汉、英连词关系范畴对比

汉、英连词的句法功能虽然相同 ,但从语义功能来看 ,两者在关系范畴的分类上有很大差异。对汉、英连词关系范畴的比较有助于揭示两种不同的语言在体现各种语义关系时的特征     

Correlation properties of continuous-time autoregressive processes delayed by the inverse of the stable subordinator

Abstract

We define the delayed Lévy-driven continuous-time autoregressive process via the inverse of the stable subordinator. We derive correlation structure for the observed non-stationary delayed Lévy-driven continuous-time autoregressive processes of order p, emphasizing low orders, and we show they exhibit long-range dependence property. Distributional properties are discussed as well.     

中古汉语先行主从连词句法位置问题研究

单音节先行主从连词的句法位置主要受＂保持原则＂和＂趋前原则＂影响;而双音节先行主从连词受＂自由原则＂的影响较大,句法位置较为灵活,这与双音节连词的连词身份更为明确有关。     

Saddlepoint approximations for subordinator processes

ABSTRACT

We develop the saddlepoint approximations in obtaining the transition functions for general subordinator processes. We derive explicit expressions of the first- and second-order approximations. Specifically, we consider some particular classes of subordinators including the Poisson processes, the Gamma processes, the α-stable subordinators, and the Poisson random integrals. We test this technique on the Poisson and Gamma processes, which have closed-form transition functions. Outcomes show that the approximate expressions are consistent with the true transition functions. We then use this method to predict transition density functions for the α-stable subordinator processes. Finally, we calculate approximated transition densities for some Poisson random integrations. Numerical analysis shows the perfect ability of the saddlepoint approximations to predict the transition densities of the α-stable processes and the Poisson random integrations.     

汉、英连词在句中的位置比较

对比了汉、英并列连词和从属连词在句中的不同位置 ,对比结果表明 :汉、英并列连词的句位特征是同多异少 ,而汉、英从属连词的句位特征则是异多同少。汉、英连词的这些异同特征有助于加深对汉、英句法结构的认识     

TESTING FOR CONTINUOUS LOCAL MARTINGALES USING THE CROSSING TREE

We present statistical tests for the continuous martingale hypothesis; that is, for whether an observed process is a continuous local martingale, or equivalently a continuous time‐changed Brownian motion. Our technique is based on the concept of the crossing tree. Simulation experiments are used to assess the power of the tests, which is generally higher than that of recently proposed tests using the estimated quadratic variation (i.e. realized volatility). In particular, the crossing tree shows significantly higher power with shorter data sets. We then show results from applying the methodology to five high‐frequency currency exchange rate data sets from 2003. For four of them we show that at small time‐scales (less than 15 minutes or so) the continuous martingale hypothesis is rejected, but not so at larger time‐scales. For the fifth, the hypothesis is rejected at small time‐scales and at some moderate time‐scales, but not all.