正项级数敛散性的一个判别法

基于正项级数的比较判别法和p-级数的敛散性,给出一个与D’Alembert判别法和Cauchy判别法平行的判别正项级数敛散性的方法.并通过实例对所给判别法的可行性进行检验,发现它是已有方法的一个有效补充.     

正项级数Kummer判别法的一个推广及其应用

本文给出并证明了正项级数 Kum mer判别法的一个推广 ,在更一般的意义下讨论了通常的正项级数判别法 ,扩大了原来的判别法判断敛散性的范围 .     

广义拉贝判别法

利用P-级数作为比较级数给出了一个判定级数收敛的广义拉贝判别法.对于给定的例子,说明该判别方法非常方便有效.另外,也从其它方面讨论了拉贝判别法的改进方法.     

Cauchy判别法的推广

以正项级数的比较判别法为基础,得到判别正项级数敛散性的两个判别方法,它可以作为Cauchy判别法对正项级数∑u_n,(u_n0),ρ=(?)u_n~(n/1)当ρ=1失效时的一个补充,把它称为Cauchy判别法的推广.     

正项级数收敛性的一种新的判别法

将正项级数收敛性的 D′Alembert比值判别法和 Cauchy根值判法的数学思想融合到一起 ,利用正项级数的比较判别法和级数的某些基本性质 ,给出了正项级数收敛性的一种新的判别法 ,暂时称之为 Z-判别法 .     

拟Raabe判别法与拟对数判别法的强弱关系

拟Raabe判别法是新近提出的关于正项级数收敛性的一种比较细致的判别法.对通项递减的正项级数来说,此判别法强于传统的Raabe判别法与Gauss判别法.通过对拟Raabe判别法与另一个细致的判别法——拟对数判别法强弱关系的探讨,得出了后一判别法强于前者的结论.     

正项级数的D—C判别法

本将正项级数的比值审敛法（达朗贝尔D'Alembert判别法）和根值审敛法（柯西Cauchy判别法）结合起来，得到正项级数的一个新的审敛法，且称之为D－C判别法。     

仿射框架的新准则

仿射框架是小波理论中很基本的概念.熟知的关于仿射框架的Daubechies判别法引用了由绝对值| (ajω) (ajω lT)|算出的量来作判别.在本文建立的新判别法中引用了由(ajω) (ajω lT)的适当组合的代数和算出的量来作判别.当为偶函数时,新的判别法优于Daubechies判别法.     

仿射框架的新准则

仿射框架是小波理论中很基本的概念.熟知的关于仿射框架的Daubechies判别法引用了由绝对值|ψ(ajω)ψ(ajω+lT)|算出的量来作判别.在本文建立的新判别法中引用了由ψ(ajω)ψ(ajω+lT)的适当组合的代数和算出的量来作判别.当ψ为偶函数时,新的判别法优于Daubechies判别法.     

正项级数的Raabe对数判别法

在正项级数敛散性Raabe判别法和第一对数判别法的基础上,以P-级数作为比较标准,讨论了第二对数判别法,并且证明了Raabe判别法和第二对数判别法的等价性.     

A note on diagonal dominance,Schur complements and some classes of <Emphasis Type="Italic">H</Emphasis>-matrices and <Emphasis Type="Italic">P</Emphasis>-matrices

In this note, an error on the proof of an important Theorem in a recent article by Peña (Adv. Comput. Math. 35, 357–373, 2011) is pointed out by a numerical counter example. Then a new proof for the corresponding result is presented.     

多元分布下单边备择假设的两步检验

x~2检验是熟知的拟合优度检验.它适用于任意的备择假设,尤其是适用于一般的备择假设"H_0不真"的情况.但是,当备择假设是一个单边假设时,x~2检验没有用到单边假设所提供的信息.因此,一个充分利用单边备择假设信息的检验是有可能优于传统的x~2检验的.本文就是利用单边备择假设的信息给出了一个两步检验,并通过一个例子,详细介绍了两步检验法的实施,说明了其应用.     

