汉语位移事件参照及其格标

位移体空间运动的参照,由"处所词"充当,按语义特征可分为"起点"、"经过点"和"终点"等.由介词标引的处所词,部分可以位于动词前,部分可以位于动词后,但有些介词结构位于动词前和动词后时,表义上往往不同.表示"起点"的处所词可以用介词结构置于动词前,表示"终点"的都不能用介词结构王于动词前,而可以由趋向词标引用于动词后.处所宾语语序基本遵循"起点在动词前,终点在动词后"的时空像似性,体现了人类普遍的"终端焦点化"的认知倾向.     

Is a Brownian Motion Skew?

We study the asymptotic behaviour of the maximum likelihood estimator corresponding to the observation of a trajectory of a skew Brownian motion, through a uniform time discretization. We characterize the speed of convergence and the limiting distribution when the step size goes to zero, which in this case are non‐classical, under the null hypothesis of the skew Brownian motion being an usual Brownian motion. This allows to design a test on the skewness parameter. We show that numerical simulations can be easily performed to estimate the skewness parameter and provide an application in Biology.     

中国股票市场资产价格模型设定检验

正确设定股票市场资产价格动态模型对资产定价、投资组合和风险管理具有基本重要性。本文基于随机过程非参数统计推断方法,采用幂变差和门限幂变差构造检验统计量,首次对我国股票市场资产价格半鞅的构成进行检验和分析。采用上证指数、深证成指和沪深300指数日内高频数据的实证结果表明,我国股票市场资产价格过程包含布朗运动积分形成的扩散过程和跳过程,既包含有限活动Poisson大跳过程也包含无限活动Levy小跳过程。在跳扩散过程中引入无限活动Levy跳跃过程才能全面刻画我国股票市场资产价格的动态特征。这一结果为相关研究提供了基础性实证结论。     

A note on the multivariate generalized asymmetric Laplace motion

Abstract

In this note, we use multivariate subordination to introduce a multivariate extension of the generalized asymmetric Laplace motion. The class introduced provides a unified framework for several multivariate extensions of the popular variance gamma process. We also show that the associated time one distribution extends the multivariate generalized asymmetric Laplace distributions proposed in the statistical literature.     

基于MOSUM的多重滤波变点检测研究

多时间尺度的变点问题一直是质量控制中的热点研究对象。基于移动和统计量(MOSUM),提出了一种多重过滤检验方法(MFT),以检验均值不变的零假设或存在均值变点的备择假设。首先,为使方法具有实用性和一般性,构建均值变点模型,并假定分布假设较弱。其次,由于单一窗宽对变点检测的局限性,构造了一个弱收敛到一个布朗运动相关的函数的MOSUM统计量,进而应用多个窗宽下MOSUM过程进行多变点检测。最后,为使得MFT方法不受其它分布参数变化影响,对模型均值外的参数变化作了鲁棒性检验。经模拟研究和实证分析表明,MFT方法的估计精度和准确度比一般方法更具优势和实效性。     

Local Fourier tests for structural change based on residuals

We propose a structural change test based on the recursive residuals with the local Fourier series estimators. The statistical properties of the proposed test are derived and the empirical properties are shown via simulation. We also consider other structural change tests based on CUSUM, MOSUM, moving estimates (ME), and empirical distribution functions with the recursive residuals and the ordinary residuals. Empirical powers are calculated in various structural change models for the comparison of those tests. These structural change tests are applied to South Korea's gross domestic product (GDP), South Korean Won to US Dollar currency exchange rates, and South Korea's Okun's law.     

Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus

Using multiple stochastic integrals and the Malliavin calculus, we analyze the asymptotic behavior of the adjusted quadratic variation for a sub-fractional Brownian motion. We apply our results to construct strongly consistent statistical estimators for the self-similarity of sub-fractional Brownian motion.     

近代中国邮政职工(1896-1949)研究综述

近代中国邮政职工是邮政事业的执行者和运行主体,在邮政发展的进程中起到了至关重要的作用?目前,对近代中国邮政职工的研究比较薄弱,其研究成果大多集中于邮政职工的管理?邮政职工运动?邮政职工团体组织?邮政职工抗日斗争等方面,在研究跨度?研究深度和研究广度等方面都存在一定的缺憾和不足,尚存较大的发展空间?可通过拓展研究内容,深入挖掘和运用档案?报刊?电子数据库等资料,不断丰富研究方法,将近代中国邮政职工的研究推向更高层次?     

伊壁鸠鲁的"哲学治疗"解析

公元前三、四世纪,希腊城邦瓦解,人们处在苦难的乱世之中,极度没有安全感。宗教、饥饿、死亡威胁着人们,恐惧笼罩着人们。伊壁鸠鲁的原子论哲学论证了世界不是神创的,不会灭亡;个人是自由的,友谊能增进安全感;适度能解决匮乏,让人快乐;死亡不可怕。它像一剂良药给苦难的人们带去了幸福快乐的希望。