基于HP滤波——生产函数方法的我国潜在产出估计

以往有关估算我国潜在产出的研究,要么采用HP滤波方法进行潜在产出估计,要么采用生产函数方法对潜在产出进行估计,但HP滤波方法与生产函数方法两种方法都有自身的弊端,即缺乏经济理论基础或过于复杂、数据要求高等,均不能科学有效地对潜在产出进行合理估计。经研究发现运用这两种主要潜在产出估计方法,即HP-生产函数法对我国潜在产出进行估计能较好地克服单独使用其中一种方法带来的弊端,使得潜在产出估计方法既简便又具备经济理论基础。     

On periodic autoregressive stochastic volatility models: structure and estimation

To capture both the volatility evolution and the periodicity feature in the autocorrelation structure exhibited by many nonlinear time series, a Periodic AutoRegressive Stochastic Volatility (PAR-SV ) model is proposed. Some probabilistic properties, namely the strict and second-order periodic stationarity, are provided. Furthermore, conditions for the existence of higher-order moments are established. The autocovariance structure of the squares and higher order powers of the PAR-SV process is studied. Its dynamic properties are shown to be consistent with financial time series empirical findings. Ways in which the model may be estimated are discussed. Finally, a simulation study of the performance of the proposed estimation methods is provided and the PAR-SV is applied to model the spot rates of the euro and US dollar both against the Algerian dinar. The empirical analysis shows that the proposed PAR-SV model can be considered as a viable alternative to the periodic generalized autoregressive conditionally heteroscedastic (PGARCH) model.     

A consistent estimator of the smoothing operator in the functional Hodrick–Prescott filter

In this article, we consider a version of the functional Hodrick–Prescott filter for functional time series. We show that the associated optimal smoothing operator preserves the “noise-to-signal ratio” structure. Moreover, as the main result, we propose a consistent estimator of this optimal smoothing operator.     

星载SAR快视成像算法中的几个问题

论述了针对降低分辨率ＳＡＲ成像的快视处理算法，对其中的几个关键问题，如降低调频带宽的处理方法，滤波过程中引入的误差的修正，运动补偿等，进行了详细的研究。     

应用数论变换的快速DFT算法及其微机实现

在已有的各种算法基础上,利用混合抽点法和广义数论变换,得到一种计算离散傅氏变换的快速算法,该算法由于大大减少了乘法运算而使速度和精度显著提高,在结构上呈模块化的通用结构,具有类似于 FFT 的蝶代运算,易于用硬软件实现,其结构上的递推性使之对较长序列的处理优于其它方法。运用本文的算法在 IBM PC 微机上实现了滤波。该算法还与同类算法进行了比较。     

采用单FTFN的电流模式全通陷波滤波器的实现

提出了采用单四端浮点零器 (FTFN)实现电流模式二阶全通 /陷波和一阶全通滤波器新电路 ,该电路具有高输出阻抗和低无源灵敏度的特点。     

一种基于局部统计特性的自适应混合滤波器

基于图像的局部统计特性，结合线性、非线性滤波技术和图像序列处理技术，构建了一种新型自适应混合滤波器．该滤波器算法能够有效地滤除混合噪声，与同类算法相比，有更好的滤波稳健性、实时性，并具有较高的实用价值．     

矩形波长渐变滤光片

本文介绍了关于400-700nm波段范围的金属-介质矩形波长渐变滤光片的膜系设计及挡板机构设计原理,并对该种滤光片的制作工艺等作了论述。     

Bias correction through filtering omitted variables and instruments

This paper proposes a combination of the particle-filter-based method and the expectation-maximization algorithm (PFEM), in order to filter unobservable variables and hence, to reduce the omitted variables bias. Furthermore, I consider as an unobservable variable, an exogenous one that can be used as an instrument in the instrumental variable (IV) methodology. The aim is to show that the PFEM is able to eliminate or reduce both the omitted variable bias and the simultaneous equation bias by filtering the omitted variable and the unobserved instrument, respectively. In other words, the procedure provides (at least approximately) consistent estimates, without using additional information embedded in the omitted variable or in the instruments, since they are filtered by the observable variables. The validity of the procedure is shown both through simulations and through a comparison to an IV analysis which appeared in an important previous publication. As regards the latter point, I demonstrate that the procedure developed in this article yields similar results to those of the original IV analysis.     

扩频通信中组合自适应抗干扰技术

研究了自适应滤波技术在扩频通信中的窄带干扰抑制作用,针对当前自适应滤波器在实际中存在数值稳健性问题作了深入详细的分析,提出了一种新的组合滤波器模型的解决方法,具体以中心抽头的自适应横式滤波器为基本滤波器结构,在此基础上构造出新的组合滤波器结构,并在理论与实践上对两者作了分析对比。