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排序方式: 共有419条查询结果,搜索用时 359 毫秒
251.
This article studies sample path properties of an explosive double autoregressive (DAR) model. After suitable renormalization, it is shown that the sample path converges weakly to a geometric Brownian motion. This further strengthens our understanding of sample paths of nonstationary DAR processes. The obtained results can be extended to nonstationary random coefficient autoregressive (RCA) models. Simulation studies are carried out to support our results. 相似文献
252.
黄妮 《上海理工大学学报(社会科学版)》2021,43(2):135-141
基于Talmy的运动事件理论框架,以“V across”结构为例分别自建英汉语料库来分析英汉语在路径表达上的差异,解读感知路径背后的认知机制。结果发现:第一,英汉语感知运动主要以视觉运动为主,听觉运动居于次位,其他感官的运动较少,且听觉运动与视觉运动相融合,形成通感隐喻;第二,英语视觉与听觉感知运动路径的编码均以矢量义为主,而汉语在编码视觉运动路径时主要以构形义为主,但汉语在编码听觉运动时,其矢量义使用比例则高于构形义。因此汉语在表征视觉路径时更凸显焦点与背景的相对位置;第三,感知虚构运动是由于体验者发挥主观想象力进行动态模拟和识解的结果。 相似文献
253.
《Journal of Statistical Computation and Simulation》2012,82(3):507-516
The aim of this paper is to present a new hybrid algorithm for pricing financial derivatives in the arithmetic Asian options. In this paper, two variance reduction techniques are combined, the multiple control variates (MCV) and the antithetic variates (AV). We propose an efficient algorithm for pricing arithmetic Asian options based on the AV and the MCV procedures. A detailed numerical study illustrates the efficiency of the proposed algorithm. 相似文献
254.
Yuliy Sannikov Andrzej Skrzypacz 《Econometrica : journal of the Econometric Society》2010,78(3):847-882
We show that in repeated interactions the avenues for effective provision of incentives depend crucially on the type of information players observe. We establish this conclusion for general repeated two‐player games in which information arrives via a continuous‐time stationary process that has a continuous multidimensional Brownian component and a Poisson component, and in which the players act frequently. The Poisson jumps can be used to effectively provide incentives both with transfers and value burning, while continuous Brownian information can be used to provide incentives only with transfers. 相似文献
255.
256.
黄辉 《郑州航空工业管理学院学报(社会科学版)》2012,31(1):4-7
"十月革命一声炮响,给我们送来了马克思主义",马克思主义在实践中与中国的国情相结合得到不断地丰富,并指导着中国革命取得新胜利。理论指导着实践,而实践又不断地丰富着理论。马克思主义在中国的成功,是一个理论与实践相结合的过程,更是不断中国化的过程。文章从"民族化"和"大众化"的视角对马克思主义中国化的动力与特点进行了分析。 相似文献
257.
The perception of interactive biological motion (BM) plays an important role in social life. Such social perception enables people to understand the underlying social intentions and social relationships in interactive actions, so that they can anticipate the behavior response in an appropriate manner. Although interaction perception has been widely explored in adults, little is known about preschoolers' developmental trajectory of interaction perception and its further impact on social development. This study explored the development of interaction perception in a dyadic BM situation and its relation to teachers' report of social competence among 3–6‐year olds (N = 119). Children were asked to watch videos of dyadic BM and decide whether two characters were interacting or not. The results suggested that the sensitivity of BM perception continues to develop during the entire preschool age period and is positively associated with children's social competence among children aged 5–6, even after controlling for age and language ability. However, for younger children aged 3–4, language ability rather than perception of social interaction positively correlated with their social competence. Our findings review the rapid development of interactive BM perception in early childhood and highlight the important role of interaction perception in preschoolers’ social development. 相似文献
258.
259.
In this paper, we give a strong approximation of the tempered fractional Brownian motion via transport processes and derive the rate of convergence. 相似文献
260.
Shiqing Ling 《Journal of the Royal Statistical Society. Series B, Statistical methodology》2004,66(1):63-78
Summary. The paper considers the double-autoregressive model y t = φ y t −1 + ɛ t with ɛ t = . Consistency and asymptotic normality of the estimated parameters are proved under the condition E ln | φ +√ α η t |<0, which includes the cases with | φ |=1 or | φ |>1 as well as . It is well known that all kinds of estimators of φ in these cases are not normal when ɛ t are independent and identically distributed. Our result is novel and surprising. Two tests are proposed for testing stationarity of the model and their asymptotic distributions are shown to be a function of bivariate Brownian motions. Critical values of the tests are tabulated and some simulation results are reported. An application to the US 90-day treasury bill rate series is given. 相似文献