为使得MFT方法不受其它分布参数变化影响,对模型均值外的参数变化作了鲁棒性检验。经模拟研究和实证分析表明,MFT方法的估计精度和准确度比一般方法更具优势和实效性。 相似文献
406.
In this article, we consider European option pricing for time-changed Brownian models using Laplace transform. We obtain a general formula for the option price as the integral of a real-valued function involving the Laplace transform of the random time change. Unlike the usual Fourier transform technique, our method does not suffer from difficulties specific to complex integration, such as the evaluation of multiple-valued functions, and allows for a model-independent analysis of the truncation error. In the numerical analysis part, we compare option prices in variance gamma (VG), normal inverse Gaussian (NIG), and generalized hyperbolic (GH) models obtained by Laplace transform with those obtained by the Fourier transform method introduced by Carr and Madan in 1999. The results show that our method converges faster than the Fourier approach when the Laplace transforms of the subordinators decay exponentially, for examples like NIG and GH models. 相似文献
407.
Using multiple stochastic integrals and the Malliavin calculus, we analyze the asymptotic behavior of the adjusted quadratic variation for a sub-fractional Brownian motion. We apply our results to construct strongly consistent statistical estimators for the self-similarity of sub-fractional Brownian motion. 相似文献
408.
We propose a structural change test based on the recursive residuals with the local Fourier series estimators. The statistical properties of the proposed test are derived and the empirical properties are shown via simulation. We also consider other structural change tests based on CUSUM, MOSUM, moving estimates (ME), and empirical distribution functions with the recursive residuals and the ordinary residuals. Empirical powers are calculated in various structural change models for the comparison of those tests. These structural change tests are applied to South Korea's gross domestic product (GDP), South Korean Won to US Dollar currency exchange rates, and South Korea's Okun's law. 相似文献
409.
There has recently been growing interest in modeling and estimating alternative continuous time multivariate stochastic volatility models. We propose a continuous time fractionally integrated Wishart stochastic volatility (FIWSV) process, and derive the conditional Laplace transform of the FIWSV model in order to obtain a closed form expression of moments. A two-step procedure is used, namely estimating the parameter of fractional integration via the local Whittle estimator in the first step, and estimating the remaining parameters via the generalized method of moments in the second step. Monte Carlo results for the procedure show a reasonable performance in finite samples. The empirical results for the S&P 500 and FTSE 100 indexes show that the data favor the new FIWSV process rather than the one-factor and two-factor models of the Wishart autoregressive process for the covariance structure. 相似文献
410.
This paper adopts a unified approach to the derivation of the asymptotic distributions of various seasonal unit root tests. The procedures considered are those of Dickey et al. [DHF], Kunst, Hylleberg et al. [HEGY], Osborn et al. [OCSB], Ghysels et al. [GHL] and Franses. This unified approach shows that the asymptotic distributions of all these test statistics are functions of the same vector of Brownian motions. The Kunst test and the overall HEGY F-test are, indeed, equivalent both asymptotically and in finite samples, while the Franses and GHL tests are shown to have equivalent parameterizations. The OCSB and DHF test regressions are viewed as restricted forms of the Kunst-HEGY regressions, and these restrictions may have non-trivial asymptotic implications. 相似文献