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。     

Conductivity and dielectric properties of sol–gel derived porous zirconia

The 8-mol percentage Y₂O₃-stabilized Porous Zirconia was prepared using sol–gel method. Zirconium oxalate gel was prepared by the addition of appropriate amount of oxalic acid solution into the 1 M aqueous solution of zirconium-oxy chloride. A cubic phase zirconia powder was obtained by calcination and milling of the zirconium oxalate gel. Crystallization temperature was found about 450 °C from the Differential thermal analysis. The phase analysis by X-ray diffraction shows the presence of cubic phase. Pellets sintered at 1,350 °C were highly porous, and the electrical conductivity was found with lower value due to the porosity, and the hardness was about 8.0 GPa. Paper presented at the Third International Conference on Ionic Devices (ICID 2006), Chennai, Tamilnadu, India, Dec. 7–9, 2006.     

Investigation on hexamethyldisilazane vapor treatment of plasma-damaged nanoporous organosilicate films

Hexamethyldisilazane (HMDS) vapor treatment of plasma-damaged nanoporous organosilicate thin films has been studied as a function of treatment temperature in this work. Although, the HMDS vapor treatment facilitated incorporation of methyl (CH₃) groups subsequent to the removal of free hydroxyl (OH) groups in the damaged films at treatment temperature as low as 55 °C, the bonded OH groups were not removed. More significantly, detailed analysis of the results reveals that HMDS vapor modified only the surface of the plasma-damaged samples and not the entire film as expected. This is attributed to the formation of a thin solid layer on the surface, which effectively prevents penetration of HMDS vapors into the bulk. The Fourier transform-infrared (FT-IR) absorption and dielectric constant measurements confirm that the vapor treatment assists only partial curing of the plasma-damaged films. Alternative processes of curing the films with HMDS dissolved in supercritical carbon dioxide (SCCO₂) as a medium of reaction in static and pulsed modes were also attempted and the results are presented in this paper.     

用一类特定的双耦合Duffing振子系统检测强色噪声背景中的周期信号

通过分析耦合参数作用、系统所呈现大尺度周期相态的复杂性以及与系统在无噪声条件下状态的比较，得出耦合振子系统的动力学行为比同类单振子系统的复杂，周期相态更稳定、抗噪能力更强.用构造的一类含特定恢复力项双中强度耦合Duffing振子系统检测色噪声背景中的谐波、方波信号，信噪比分别达到-111.0和-108.45dB. 关键词： 特定双耦合 Duffing振子系统 色噪声 周期信号 信噪比     

微扫描技术对光电图像混淆噪声的影响

在分析采样理论和微扫描理论的基础上,引入了一个评价光电成像系统混淆噪声的品质因数,定量地分析了不同模式的微扫描对系统混淆噪声的改善程度。     

Tests of ordered hypotheses in linkage in heredity

The asymptotic null distribution of the likelihood ratio test for two cases of ordered hypotheses in a particular genetic model is considered. A simple iterative process is proposed in order to get the restricted estimates. It is shown that both tests have asymptotically a chi-bar squared distribution and the same size. A simulation study is also conducted in order to compare the usual unrestricted test with the corresponding one of ordered hypotheses. Finally, the results are extended to some special cases.     

Oblique reflection of shock waves from rigid porous materials

A study to determine the general gas dynamic behaviour associated with the impact of a shock wave on a porous wedge has been undertaken. A number of interesting features are noted. The pattern of wave reflection is shown to be significantly affected by the inflow of gas into the wedge. This has the effect of reducing the triple point trajectory angle for cases of Mach reflection and for strongly reducing the reflection angle in regular reflection. The permeability of the wedge has a significant effect on the strength of the reflected wave and in some cases this wave can be attenuated to the extent that it is almost eradicated. Pressure measurements taken under the wedge are characterized by oscillations which are of similar shape, for a given wedge, over a range of shock wave Mach numbers. It is shown that the wave transmitted into the wedge is attenuated to varying degrees depending on the material properties, and that for weak incident waves the mean propagation velocity can be less than the sound speed in the pore fluid. Photographs taken using a specially constructed wedge which allows the transmitted wave to be visualised, show that the transmitted wave is nearly plane.This article was processed using Springer-Verlag T_EX Shock Waves macro package 1.0 and the AMS fonts, developed by the American Mathematical Society.     

总延误问题顺时安排法的性能比

给定一组工件的加工时间与工期，要求确定这些工件在一台机器上的加．工排列，使相应的总延误达到最小，这就是总延误问题．该问题在近年已被证明是NP困难的．由Wilkermn和Irwin（1971），林勋（1983）等所研究的顺时安排法能得到相邻交换意义下的局部解．在本文中，我们进一步证明该算法能得到前移邻域意义下的局部解，并确定了该算法的性能比．     

A bartlett-type adjustment for the likelihood ratio statistic with an ordered alternative

For testing the equality of normal variances with an increasing alternative, under the null hypothesis the likelihood ratio test statistic is asymptotically distributed as a mixture of chi-squared distributions. In this paper a Bartlett-type adjustment is proposed to improve the approximation of the null distribution of the likelihood ratio test statistic with an ordered alternative.     

Reactions of mercury salts with benzo- and tetrafluorobenzobarrelenes

Regiochemistry and stereochemistry of the addition of mercury salts to benzobarrelene and tetrafluorobenzobarrelene have been studied in acetic acid and methanol. The effect of the substrate structure on the regiochemistry of the reaction is discussed.Translated fromIzvestiya Akademii Nauk. Seriya Khimicheskaya, No. 6, pp. 1105–1108, June, 1994.