Variance bounds for estimators in autoregressive models with constraints

We consider nonlinear and heteroscedastic autoregressive models whose residuals are martingale increments with conditional distributions that fulfil certain constraints. We treat two classes of constraints: residuals depending on the past through some function of the past observations only, and residuals that are invariant under some finite group of transformations. We determine the efficient influence function for estimators of the autoregressive parameter in such models, calculate variance bounds, discuss information gains, and suggest how to construct efficient estimators. Without constraints, efficient estimators can be given by weighted least squares estimators. With the constraints considered here, efficient estimators are obtained differently, as one-step improvements of some initial estimator, similarly as in autoregressive models with independent increments.     

Perfiles de grupalidad de unidades laborales en organizaciones burocráticas profesionales

Resumen

Se analizan las condiciones de desarrollo de la grupalidad del trabajo en grupo en las organizaciones educativas como organizaciones de profesionales, estimándose una línea base más cercana al grupo difuso que al grupo maduro o equipo. Se usa la teoría del colectivo y el cuestionario sobre el desarrollo de la grupalidad. Se estudian los niveles de grupalidad y su dinámica en una muestra de 31 unidades laborales de centros educativos. Los resultados estiman un nivel medio de desarrollo grupal con una notable variabilidad. Se explora la presencia de factores estimulantes añadidos a las condiciones iniciales mostrándose significativos el tipo de tarea, la unidad de orientaciones valorativa y la presencia de identidad en el entorno. Se derivan criterios para el diagnóstico y desarrollo de equipos de trabajo que complementan la intervención grupal tecnológica.     

Estimation in multiple linear regression Berkson model for processes with uncorrelated increments

This paper presents a method of estimating the regression and variance parameters in the multiple linear regression Berkson model for a continuous-time stochastic process with uncorrelated increments. Under minimal conditions, we establish (i) the Gauss–Markov theorem and the quadratic mean—as well as the strong consistency of the proposed estimate of the regression parameter and (ii) the weak consistency of the proposed estimate of the variance parameter.     

创作之源·女性·“如此父亲”——蒲松龄与莫泊桑比较二、三题

蒲松龄与莫泊桑作为中西短篇小说之王与巨匠,都是高产作家,然其创作之源不同,蒲松龄靠的是想象的天份,而莫泊桑的生活经历与创作实践的联系则格外密切;他们都非常关注女性,然而他们笔下的女性世界迥然不同,一为"花妖狐魅",一为人间女子;他们都写了一些有关"如此父亲"及其"孽果"———弃儿、私生子的短篇佳作,他们的命运又如何?     

有关几何公理化方法的形成及教学方法探讨

从几何学的发展历史来看,公理化方法曾经历过两个阶段,即古代几何学公理化方法(也称为实体的公理化方法)和近代几何学公理化方法(也称为形式的公理化方法),文章着重探讨近代几何学公理化方法产生的主要因素及形成的历史途径。     

城市大气中污染物扩散的施密特数研究

借助反问题方法对风洞实验工况选取不同施密特数进行数值模拟试验,分析比较了不同施密特数时街道峡谷内各个观测点的数值模拟数据和风洞实验数据.研究结果表明,城市街道内大气污染物扩散的施密特数为0.7～0.8.     

均值——下偏距（M-LPM）组合优化下的两基金分离定理

通常的投资建议和两基金分离定理之间存在较大差异，这就是著名的Canner难题。厚尾分布以及投资者对风险的厌恶水平对真实的投资组合行为有显著的影响，在考虑下侧风险的情况下，本文关注投资者如何选择投资组合、两基金分离定理在什么情况下能够成立、以及对投资者的投资策略的选择的影响如何。当目标等于无风险利率时，有文献表明两基金分离定理可以在均值——下偏距（M-LPM）中得到证明。然而，除了以无风险利率为目标外，哪些其它的目标也可以使分离定理成立的问题已经出现。本文尝试回答这个问题，并对投资建议和两基金分离定理的差异给出了合理的解释。     

概率论在极限问题中的应用

通过建立概率模型、利用概率论相关定理解决了复杂的求极限问题。     

de Sitter空间S_1~(n+1)(c)中标准数量曲率为c的类空超曲面

得到deSitter空间s_1~(n+1)(c)中标准数量曲率为常数c的类空超曲面的一个定理:设M~n是de Sitter空间s_1~(n+1)(c)中标准数量曲率r与s_1~(n+1)(c)的截面曲率c相等的n维(n>2)紧致的类空超曲面,则M~n是全测地超曲面.     

Pour une approche sociologique de la comptabilité Réflexions à partir de la réforme comptable chinoise

Based on research on state-run companies in China, the reform of Chinese accountancy is examined so as to show the advantages of a sociological approach to accounting. How can bookkeeping interest sociologists? First of all, it has come out of struggles between various parties and addresses social issues. Secondly, it conveys models of reality, in particular of what is and is not a firm. Thirdly, it produces history in that it shapes economic practices and expectations. Finally, there is a high degree of coherence between the bookkeeping system, the form of a firm, the operation of the economy and the management of social questions. These various points turn accountancy into a legitimate subject of study for sociology and provide an interesting approach to analyzing broader phenomena and processes.