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排序方式: 共有238条查询结果,搜索用时 15 毫秒
1.
In this paper, we propose an independence test between two time series which is based on permutations. The proposed test can be carried out by means of different common statistics such as Pearson’s chi-square or the likelihood ratio. We also point out why an exact test is necessary. Simulated and real data (return exchange rates between several currencies) reveal the capacity of this test to detect linear and nonlinear dependences.  相似文献   
2.
矿石样品(0.5g)溶于硝酸-盐酸(3+1)混合酸(20mL)中,加硫酸(5mL)并蒸发至冒三氧化硫白烟,冷却后加入盐酸(1+1)溶液70mL,温热至盐类溶解后,用硫酸铜(0.1g)作催化剂,加入次亚磷酸钠至过量约1~2g,使砷(Ⅲ)还原至单体砷析出,过滤。将带有单体砷沉淀的滤纸投入烧杯中,加入过量碘标准溶液使砷溶解。在20g·L-1碳酸氢钠溶液中,用硫代硫酸钠标准溶液滴定过量的碘;根据两标准溶液的消耗量计算样品中砷的含量。应用此方法分析了3个标准样品,所得结果与认定值相符,测定值的相对标准偏差(n=5)在1.5%~2.1%之间。  相似文献   
3.
This paper considers sampled-data based chaos synchronization using observers in the presence of measurement noise for a large class of chaotic systems. We study discretized model of chaotic systems which are perturbed by white noise and employ Lyapunov-like theorems to come up with a simple yet effective observer design. For the choice of observer gain, a suboptimal criterion is obtained in terms of LMI. We present semiglobal as well as global results. The proposed scheme can also be extended for discrete-time chaotic systems. Numerical simulations have been carried out to verify the effectiveness of theoretical results.  相似文献   
4.
研究了一类奇摄动非线性催化抑制系统反应扩散方程.在适当的条件下,首先求出了原问题的外部解,然后利用伸长变量、多重尺度和幂级数展开理论构造出解的形式渐近展开式最后利用微分不等式理论讨论了问题解的一致有效性和渐近性态.  相似文献   
5.
The valuation of convertible bonds with numeraire changes   总被引:1,自引:0,他引:1  
The changes of numeraire can be used as a very powerful mean in pricing contingent claims in the context of a complete market. We apply the method of nurmeraire changes to evaluate convertible bonds when the instantaneous growth and variance of the value of issuer and those of zero-coupon bonds follow a general adapted stochastic process in this paper. A closed-form solution is derived when the instantaneous growth and variance of the value of issuer and those of zero-coupon bonds are deterministic function of time. We also consider a special case when the asset price follows GBM (Geometric Brownian Motion) and interest rate follows Vasicek's model.  相似文献   
6.
利用Copula技术对我国开放式基金市场的投资组合进行了风险分析。为克服传统Copula模型对金融尾部数据刻画能力的不足,建立了半参数的多元Copula-GARCH模型,灵活地对各支基金的边缘分布进行拟合,刻画了开放式基金投资组合的相依结构。并利用基于Copula技术的蒙特卡洛模拟,对投资组合进行了VaR分析,结果证实了所建立模型的可行性和有效性。  相似文献   
7.
    
Nonlinear feedback shift registers (NFSRs) are widely used in stream cipher design as building blocks. The cascade connection of NFSRs, known as an important architecture, has been adopted in Grain family of stream ciphers. In this paper, a new sufficient condition under which an NFSR cannot be decomposed into the cascade connection of two smaller NFSRs is presented, which is easy to be verified from the algebraic normal form (ANF) of the characteristic function. In fact, our results are also applicable to nonsingular Boolean functions, which actually improve a previous research of Rhodes [6] where the characteristic functions of NFSRs cannot be contained.  相似文献   
8.
Near infrared spectroscopy (NIRS) is an emerging, non-invasive, multi-index, simple preparation of sample process analytical technique suitable for cotton quality assessment. Cotton impurities not only affect the quality of seed cotton and lint cotton but also the quality of textiles. These impurities can occur during harvest and in the stage of postharvest handing, especially during pack house operations. In such a global and competitive marketplace, it is necessary to explore rapid, accurate, and precise cotton quality measurement techniques which require less expensive instrumentation, exhibit increased flexibility versatility, and perform both laboratory measurements and non-laboratory (at-line or field) measurements. Some reports have been published on the use of NIRS technology for inspecting cotton impurity contents, micronaire, and cotton fiber quality. This article condenses a representative selection of recent research in order to observe the significant progresses in how NIRS technology is applied to inspection of cotton impurity and cotton fiber. Additionally, the drawbacks and obstacles of NIRS for quality measurement in cotton are summarized and the trends are discussed.  相似文献   
9.
Using the so-called martingale difference correlation (MDC), we propose a novel censored-conditional-quantile screening approach for ultrahigh-dimensional survival data with heterogeneity (which is often present in such data). By incorporating a weighting scheme, this method is a natural extension of MDC-based conditional quantile screening, as considered in Shao and Zhang (2014), to handle ultrahigh-dimensional survival data. The proposed screening procedure has a sure-screening property under certain technical conditions and an excellent capability of detecting the nonlinear relationship between independent and censored dependent variables. Both simulation results and an analysis of real data demonstrate the effectiveness of the new censored conditional quantile-screening procedure.  相似文献   
10.
The connection between APOTP (asymptotic pseudo orbit tracing property) for a continuous map on a compact metric space and that for the shift map on the inverse limit space is investigated. As an application, it is showed that the shift map on Henderson pseudoarc has APOTP.  相似文献   
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