线性过程的强逼近和重对数律

本文讨论由独立同分布随机变量列产生的线性过程的泛函型重对数律和强逼近, 同时又给出由NA随机变量列产生的线性过程的重对数律.     

相依序列加权和的几乎处处中心极限定理

该文讨论了非平稳负(正)相依序列加权和的几乎处处中心极限定理,改进并推广了相依序列几乎处处中心极限定理的相关结果.     

Empirical Likelihood Inference for AR（p） Model

In this article we study the empirical likelihood inference for AR（p） model. We propose the moment restrictions, by which we get the empirical likelihood estimator of the model parametric, and we also propose an empirical log-likelihood ratio base on this estimator. Our result shows that the EL estimator is asymptotically normal, and the empirical log-likelihood ratio is proved to be asymptotically standard chi-squared.     

Parameter Estimation for the NEAR（p） Model

As to the acronym NEAR(p), it means "New Exponential Autoregressive Process of order p". The NEAR(p) model is denned by where α0,α1,α2… are non-negative and sum to unity, and the residual sequence{εt} is defined as where q1, q2, … , qp+1 are non-negative and sum to unity, and {Et} is an independent and identically distributed (i.i.d.) sequence of standard exponential variants. Chan showed necessary and sufficient conditions for the existence of a stationary and ergodic NEAR(p) model.     

高功率AlGaAs/GaAs单量子阱远结激光器及其老化特性

为了提高器件的可靠性和使用寿命,设计并研制了一种将p-n结和有源层分开的高功率AlGaAs／GaAs单量子阱远异质结(SQW-RJH)激光器,发射波长为808nm,腔长900μm,条宽100μm,其外延结构与通常的808nm AlGaAs／GaAs单量子阱半导体激光器的结构不同,在p-n结和有源区间多了一层p型AlGaAs层,其厚度约为0．1μm。为减小衬底表面位错对外延层质量的影响,在n^ -GaAs衬底和n-Al0．5Ga0．5As下包层间加一层n^ -GaAs缓冲层。对器件进行了电导数测试及恒流电老化实验。与常规AlGaAs／GaAs大功率半导体激光器相比,远结大功率半导体激光器具有阈值电流Ith偏大、导通电压Vth偏高的直流特性。3000h的恒流电老化结果表明,器件在老化初期表现出阈值电流随老化时间缓慢下降,输出功率随老化时间缓慢上升的远结特性。     

刻度参数同变估计类￡_2中估计的ε-稳定性

本文在平方损失函数下,考虑了刻度参数的最小风险同变估计Tn有关的一般同变估计类￡2=Tn[1+(∑in=1X2i)-12∑in=1ci|Xi|],ci 0中估计的ε-稳定性,同时也对正态分布中刻度参数σ的估计的ε-稳定性作了细致的讨论。     

随机利率下期权定价的探讨

利用Ho-Lee和Vasicek模型的简化形式推导出了Black-Scholes假设下的随机利率欧式期权定价公式,对无风险利率是常数的期权定价模型进行扩展,并与一般情况进行了分析与比较。     

由ALNQD序列生成的移动平均过程的大数定律及重对数律的精确渐近性

In this paper,we discuss the precise asymptotics of moving-average process Xt =∞∑j=0 ajεt-j under some suitable conditions,where {εt,t ∈ Z} is a sequence of stationary ALNQD randomvariables with mean zeros and finite variances.