On the estimation of non linear functions in stochastic volatility models

Abstract

This paper focuses on the inference of suitable generally non linear functions in stochastic volatility models. In this context, in order to estimate the variance of the proposed estimators, a moving block bootstrap (MBB) approach is suggested and discussed. Under mild assumptions, we show that the MBB procedure is weakly consistent. Moreover, a methodology to choose the optimal length block in the MBB is proposed. Some examples and simulations on the model are also made to show the performance of the proposed procedure.     

Visualization of generalized mean estimators using auxiliary information in survey sampling

Abstract

The mean estimators with ratio depend on multiple auxiliary variables and unknown parameters in a finite population setting. We propose a new generalized approach with matrices for modeling the mutivariate mean estimators with two auxiliary variables. Our approach brings naturally a graphical analysis for comparing mean estimators.     

The residual effect of a growth-decay mechanism and the distributions of covariance structures

The product of two independent or dependent scalar normal variables, sums of products, sample covariances, and general bilinear forms are considered. Their distributions are shown to belong to a class called generalized Laplacian. A growth-decay mechanism is also shown to produce such a generalized Laplacian. Sets of necessary and sufficient conditions are derived for bilinear forms to belong to this class. As a generalization, the distributions of rectangular matrices associated with multivariate normal random vectors are also discussed.     

缩小城乡差距统筹城乡发展问题研究

笔者系统总结了我国城乡差距、城乡关系失调的具体表现,并进一步分析了城乡发展差距过大对国民经济和社会发展的影响以及统筹城乡发展的现实意义,继而从改革城乡分治的管理体制,加快城镇化进程,推动城乡联动的工业化路线等方面提出了统筹城乡发展的对策建议。     

社会民主主义复兴的两种模式比较

20世纪90年代在社会民主主义复兴的过程中,英国和法国由于竞选方式、政策策略等一系列方面存在显著差别,被认为是社会民主主义复兴的两种典型模式,对英国道路与法国道路的相同之处和不同之处进行比较,说明二者存在共同性和差异性的原因。     

同质异趣色彩纷呈--莫泊桑与欧·亨利短篇小说布局艺术比较

个性是创作的生命。尽管莫泊桑和欧·亨利同是短篇小说大师,都以布局的精致巧妙而著称,但他们在创作上却是各自发挥他们独有的艺术魅力,显示出其独特的创作个性和风格,两人的创作,无论是从情节的设置、结尾艺术,还是叙述方式等方面,在有着外在相似性的同时,还有着内在的相通与相异。     

On Optimality of Bayesian Wavelet Estimators

Abstract.  We investigate the asymptotic optimality of several Bayesian wavelet estimators, namely, posterior mean, posterior median and Bayes Factor, where the prior imposed on wavelet coefficients is a mixture of a mass function at zero and a Gaussian density. We show that in terms of the mean squared error, for the properly chosen hyperparameters of the prior, all the three resulting Bayesian wavelet estimators achieve optimal minimax rates within any prescribed Besov space     for p  ≥ 2. For 1 ≤  p  < 2, the Bayes Factor is still optimal for (2 s +2)/(2 s +1) ≤  p  < 2 and always outperforms the posterior mean and the posterior median that can achieve only the best possible rates for linear estimators in this case.     

“袖”在中、朝舞蹈作品中运用异同之管见

"袖"舞是东方舞蹈的一大创造."袖"的运用,除延长了人的肢体,大大扩展了身体的表现力外,还通过舞者手臂、手腕、腰腹、身肢等不同力量、不同幅度的运动,使"袖"缭绕空际,变幻着无数的形态,其传情丰富、鲜明,超过了许多表情手段."袖"的徐缓、抑扬、飘忽、回旋所产生的形式美,完全可以把人们引入一个非物质的境界之中,赋予"袖"舞以人文精神内涵和意蕴,展现了"袖"舞的魅力和光环.     

中国心理学史与中国的本土心理学研究之比较

中国的本土心理学和中国心理学史研究既有区别,又有联系。中国的本土心理学以内发性本土化原则为指导,以中国人的心理行为和本土的传统心理学为研究对象,在研究方法上采取多元化的态度。中国心理学史以外在逻辑原则为主导原则,以中国心理学思想为研究对象,形成了系统的研究方法。中国的本土心理学和中国心理学史研究有相同的文化背景和研究价值,这构成了二者契合的前提。中国的本土心理学和中国心理学史可以相互借鉴,共同建构科学的中国心理学。     

从喻体和喻义看英汉比喻的文化差异

比喻性习语在英汉语言中大量存在,但由于两种语言反映的文化不同,使得英汉习语在比喻形象的运用上存在明显差异。文章介绍和比较了三种喻体在各自习语中的使用情况,并提出只有了解和掌握英汉比喻中的这种文化差异,才能在跨文化交际时准确无误地传递隐含在语言里的文化信息。