A Statistical Method for the Determination of the Appropriate Order in a General Class of Time Series Models

Abstract

We propose a method to determine the order q of a model in a general class of time series models. For the subset of linear moving average models (MA(q)), our method is compared with that of the sample autocorrelations. Since the sample autocorrelation is meant to detect a linear structure of dependence between random variables, it turns out to be more suitable for the linear case. However, our method presents a competitive option in that case, and for nonlinear models (NLMA(q)) it is shown to work better. The main advantages of our approach are that it does not make assumptions on the existence of moments and on the distribution of the noise involved in the moving average models. We also include an example with real data corresponding to the daily returns of the exchange rate process of mexican pesos and american dollars.     

Estimation of the Population Size in the Classical Occupancy Problem

In the classical occupancy problem where the random variable X is the number of N elements selected by K individuals when each element is equally likely to be chosen by any of the individuals, it is desired to estimate N. Three estimators given in the literature are compared with three estimators derived in this article, two of which are based on Bayesian methods, utilizing a simulation study. One of the Bayes estimators appears to perform the best along with one proposed in the literature in 1968. The estimators are also compared using data obtained from a cemetery in Ohio.     

流动性过剩的测度方法研究

 当前,流动性过剩问题成为中国经济乃至全球经济的一个重要特征，但是在查阅有关文献的同时，我们发现，对于流动性过剩的测度方法缺乏一定的研究。针对这种状况，欧洲中央银行的有关专家提出了四种测度流动性过剩的方法，分别是价格缺口法（price gap,或者称p*法）、真实货币缺口法（real money gap）、名义货币缺口法（nominal money gap）和货币过剩法（money overhang）。我们将这四种方法翻译出来，供大家了解和研究时使用。文章翻译自Thorsten Polleit 和 Dieter Gerdesmeier的《流动性过剩的测度方法》一文，个别部分进行了删节。     

A new asymmetric class of bivariate copulas for modeling dependence

In this paper, we propose an asymmetric class of bivariate copulas. This class is obtained through limiting properties of the extended copula introduced by Bekrizadeh, et al. (2015 Bekrizadeh, H., Parham, G. A., Zadkarami, M. R. (2015). Extending some classes of copulas; Applications. Ph.D. Thesis, University of Shahid Chamran, Ahvaz. [Google Scholar]), and includes some of known copulas. Some general formulas for well-known association measures and concepts of dependence of the proposed model are obtained. This paper highlights the usefulness of this new bivariate copula for modeling the interested variables whose marginal distribution effect on joint distribution isn't identical. We apply some subfamilies of this new class to model a dataset of medical science to show the superiority of presented model in comparison with the known copulas. These results will be investigated using simulation.     

百色市非物质文化遗产现状及保护对策

百色市属广西西部经济欠发达地区,是少数民族聚集区,民族民俗文化底蕴深厚,非物质文化丰富。近年来,百色市在开展非物质文化遗产保护中做了许多工作,但由于认识不足、重视不够,法律保障不力,保护机制不完备以及现代文明和外来文化的冲击,民族民间传统文化依然面临着十分严峻的生存危机。如何在经济欠发达地区做好非物质文化遗产的保护和研究工作,以实现非物质文化遗产的有效保护,是当前非物质文化遗产保护工作中一个重要研究课题。     

农村土地承包经营权流转的问题和对策

我国农村土地不仅承担着农村社会保障功能,而且作为生产要素,还具有社会经济功能。农村土地承包经营权流转不仅关系到农民的切身利益,而且对农业发展和农村稳定都具有重要意义。首先界定了土地流转和土地承包经营权流转两个不同的内涵,在此基础上,分析了当前我国农村土地承包经营权流转存在的问题,最后,提出了一系列促进、完善我国农村土地承包经营权流转的建议、对策。     

论协调WTO规则的船舶压载水管理立法

从船舶压载水管理这一新的环境保护领域入手,在阐释各国防控船舶压载水造成环境损害的国内立法和相关国际公约的基础上,论述了WTO环境规则中与其相关的条款和协议,分析了船舶压载水管理立法对贸易规则的适用与遵循,使其不构成变相的贸易限制。     

大学生道德教育的基石——诚信教育

当前高校德育教育最令人关注的话题是诚信教育。本文阐述了诚信教育对大学生道德教育的重要性,大学生诚信缺失及其主因透视,并提出了诚信教育的措施和方法。     

Measures of Deprivation and their Meaning in Terms of Social Satisfaction

This paper proposes relative and absolute measures of deprivation using social satisfaction functions. The relative (absolute) measure gives us the amount by which social satisfaction can be increased in proportional (absolute) terms by redistributing incomes equally. We also demonstrate the existence of a relationship between summary indices of deprivation (including the Gini coefficient, the maximin index, the coefficient of variation and their absolute counterparts) and social satisfaction.     

边境民族教育的瓶颈与对策--广西那坡水弄苗寨教育状况的调查与思考

广西那坡水弄苗寨教育状况调查结果表明,边境民族教育仍处于瓶颈滞后状态.成人教育沉滞;"两基"工作任重道远;学校教学质量低劣,等等.其原因归纳起来有两点,一是主观因素,二是客观因素.其中客观因素也包含人为的主观因素.要改变这种状况,仍需要从思想教育入手,结合采取其他技术措施,包括对边民的人格观念教育,教师人事制度改革和教学业务培训,努力提高边民素质和学校教学质量,以促进边境民族经济的繁荣,促进边疆现代化的建设,增强国力,提高我们祖国在国际上的威信.