A note on stable limit theory for the OLSE with non usual rates and the heteroskedasticity robust Wald test

We are occupied with an example concerning the limit theory of the ordinary least squares estimator (OLSE) when the innovation process of the regression has the form of a martingale transform the iid part of which lies in the domain of attraction of an α-stable distribution, the scaling sequence has a potentially diverging truncated α-moment, and the regressor process has a potentially divergent truncated second moment. We obtain matrix rates that reflect the stability parameter as well as the slow variations present in the aforementioned sequences, and stable limits. We also derive asymptotic exactness, consistency, and local asymptotic unbiasedness under appropriate local alternatives for a heteroskedasticity robust Wald test based on subsampling. The results could be useful for inference on the factor loadings in an instance of the APT model.     

Almost sure convergence for weighted sums of WNOD random variables and its applications to non parametric regression models

In this article, some results on almost sure convergence for weighted sums of widely negative orthant dependent (WNOD) random variables are presented. The results obtained in the article generalize and improve the corresponding one of J. Lita Da Silva. [(2015), “Almost sure convergence for weighted sums of extended negatively dependent random variables.” Acta Math. Hungar. 146 (1), 56–70]. As applications, the strong convergence for the estimator of non parametric regression model are established.     

投资组合优化中的泰勒级数收敛性与展开点选择问题研究

研究了泰勒级数对效用函数的收敛条件,力求能够使得泰勒级数成为效用函数的合理近似,从而保证投资组合优化问题的近似解收敛于真实解,最终实现最大化期望效用的投资组合优化问题得以有效解决。在期望效用最大化的泰勒级数近似模型基础上,以HARA效用函数为背景,得到了收益率相对泰勒级数展开点的偏离程度决定了泰勒级数收敛性质的结论,进而提出了合理选择泰勒级数展开点以保证收敛性的方法,该方法意味着在收益率分布具有正偏度的情况下,以往通行的在收益率数学期望处展开泰勒级数的方法不具有合理性,上述分析结论通过数据分析得到了验证。     

协同创新、整体提升:2015年新闻传播学科发展述评

2015年,中国新闻传播学科出现面对社会变革和技术创新的重大挑战,在回顾新闻传播学学科生态和社会实践的基础上,结合国家重大方针政策以及中国传媒业发展的重大事件,从10个方面分析2015年新闻传播学的实际现状,围绕互联网技术和新媒体技术发展、新闻学行业变革、传播学研究新热点、学科范式和学科教育以及新闻传播学学科理念等问题,思考新闻传播学科发展方向,拓展新闻传播学科研究领域,为传统媒体变革和新媒体发展提供理论支持和技术指导,以促进新闻传播学科协同创新、整体提升。     

Nonparametric estimation of multivariate extreme-value copulas

Extreme-value copulas arise in the asymptotic theory for componentwise maxima of independent random samples. An extreme-value copula is determined by its Pickands dependence function, which is a function on the unit simplex subject to certain shape constraints that arise from an integral transform of an underlying measure called spectral measure. Multivariate extensions are provided of certain rank-based nonparametric estimators of the Pickands dependence function. The shape constraint that the estimator should itself be a Pickands dependence function is enforced by replacing an initial estimator by its best least-squares approximation in the set of Pickands dependence functions having a discrete spectral measure supported on a sufficiently fine grid. Weak convergence of the standardized estimators is demonstrated and the finite-sample performance of the estimators is investigated by means of a simulation experiment.     

SPECIAL ISSUE： REGIONAL CONVERGENCE AND COORDINATED URBAN GROWTH Spatial Spillovers and the Convergence of Regional Economic Growth： A Case Study Based on the Yangtze River Delta

空间俱乐部趋同是指经济增长初始条件和结构特征相似且空间上相邻的一组区域的经济增长收敛于相同的稳态,是区域经济增长俱乐部趋同的一个新研究领域,其发生机制是空间外溢促成区域经济出现地方化增长,进而导致空间俱乐部趋同。运用包含空间外溢的区域经济增长理论模型可以证明,空间外溢有可能导致空间俱乐部趋同。对中国长江三角洲1990--2007年区域经济增长过程所做的经验分析也表明,空间外溢对区域经济增长确有影响,空间俱乐部趋同客观存在。在考虑空间外溢的情况下,长江三角洲的空间俱乐部趋同速度为1．57％。     

融媒体时代意识形态建设的精神生产视阈述评

党的十八大以来,党中央高度重视意识形态工作。近年来,学界围绕融媒体、意识形态建设以及精神生产展开了多维度的深入研究,形成了较为丰硕的成果。国外学界侧重于对媒介展开意识形态批判,与融媒体相关的研究大多集中于探讨新闻媒介领域的传播实践。反观国内学界关于融媒体的研究,大多集中于工具价值层面,主要从技术变迁维度探究主流意识形态建设,且对于精神生产的研究多基于马克思主义经典文本进行理论阐释,鲜有从精神生产的视野出发提出融媒体时代的意识形态建设问题并进行路径论证。今后,学界的研究重点应当侧重融媒体“本体论”意义的阐发,在深入把握精神生产规律中观照意识形态生产,力图在融媒体时代实现精神文化生产与意识形态生产的良性互动与有机融合,提升社会主义主流意识形态的引领力与凝聚力。     

“现代汉语”与“语言学概论”教学衔接研究

现代汉语课程与语言学概论课程在教学内容上存在很多重复,导致学生学习兴趣下降,教学效果不理想。针对这种状况,应当对现代汉语和语言学概论教学的衔接问题进行探索,从课程体系、教学内容以及教学方法等三方面提出改进的策略。