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Statistical Inference with Fractional Brownian Motion   总被引:3,自引:1,他引:2  
We give a test between two complex hypothesis; namely we test whether a fractional Brownian motion (fBm) has a linear trend against a certain non-linear trend. We study some related questions, like goodness-of-fit test and volatility estimation in these models.  相似文献   
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Hydrophosphoryl nucleophilic agents add to the CN bond of N-sulfonyltrichloroacetimidoylphosphonates to give unstable C,C-diphosphorylated adducts, which undergo competitive 1,2-C → N phosphorotropic rearrangement and dehydrochlorination with the formation of aza-Perkow reaction products, C,N-diphosphorylated dichlorovinylsulfonamides. This is the first reliably identified case of an aza-Perkow transformation for acid phosphites and their initial nucleophilic attack at the C atom of the azomethine bond in the aza-substrates.  相似文献   
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The dimerization of tetratolyl- and tetratosyl-urea derivatives 1 and 2, derived from a tetrapentoxy calix[4]arene in the cone conformation and of the corresponding tetra-urea derivatives 3 and 4, in which the cone conformation is rigidified by the two crown-3 tethers, have been studied. All six possible equimolar mixtures were examined by 1H NMR using CDCl3 and CD2Cl2 as solvents. While no heterodimers are found for the combinations 1/3 and 2/4 in either solvent, all remaining combinations lead to the (exclusive) formation of heterodimers in CD2Cl2. In CDCl3 heterodimers are only observed for the combinations of 3 with 2 or 4. These results are discussed in terms of entropic and enthalpic contributions and compared with MD-simulations in a box of chloroform solvent molecules.  相似文献   
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Wide rim tetraurea calix[4]arenes monofunctionalized at the narrow rim by COOH or NH2 have been synthesized in five steps from t-butylcalix[4]arene tripropylether. Their covalent linkage via the narrow rim to a central calix[4]arene fixed in the 1,3-alternate conformation led to pentacalix[4]arenes 9 bearing four tetraurea derivatives in the cone conformation in a flexible tetrahedral arrangement. Their self-assembly via the formation of hydrogen bonded dimeric capsules has been studied under different conditions. A fourfold heterodimerisation of tetrakis-tetraurea derivatives of type 9 with tetratosylurea 10 has been confirmed by 1H NMR-spectroscopy and dynamic light scattering.  相似文献   
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The paper deals with constructing the asymptotic solution to the singularly perturbed Korteweg–de Vries equation with variable coefficients. The notion of an asymptotic multiphase Σ-solution is proposed, and an algorithm of its construction in a neighborhood of the point t = 0 is given. Some theorems concerning the exactness, with which such local asymptotic solution satisfies the equation under study are proved.  相似文献   
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Methods for decision-making formalization at all stages of drilling process have been developed. They include methods for efficient use of drilling fluids with grounded technological parameters, prediction of troubles during drilling process and construction of optimal well profiles. Software implementing them makes it possible to optimize drilling parameters, improve tailing-in quality and in general to increase technical and economic indices of drilling. Use of parallel computations allows reducing time of computations and increasing their accuracy.  相似文献   
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