平稳性检验方法的有效性研究

平稳性检验是时间序列分析的重要研究内容,现有检验方法的性能缺乏系统的比较分析。文章从样本长度的视角研究平稳性检验方法的性能,采用ADF检验、PP检验、KPSS检验和LMC检验四种方法展开实证研究。仿真实验结果表明:时间序列数据长度会对检验方法的准确率产生明显的影响,数据长度较小时检验准确率偏低;数据长度增大时可以提升检验方法的准确率,但仍未能达到100%的上限值。当样本长度较小时,这些方法的检验统计量的渐进分布难以满足,因此其实际检验效果值得探究。样本长度是有限的,因此渐进分布检验方式的改进空间有限,新的检验方式值得探究。     

计算机网络技术应用下的外语词汇教学模式研究

鉴于词汇教学在整个外语教学中的重要性及目前外语词汇教学所面临的问题,创建系统性外语词汇教学模式,并与计算机网络技术的应用相结合,来促进教师的外语词汇教学,进而提高学生的词汇学习效率。系统性外语词汇教学模式涉及三个主要教学阶段：课前预习、课堂教学和课后复习,而这三个教学阶段将与一系列新设计的词汇认知过程进行有机的结合。同时,还将尝试通过计算机网络技术的应用来优化新创建的系统性外语词汇教学模式。教师可以利用计算机网络技术为学生提供丰富的学习资源,并帮助他们充分运用各种词汇学习策略,从而调动学生对重点词汇学习的兴趣,进而提升教学效果。     

Time‐change models for asymmetric processes

Many records in environmental sciences exhibit asymmetric trajectories. The physical mechanisms behind these records may lead for example to sample paths with different characteristics at high and low levels (up–down asymmetries) or in the ascending and descending phases leading to time irreversibility (front–back asymmetries). Such features are important for many applications, and there is a need for simple and tractable models that can reproduce them. In this paper, we explore original time‐change models where the clock is a stochastic process that depends on the observed trajectory. The ergodicity of the proposed model is established under general conditions, and this result is used to develop nonparametric estimation procedures based on the joint distribution of the process and its derivative. The methodology is illustrated on meteorological and oceanographic data sets. We show that, combined with a marginal transformation, the proposed methodology is able to reproduce important characteristics of the data set such as marginal distributions, up‐crossing intensity, and up–down and front–back asymmetries.     

Tempered Mittag-Leffler Lévy processes

In this article, we introduce tempered Mittag-Leffler Lévy processes (TMLLP). TMLLP is represented as tempered stable subordinator delayed by a gamma process. Its probability density function and Lévy density are obtained in terms of infinite series and Mittag-Leffler function, respectively. Asymptotic forms of the tails and moments are given. A step-by-step procedure of the parameters estimation and simulation of sample paths is given. We also provide main results available for Mittag-Leffler Lévy processes (MLLP) and some extensions which are not available in a collective way in a single article. Our results generalize and complement the results available on Mittag-Leffler distribution and MLLP in several directions. Further, the asymptotic forms of the moments of the first-exit times of the TMLLP are also discussed.     

The covariance of the backward and forward recurrence times in a renewal process: the stationary case and asymptotics for the ordinary case

In a Poisson process, it is well-known that the forward and backward recurrence times at a given time point t are independent random variables. In a renewal process, although the joint distribution of these quantities is known (asymptotically), it seems that very few results regarding their covariance function exist. In the present paper, we study this covariance and, in particular, we state both necessary and sufficient conditions for it to be positive, zero or negative in terms of reliability classifications and the coefficient of variation of the underlying inter-renewal and the associated equilibrium distribution. Our results apply either for an ordinary renewal process in the steady state or for a stationary process.     

High value manufacturing (HVM) in the UK: case studies and focus group insights

This paper studies the internal mechanisms that allow organisations to become high value manufacturing (HVM). Using a qualitative methodology, three UK manufacturing companies formed in-depth case studies with semi-structured interviews, observations and historical data. The HVM value matrix of Martinez and co-workers is used to categorise each organisation’s value proposition. Wider benchmarking of the three organisations was carried out against a focus group with an additional seven manufacturing organisations. Thus, data from 10 manufacturing organisations are included in this research. The cases follow the ‘customer intimacy’ HVM discipline. The business processes supporting these value propositions were identified. Interestingly, each organisation’s desired value proposition differs from their current one. ‘Technological integrators’ predominantly rely on new product development (NPD) and Strategy processes, whereas ‘Socialisors’ rely predominantly on Strategy and Customer Relationship processes. Companies can use the findings to better understand their current HVM value proposition and, where necessary, plan their transition to a future desired HVM value proposition.     

Parenting in the Context of Deportation Risk

Nearly 5.1 million children younger than age 18 live with at least one undocumented parent, about 7% of the U.S. child population. Between 2010 and 2013, an estimated 300,000 parents of U.S. citizen children were deported. Raising children in the context of deportation risk increases overall parenting stress for undocumented Latino parents. To investigate this and understand the experience of undocumented parenting, the authors interviewed 70 undocumented parents in two Southwest cities from 2012 to 2013. The authors frame their analysis using the lens of the problem of “illegality.” There are three domains of stressors associated with parenting in the context of deportation risk: trapped parenting, threat of family separation, and altered family processes. The authors discuss these findings in the context of the literature on undocumented families and parenting stress and connect these findings to the current sociopolitical context experienced by Latino families in the United States .     

Model selection for Lévy measures in diffusion processes with jumps from discrete observations

We deal with parametric inference and selection problems for jump components in discretely observed diffusion processes with jumps. We prepare several competing parametric models for the Lévy measure that might be misspecified, and select the best model from the aspect of information criteria. We construct quasi-information criteria (QIC), which are approximations of the information criteria based on continuous observations.     

Communicative Correlates of Satisfaction,Family Identity,and Group Salience in Multiracial/Ethnic Families

Guided by the Common Ingroup Identity Model ( S. L. Gaertner & J. F. Dovidio, 2000 ) and Communication Accommodation Theory ( C. Shepard, H. Giles, & B. A. LePoire, 2001 ), we examined the role of identity accommodation, supportive communication, and self‐disclosure in predicting relational satisfaction, shared family identity, and group salience in multiracial/ethnic families. Additionally, we analyzed the association between group salience and relational outcomes as well as the moderating roles of multiracial/ethnic identity and marital status. Individuals who have parents from different racial/ethnic groups were invited to complete questionnaires on their family experiences. Participants (N = 139) answered questions about relationships with mothers, fathers, and grandparents. The results of the multilevel modeling analyses are discussed in terms of implications for understanding multiracial/ethnic families and family functioning.