Estimation of Correlation for Continuous Semimartingales

Abstract. In this study we are concerned with inference on the correlation parameter ρ of two Brownian motions, when only high‐frequency observations from two one‐dimensional continuous Itô semimartingales, driven by these particular Brownian motions, are available. Estimators for ρ are constructed in two situations: either when both components are observed (at the same time), or when only one component is observed and the other one represents its volatility process and thus has to be estimated from the data as well. In the first case it is shown that our estimator has the same asymptotic behaviour as the standard one for i.i.d. normal observations, whereas a feasible estimator can still be defined in the second framework, but with a slower rate of convergence.     

两类系统的逐点伪轨跟踪性研究

本文主要研究提升系统和逆极限系统,证明了如果基础系统具有逐点伪轨跟踪性,则其提升系统也具有逐点伪轨跟踪性;如果每个fi具有逐点伪轨跟踪性,则诱导映射也具有逐点伪轨跟踪性。     

朝鲜战争期间美国决策层内部分歧与战争限度

朝鲜战争爆发,美国决策层对之作出迅速反应,然而对其干涉限度意见不一。战争限度问题成为杜鲁门政府和麦克阿瑟争执的焦点所在。以麦克阿瑟的解职为结局的事实,一方面反映了美国决策层内部矛盾发展的必然走向,另一方面也反映了美国政府执行的“有限战争”不仅符合冷战国际背景下美国全球战略的需要,而且也是美国政府和人民最易接受的理性选择。     

刑事诉讼时限论

诉讼时限在刑事诉讼中意义非常重大,遵守诉讼时限是目前急需解决的问题, 因此, 必须探讨遵守诉讼时限的必要性及如何防治超期诉讼等问题。     

稳态光散射法测粒下限及其影响因素的讨论

在经典Ｍｉｅ散射理论基础上,讨论全方位稳态光散射法激光测粒仪测量粒径的下限及其影响因素,认为通过减小激光测粒仪的系统误差和增大探测的散射角范围,可降低测粒仪的测量下降。     

Asymptotically optimal Berry-Esseen-type bounds for distributions with an absolutely continuous part

Recursive and closed form upper bounds are offered for the Kolmogorov and the total variation distance between the standard normal distribution and the distribution of a standardized sum of n independent and identically distributed random variables. The method employed is a modification of the method of compositions along with Zolotarev's ideal metric. The approximation error in the CLT obtained vanishes at a rate O(n^−k/2+1), provided that the common distribution of the summands possesses an absolutely continuous part, and shares the same k−1 (k?3) first moments with the standard normal distribution. Moreover, for the first time, these new uniform Berry-Esseen-type bounds are asymptotically optimal, that is, the ratio of the true distance to the respective bound converges to unity for a large class of distributions of the summands. Thus, apart from the correct rate, the proposed error estimates incorporate an optimal asymptotic constant (factor). Finally, three illustrative examples are presented along with numerical comparisons revealing that the new bounds are sharp enough even to be used in practical statistical applications.     

Law of iterated logarithm and almost sure limit points for random sums

Let {X_n,n≥1} be a sequence of independent identically distributed (i.i.d) random variables with a common distribution function F. When F belongs to the domain of partial attraction of a Semi-Stable law with index ,0<<2, we give complete solution to the results of R. Vasudeva and G. Divanji [Law of iterated logarithm for random subsequences, Statist. Probab. Lett. 12 (1991) 189–194], where they obtained Chover’s form of the law of iterated logarithm for random subsequences. Further, we extended the situation in obtaining almost sure limit points for random subsequences.     

道德哲学的可能性与限度

道德哲学可以做澄清道德概念及语句的工作,但对它是否能提供对道德规范的可靠论证或为其奠基则易受质疑。本文首先考察伯纳德.威廉斯(Bernard Williams)的质疑,然后借助最近发生的一个真实个案来分析和探讨道德哲学的限度和可能性,认为道德哲学不仅在道德原则规范的论证或奠基方面,而且在道德的动力和源泉方面大有可为,但道德哲学的确在道德实践方面也存在某种限度。     

农民工流动就业模式转变之路径探析

针对我国现代化、工业化、城市化进程中面临的数以亿计的农民工在我国市场经济体制建立和完善的过程中实现转移就业以及怎样使农民工就业从流动性大、不稳定转变为稳定就业的难题,在研究中理论联系实际,运用比较分析法,以定性分析为主,辅之以定量分析,提出了包括改革户籍制度、破除城乡二元经济社会结构,维护农民工权益,保障农民工的土地承包权利,积极推进土地流转,提高农民工素质和技能等促使农民工从流动就业模式向稳定就业模式转变的思路。     

限幅自保护高温超导接收机前端研究

提出了一种新型的、具有限幅自保护功能的新型高温超导高性能接收机前端系统方案。采用将高温超导限幅滤波器前置于低噪放进行混合集成,利用高温超导限幅滤波器优异的滤波和限幅特性实现同时具有高灵敏度和自保护功能的接收机前端。实验结果表明该滤波器可以有效地保护后端的低噪放不被烧毁或阻塞。采用超导-常规电路混合集成工艺研制而成的限幅自保护高温超导接收机前端具有优异的接收灵敏度,总噪声系数小于0.7dB。