The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes

Abstract.  The Pearson diffusions form a flexible class of diffusions defined by having linear drift and quadratic squared diffusion coefficient. It is demonstrated that for this class explicit statistical inference is feasible. A complete model classification is presented for the ergodic Pearson diffusions. The class of stationary distributions equals the full Pearson system of distributions. Well-known instances are the Ornstein–Uhlenbeck processes and the square root (CIR) processes. Also diffusions with heavy-tailed and skew marginals are included. Explicit formulae for the conditional moments and the polynomial eigenfunctions are derived. Explicit optimal martingale estimating functions are found. The discussion covers GMM, quasi-likelihood, non-linear weighted least squares estimation and likelihood inference too. The analytical tractability is inherited by transformed Pearson diffusions, integrated Pearson diffusions, sums of Pearson diffusions and Pearson stochastic volatility models. For the non-Markov models, explicit optimal prediction-based estimating functions are found. The estimators are shown to be consistent and asymptotically normal.     

Bayes estimates of mixing parameters in finite mixture diexributions

Using the ‘grouping vector’ notion and employing a Dirichlet prior to the unknown mixing parameters viz., the unknown mixing proportiona, the Bayee estimates of the mixing proportions in finite mixtures of known distributions are obtained. These estimates are based on the optimal grouping of the sample data. An algorithm is proposed to obtain the optimal grouping of the eample observations when the component densities belong to the family of densities possessing the monotone likelihood ratio property. A numerical study is carried out for the case of mixtures of two normal densities.     

Non Parametric Regression Quantile Estimation for Dependent Functional Data under Random Censorship: Asymptotic Normality

In this paper we study a smooth estimator of the regression quantile function in the censorship model when the covariates take values in some abstract function space. The main goal of this paper is to establish the asymptotic normality of the kernel estimator of the regression quantile, under α-mixing condition and, on the concentration properties on small balls probability measure of the functional regressors. Some applications and particular cases are studied. This study can be applied in time series analysis to the prediction and building confidence bands. Some simulations are drawn to lend further support to our theoretical results and to compare the quality of behavior of the estimator for finite samples with different rates of censoring and sizes.     

On the process of combining soft systems methodologies and other approaches in systemic interventions

Abstract

The article explores some issues related to the process of a systemic intervention using our experience in three projects in the Information and Communications Technologies (ICT) sector carried out in South Africa between 1997 and 2002. The projects served as a testing ground for exploring some theoretical and practical aspects associated with the process of facilitating the intervention. The paper presents reflections on some of the lessons learned regarding the process in each of the three cases associated with complex developmental decision-making issues.     

Parameter Estimation in Minification Processes

Abstract

In this article it is proved that the stationary Markov sequences generated by minification models are ergodic and uniformly mixing. These results are used to establish the optimal properties of estimators for the parameters in the model. The problem of estimating the parameters in the exponential minification model is discussed in detail.     

英/法语学习者与场独立/场依存型认知风格关系研究

认知风格与外语学习者之间的关系已成为国内外学者关注焦点。研究选取52名英/法语学习者为调查对象,对其进行认知风格（场独立/依存/混合型）测试,采用定量计算与定性分析相结合的方法,分别分析场独立/依存/混合型学习者与英/法语成绩之间的关系。结果表明,认知风格与外语成绩有一定的相关性,且与场依存型学习者相比,场独立/混合型学习者与英、法成绩的相关性更加显著。因此,外语教学中可根据不同类型学习者的特点制定不同的教学计划和方案。     

Moments of the quartic assignment statistic with an application to multiple regression

We present the first three exact moments of the symmetric quartic assignment statistic. Efficient computational formulas have been derived to overcome severe difficulties in third moment calculations. Two examples illustrate applications of the quartic assignment statistic: evaluation of significant “clustering” or “mixing”; and distribution-free tests for equality of several planar regression models. This article extends previous results on the cubic assignment statistic in Iyer and Vecchia (1989).     

21世纪东北亚文化融合的动因探析——以中、日、韩三国文化为视角

21世纪东北亚文化面临着特殊的机遇、问题和挑战,东北亚各国应该超脱以国家为中心的认识模式,积极构建与普遍价值相互呼应的东方式的地域观念复合体。建构主义为其提供了理论依据,东北亚文化的共性是东北亚文化融合的基础。东北亚区域整合及区域安全合作是东北亚文化融合的内部动力,全球政治的文化重构及文化融合的新趋势是其外部动力。     

金元诗人群体研究的重大进展--《河汾诸老诗人群体研究》序言

金元诗人群体研究是本时期文学研究的重要课题之一.刘达科《河汾诸老诗人群体研究》一书撷取一个影响较大且地域色彩极浓的诗人群进行了全面研究,通过这一个案揭示了金末元初诗坛某些带有规律性的问题,对于填补这方面空白有重要的学术价值.中华古代文化发展呈各民族异质文化双向交流、优势互补的格局.当中原的正统文化由于缺乏活力而趋于模式化、凝固化的时候,往往有赖于边缘地区具有朴野本性和原始活力的民族文化的补充与激活,而在新的历史台阶上实现新的整合、演进与创新,从而确保中华文化始终具有生机勃勃的活力.中国古代文学的总体特征和发展趋向也是多元一体、异轨同奔.金、元都是中国古代北方民族建立的王朝,其文学不但具有独异的风采,而且对整个中华古代文学的流程都有着十分显著的意义.该书从金、元民族文化大融合的背景上考察河汾诸老诗人群体的活动与创作,较准确地把握住了其内涵和特质.     

辽代诗学思想论衡

辽代诗歌是中国诗史不可缺少的一个环节,其意义不在于艺术上如何成熟而精致,而在于其以清新质朴的形态为中国诗史充填进新的质素。辽代诗歌创作的主体是契丹族诗人,而且尤以上层人物为主。辽代没有专门的诗学著作,其诗学思想主要指在诗歌活动中体现出的一些倾向。辽代诗学思想更重视的是诗的政教功能。辽诗有着尚实尚质的导向。