Periodic integer-valued bilinear time series model

This paper deals with the study of some probabilistic and statistical properties of a periodic integer-valued diagonal bilinear model. The existence of a periodically strict stationary integer-valued process is shown. Sufficient conditions for the periodically stationary, both in the first and second orders, are established. The closed-forms of the mean and the second moment are obtained. The closed-form of the periodic autocovariance function is established. The Yule–Walker estimations of the underlying parameters are obtained. A simulation study is provided.     

Uniform Convergence of Compactly Supported Wavelet Expansions of Gaussian Random Processes

New results on uniform convergence in probability for expansions of Gaussian random processes using compactly supported wavelets are given. The main result is valid for general classes of non stationary processes. An application of the obtained results to stationary processes is also presented. It is shown that the convergence rate of the expansions is exponential.     

Geometric Anisotropic Spatial Point Pattern Analysis and Cox Processes

We consider spatial point processes with a pair correlation function, which depends only on the lag vector between a pair of points. Our interest is in statistical models with a special kind of ‘structured’ anisotropy: the pair correlation function is geometric anisotropic if it is elliptical but not spherical. In particular, we study Cox process models with an elliptical pair correlation function, including shot noise Cox processes and log Gaussian Cox processes, and we develop estimation procedures using summary statistics and Bayesian methods. Our methodology is illustrated on real and synthetic datasets of spatial point patterns.     

浅析日语在中国的传播历程

中日两国是一衣带水的邻邦，两国有着悠久的交流史，而语言必然是交流的工具和先行。任何文化交流包括文字交流必然是双向的，作为日语，其在中国的传播，以及中国人对日语的理解与接受是一个较为复杂的过程，其先后经历了原始「錄音（ろくぉん）」阶段、「寄語（きこ）」阶段（即翻译阶段）、「仮名（カナ）」的「伝来（でんらい）」阶段。     

考虑合作程度的电信数据业务合作创新模型研究

基于模型试验，对堆载诱发型边坡滑坡的变形机理及演化过程进行研究。研究结果表明: （1）堆载诱发型滑坡的变形演化规律可归纳为：后缘压缩阶段→蠕动变形阶段→加速滑动阶段→剧滑阶段，且剧滑启动之前的加速变形过渡时间极短；（2）利用FLAC3D软件进行堆载滑坡演化过程的动态数值分析，模拟过程中坡体应力场和位移场的演化特征表现为从上向下逐步贯通，与模型边坡破坏过程相符；（3）堆载诱发型滑坡破坏过程历时短、突发性强，在坡脚产生持续位移时即应做出滑坡预警。     

基于生态文明观的中西消费文化比较与建设启示

生态文明关系到人类社会发展与资源环境的可持续发展,也是近年国家政策和攸关民生的焦点。从生态文明观的视角来分析中西消费文化的不同,目的就是要通过分析中西方消费思想的保守性和开放性、消费情智的感性与理性、消费对象的物质性与精神性和消费理念的对立性与统一性的区别,对我国的消费文化提出落实顶层设计、加强政府监管、重构企业文化、加强公众生态教育等方面的建设性意见。     

论素质教育与思想政治工作的创新

思想政治工作的创新是实施素质教育的内在要求;增强思想政治工作的时代感、主动性、针对性、实效性是思想政治工作的落脚点;进行体制与机制、内容、手段和方法的创新是思想政治工作创新的重要方面;思想政治工作的创新要处理好创新与继承优良传统的关系.     

绿色设计的完全意义

作为一个能减少原生资源消耗和增加再生资源补充的有效手段、全力避免环境污染和生态破坏、维护人类社会安全生存与持续发展的宏观理念,绿色设计不仅应作用于某种产品的某个生产环节或技术层面,还应作用于产品从开发设计到废弃回收的整个生命周期;不仅局限在某些产品、行业、地区和时段,还应包括全社会乃至全人类所有的创造活动并成为人们永久性的思想共识和行为准则.     

城市生态绿化项目的政府投资方式改革——基于绿地建设与房产开发商的利益互动关系研究

通过对公共产品的内涵分析表明，仅由政府提供公共产品经常会出现不经济现象；只要解决外部性问题，公共产品是可以由私人提供的。以上海公共绿地为例，在分析目前公共绿地政府投资方式的基础上，研究绿地建设与房产开发商的利益互动关系，探讨城市绿地外部效应内部化的投资方式改革，提出房产与绿地联合开发建议，以期减轻政府建设城市绿地的资金压力，为实现城市公共绿地的最优投资提供理论上的依据。     

Is a pure jump process fitting the high frequency data better than a jump-diffusion process?

Two families of processes: pure jump processes and jump-diffusion processes are widely used in literatures. Recently, empirical findings demonstrate that the underlying processes of high frequency data sets are pure-jump processes of infinite variation in many situations. Statistical tests are also proposed to make the empirical findings theoretically grounded. In this paper, we extend the work of Jing et al. (2012) in two aspects: (1) the jump process in the null hypothesis and the alternative hypothesis could be different; (2) the null hypothesis covers more flexible processes which are more relevant in finance when considering models for asset prices or nominal interest rates. Theoretically, the test is proven to be very powerful and can control the type I error probabilities well under the nominal level.