厚尾金融时间序列的贝叶斯单位根检验

在金融时间序列分析中,单位根检验是一个相当重要的研究问题。对于数据生成过程为自回归的厚尾金融时序数据,古典的ADF单位根检验统计量应用非常困难。本文则在贝叶斯框架下,发展了检验带有未知自由度厚尾t分布的自回归金融时间序列单位根的贝叶斯方法。蒙特卡罗模拟结果显示本文发展的方法能够取得好的检验功效。最后,用万科地产月度历史收益数据来演示了本文发展的方法。     

The Order of the Error Term for Moments of the Log Likelihood Ratio Unit Root Test in an Autoregressive Process

This paper investigates the asymptotics of the log likelihood ratio test for a unit root in an autoregressive (AR) process of general order. The main result is that the expectation and variance (in fact, all moments) of the test statistic may, to the order of T-1, where T is the number of observations, be approximated by the expectation and variance of the corresponding test in an AR(1) process. This result has obvious implications for the asymptotics of unit root tests for panels. An explicit formula for the approximation error of a test in an AR(2) process is also given.     

利用非参数方法对上海股市周末效应的研究

本文首先利用基本统计分析和Kolmogorov -Smirnov检验发现沪市指数收益率不服从正态分布 ,随后利用了K -W检验考察周末效应的存在性 ,利用M -W检验考察周末效应的模式 ,最后利用了Levene检验来对收益率序列的方差进行分析 ,得出上海股市存在“二、五”效应的结论。并从结算制度、信息流的影响、信息披露制度等方面分析了成因。     

A note on self-normalized Dickey-Fuller test for unit root in autoregressive time series with GARCH errors

In this article, the unit root test for AR（p） model with GARCH errors is considered. The Dickey-Fuller test statistics are rewritten in the form of self-normalized sums, and the asymptotic distribution of the test statistics is derived under the weak conditions.     

A Note on Donaldson＇s ＂Tamed to Compatible＂, Question

Recently, Tedi Draghici and Weiyi Zhang studied Donaldson＇s ＂tamed to compatible＂ question （Draghici T, Zhang W. A note on exact forms on almost complex manifolds, arXiv： 1111. 7287vl [math. SC]. Submitted on 30 Nov. 2011）. That is, for a compact almost complex 4-manifold whose almost complex structure is tamed by a symplectic form, is there a symplectic form compatible with this almost complex structure？ They got several equivalent forms of this problem by studying the space of exact forms on such a manifold. With these equivalent forms, they proved a result which can be thought as a further partial answer to Donaldson＇s question in dimension 4. In this note, we give another simpler proof of their result.     

随机波动率模型下的单位根检验及对我国股市的实证研究

判断股市收益率波动的持续性问题通常归结为检验波动过程中是否存在着单位根。针对传统的单位根检验方法功效偏低,且检验的真实显著性水平容易失真的问题,本文采用随机波动率模型并利用改进的PP检验、KPSS检验,以及SIMEX检验方法对中国上证综合指数进行了实证研究.三种检验方法的结果都表明,股权分置改革后的上证综指收益率波动过程有单位根,波动呈现出很强的持续性.     

A counterexample to the ``composition conjecture"

In this note we construct a class of counterexamples to the ``composition conjecture" concerning an infinitesimal version of the center problem for the polynomial Abel equation in the complex domain.

     

A Note on Fixed and Minimum Order Quantity Stock Systems

It is often believed that the square root formula called the EOQ only applies to situations where customers demand small quantities at a fairly constant rate. This note shows that essentially the same formula can be derived for "lumpy" customer orders occurring at a variable rate. Also, as the EOQ is derived assuming that a fixed quantity is always ordered for replenishment it does not allow for the over-shoot when customer orders exceed the available stock. This note shows that when the EOQ is large relative to the average customer order the overshoot problem can be ignored. However, when the EOQ is small some tentative results involving exponentially distributed customer order quantities indicate that substantial savings can be made using a "minimum order quantity" policy.