Threshold Estimation for Stochastic Processes with Small Noise

Consider a process satisfying a stochastic differential equation with unknown drift parameter, and suppose that discrete observations are given. It is known that a simple least squares estimator (LSE) can be consistent but numerically unstable in the sense of large standard deviations under finite samples when the noise process has jumps. We propose a filter to cut large shocks from data and construct the same LSE from data selected by the filter. The proposed estimator can be asymptotically equivalent to the usual LSE, whose asymptotic distribution strongly depends on the noise process. However, in numerical study, it looked asymptotically normal in an example where filter was chosen suitably, and the noise was a Lévy process. We will try to justify this phenomenon mathematically, under certain restricted assumptions.     

Some alternative bivariate Kumaraswamy models

In this article we discuss various strategies for constructing bivariate Kumaraswamy distributions. As alternatives to the Nadarajah et al. (2011) bivariate model, four different models are introduced utilizing a conditional specification approach, a conditional survival function approach, and an Arnold–Ng bivariate beta distribution construction approach. Distributional properties for such bivariate distributions are investigated. Parameter estimation strategies for the models are discussed, as are the consequences of fitting two of the models to a particular data set involving the proportion of foggy days at two different airports in Colombia.     

电子商务环境下物流配送模式研究

随着互联网的普及以及信息技术的不断发展 ,电子商务的热潮方兴未艾。这使得跨国物流和跨区域物流更加频繁 ,对物流的需求会更加强烈。但是我国的物流基础设施及技术水平落后 ,供应商(或制造商 )以及客户之间没有形成供应链 ,配送效率低下 ,这些因素成为制约电子商务在我国开展的瓶颈。本文针对电子商务环境 ,就如何结合中国国情发展与之相适应的物流配送模式 ,降低物流成本 ,提高配送效率进行探讨。     

高校体育图书资料的管理与利用

高校体育图书资料是高校图书资料情报系统的有机组成部分,科学管理与利用体育图书资料工作是提高高校体育教学科研的有效保障。     

汤普森“文化唯物主义”的理论与范式

作为理论的"文化唯物主义"是汤普森在探索马克思主义英国化过程中,基于自己对斯大林主义的批判反思和历史研究实践,形成的一种主要适用于自由资本主义时代的历史唯物主义学说。作为范式的"文化唯物主义"是奠基在"自下而上"的观察视角、"人民历史"观念和超越资本主义的乌托邦议程这三个支撑点上的,它具有两种基本作用:真实的经验整体的倾听和再创造;大众文化的社会功能的分析与评价。     

Saving behaviour and earnings uncertainty: Evidence from the British Household Panel Survey

For the first time, this paper uses a panel data set, the British Household Panel Survey, to analyse saving behaviour in Britain. One objective is to test the precautionary saving hypothesis, according to which households save to self-insure against uncertainty. Our results show that in accordance with this hypothesis, various measures of uncertainty based on earnings variability have a statistically significant effect on households' saving decisions. Moreover, in accordance with the life cycle model, households save more if they expect their financial situation to deteriorate. Received: 15 June 1999/Accepted: 4 January 2001     

青海厄鲁特蒙古与清朝之早期关系述略

清定鼎之初 ,因忙于镇压中原地区的各种反抗势力 ,对于西陲各地只能采取安抚稳定的策略 ,即羁縻政策。清康熙帝之时 ,则逐步加强了对青海地区的统治和管辖 ,将青海诸部纳入中央势力范围之内。     

普通高校体育选项课程改革研究

针对广大学生对体育项目的爱好的差别,普通高校开设体育选项课已经势在必行.体育选项课中项目该如何设置,教师知识应如何更新,教学主管部门又该如何配合?这些都是实际工作中应切实解决的问题.