对数似然比与整值随机变量序列的一类强律

本文引进对数似然比作为整值随机变量序列相对于服从几何分布的独立随机变量序列的偏差的一种度量,并通过限制对数似然比给出了样本空间的一个子集.在此子集上得到了一类用不等式表示的强律,其中包含整值随机变量序列与相对熵密度及几何分布的熵函数有关的若干极限性质.     

A geometric theory forL 2-stability of the inverse problem in a one-dimensional elliptic equation from anH 1-observation

This study provides a stability theory for the nonlinear least-squares formulation of estimating the diffusion coefficient in a two-point boundary-value problem from an error-corrupted observation of the state variable. It is based on analysing the projection of the observation on the nonconvex attainable set.This research was started while G. Chavent visited the Technical University of Graz. Support through the Steiermaerkische Landesregierung is gratefully acknowledged.     

BAHADUR ASYMPTOTIC EFFICIENCY IN A SEMIPARAMETRIC REGRESSION MODEL

ＢＡＨＡＤＵＲＡＳＹＭＰＴＯＴＩＣＥＦＦＩＣＩＥＮＣＹＩＮＡＳＥＭＩＰＡＲＡＭＥＴＲＩＣＲＥＧＲＥＳＳＩＯＮＭＯＤＥＬ￥ＬＩＡＮＧＨＵＡ；ＣＨＥＮＧＰＩＮＧＡｂｓｔｒａｃｔ：ＴｈｅａｕｔｈｏｒＳｇｉｖｅＭＬＥθ１ＭＬｏｆθ１ｉｎｔｈｅｍｏｄｅｌＹ＝θ...     

上市公司高管薪酬和企业业绩关系研究

本运用我国生物医药上市公司的经验数据考察高管薪酬与企业业绩的关系问题。研究的结果表明高管薪酬水平与企业业绩显正相关，高管团队内的薪酬差距也与企业业绩显正相关，而高管持股则与企业业绩负相关，在统计上不显。因此章建议企业应该考虑股权激励的成本和效果，改善股权激励制度。研究还表明企业追求的目标是规模最大化而不是股东净资产收益率最大化。     

一类三参数混沌动力学系统模型及其在经济增长研究中的应用

从非线性自回归模型Xt+1=-αXtλ+1+βXt+γ出发,通过变量替换Xt=aYt,推出三参数混沌动力学系统模型Yt+1=kYt(1-Ytλ)+c;采用线性回归与非线性回归相结合的改进的混合法,对模型参数作了估计;实际研究表明,该模型可以用于对国内生产总值GDP增长的研究.     

Vehicle density and velocity estimation on highways for on-ramp metering control

A scheme for vehicle density and velocity estimation in a stretch of highway based on a modified cell transmission model [C. F. Daganzo, Transportation Research, Part B, 28B(4),269–287, 1994. Elsevier is presented. The scheme is intended for use with on-ramp metering control algorithms, providing local knowledge of densities and velocities that is helpful to improve on-ramp metering control performance. Estimation of density is obtained by nonlinear estimators, while velocity estimation is obtained by gradient algorithms. There is one density–velocity estimator for free traffic flow and other for congested traffic flow. Both estimator schemes work in parallel. The final estimation of density and velocity results from a convex combination of the predictions of the two estimators. This combination depends on occupancy or density measurements at the boundaries of the stretch and is produced by a fuzzy inference system. Stability and convergence of the density and velocity estimation scheme is proved by Lyapunov based techniques. Simulation results comparing measured and estimated traffic data are presented. They confirm good performance of the estimators. Research sponsored by grants UNAM PAPIIT IN110403 and CONACYT 47583.     

Semiparametric estimation of the long-range parameter

We study two estimators of the long-range parameter of a covariance stationary linear process. We show that one of the estimators achieve the optimal semiparametric rate of convergence, whereas the other has a rate of convergence as close as desired to the optimal rate. Moreover, we show that the estimators are asymptotically normal with a variance, which does not depend on any unknown parameter, smaller than others suggested in the literature. Finally, a small Monte Carlo study is included to illustrate the finite sample relative performance of our estimators compared to other suggested semiparametric estimators. More specifically, the Monte-Carlo experiment shows the superiority of the proposed estimators in terms of the Mean Squared Error. The first author research was funded by the Economic and Social Research Council (ESRC) reference number: R000238212. The second author research was funded by the Ministry of Education, Culture, Sports and Technology of Japan, reference number: 09CE2002 and B(2)10202202.     

中国银行间拆借利率扩散模型的极大拟似然估计

本文用极大拟似然估计法估计了中国银行间市场七天拆借利率扩散模型的参数。并用自助法对众多不同的模型进行了广义拟似然比检验。结论表明:中国货币市场利率具有均值回复效应:利率敏感系数γ值为1.421265,对利率水平具有较高敏感性。     

H1弱拓扑中GBBM方程整体吸引子的存在性

文章讨论无界区域上GBBM方程的Cauchy问题,对方程的解进行了先验估计,并证明了在H1弱拓扑中整体吸引子的存在性.     

Clustering Effect on the Statistical Estimation Accuracy of Distribution Density

The paper is devoted to statistical nonparametric estimation of multivariate distribution density. The influence of data pre-clustering on the estimation accuracy of multimodal density is analyzed by means of the Monte Carlo method. It is shown that the soft clustering is more advantageous than the hard one. While a moderate increase in the number of clusters also increases the calculation time, it considerably reduces the estimation error.