ARMA模型阶的识别：特征根方法

文献[1]中和用与高阶样本自协方差阵R=(r(p_0 i-j))_(1≤i,j≤p_0)(其中r(k)是样本自协方差函数)有关的对称矩阵R·R~(?)的特征根给出自回归模型AR(p_0)阶p_0的强相合估计.这种定阶方法的优点是计算简便.本文将此方法推广到自回归滑动平均模型ARMA(p_0,q_0),并称此方法为特征根方法.     

杭州大学一九八三年攻读硕士学位研究生入学考试试题

1.给定函数f∈C~2[a,b]和分划a=x_0相似文献   

中心对称本原矩阵的k点指数集

Let G = (V, E) be a primitive digraph. The vertex exponent of G at a vertex v ∈ V, denoted by expG(v), is the least integer p such that there is a v → u walk of length p for each u ∈ V. We choose to order the vertices of G in the k-point exponent of G and is denoted by expG(k), 1 ≤ k ≤ n. We define the k-point exponent set E(n, k) := {expG(k)| G = G(A) with A ∈ CSP(n)}, where CSP(n) is the set of all n × n central symmetric primitive matrices and G(A) is the associated graph of the matrix A. In this paper, we describe E(n,k) for all n, k with 1 ≤ k ≤ n except n ≡ 1(mod 2) and 1 ≤ k ≤ n - 4. We also characterize the extremal graphs when k = 1.     

关于多项式系数的整除性

设 n是正整数 ,k1 ,k2 ,… ,ks 是适合 k1 +k2 +… +ks=n的非负整数 ,正整数 nk1 k2 … ks=n!k1 !k2 !… ks!称为多项式系数 .本文讨论了当n=a0 +a1 p+a2 p2 +… +arpr ,其中 p为素数且 p≤ n,0≤ ai相似文献   

单位上三角矩阵群的注记(Ⅲ)

设k_(ij)(1≤ij≤n)是给定的正整数,分别记G={ (1 k12a12…k1na1n 0 1…k2na2n…… 0 0…1 )|aij∈Z},R={ (0 k12a12…k1na1n……0 0…k2na2n 0 0…1 )|aij∈Z},本文证明:当G成群且G的上、下中心群列重合时,其相伴Lie环L(G)与Lie环R同构,其中R的Lie积定义为[A,B]=AB-BA.即得到了此时L(G)的矩阵表示.     

On Some Cycles in Wenger Graphs

Let p be a prime,q be a power of p,and let Fq be the field of q elements.For any positive integer n,the Wenger graph Wn(q)is defined as follows:it is a bipartite graph with the vertex partitions being two copies of the(n+1)-dimensional vector space Fq^n+1,and two vertices p=(p(1),…,p(n+1))and l=[l(1),…,l(n+1)]being adjacent if p(i)+l(i)=p(1)l(1)i-1,for all i=2,3,…,n+1.In 2008,Shao,He and Shan showed that for n≥2,Wn(q)contains a cycle of length 2 k where 4≤k≤2 p and k≠5.In this paper we extend their results by showing that(i)for n≥2 and p≥3,Wn(q)contains cycles of length 2k,where 4≤k≤4 p+1 and k≠5;(ii)for q≥5,0相似文献   

On Growth of Polynomials with Restricted Zeros

Let P(z) be a polynomial of degree n which does not vanish in |z| k, k ≥ 1.It is known that for each 0 ≤ s n and 1 ≤ R ≤ k,M (P~(s), R )≤( 1/(R~s+ k~s))[{d~((s)/dx(s))(1+x~n)}_(x=1)]((R+k)/(1+k))~nM(P,1).In this paper, we obtain certain extensions and refinements of this inequality by involving binomial coefficients and some of the coefficients of the polynomial P(z).     

关于循环环的零因子、零化子以及单位群的结构

研究了循环环的零因子、零化子以及单位群的结构,得到的主要结论有:1)若R为无限循环非零乘环,则有R_0=φ,Z(R)=0;又设R=a,a~2=ka(k∈Z,k≠0),若|k|=1,则R~*={a,-a};若|k| 1,则R~*=φ.2)设n( 1)阶循环环R=a,a~2=ka(k∈Z,0 k n), i)如果(k,n)≠1,则有R_0=R-{0}, Z(R)=n/(k,n)a,|Z(R)|=(k,n),R~*=φ; ii)如果(k,n)=1,则有R_0={sa|0sn,(s,n)≠1},Z(R)=0, R~*={sa|0 s n,(s,n)=1},|R~*|=φ(n);并且R~*是循环群的充要条件是:(k,n)=1,且n等于2,4,p~α或2p~α(p是奇质数).最后,给出了上述主要结论的一个应用.     

The k-point Exponent Set of Primitive Digraphs with Girth 2

Let D =(V,E)be a primitive digraph.The vertex exponent of D at a vertex v∈V,denoted by exPD(V),is the least integer p such that there is a v→u walk of length p for each u∈V.Following Brualdi and Liu,we order the vertices of D so that exPD(v_1)≤exPD(v_2)≤…≤exPD(v_n).Then exPD(v_k)is called the k- point exponent of D and is denoted by exP_D(k),1≤k≤n.In this paper we define e(n,k):=max{exp_D(k)|D∈PD(n,2)} and E(n,k):= {expD(k)|D∈PD(n,2)},where PD(n,2)is the set of all primitive digraphs of order n with girth 2.We completely determine e(n,k)and E(n,k)for all n,k with n≥3 and 1≤k≤n.     

Boundedness of Solutions for Duffing Equation with Low Regularity in Time

It is shown that all solutions are bounded for Duffing equation x+ x~(2n+1)+2∑i=nPj(t)x~j= 0, provided that for each n + 1 ≤ j ≤ 2 n, P_j ∈ C~y(T~1) with γ 1-1/n and for each j with 0 ≤ j ≤ n, Pj ∈ L(T~1) where T~1= R/Z.     

带随机量测噪声的线性系统的初始状态马尔柯夫估计的均方收敛性

一、引言设线性离散系统X(k+1)=GX(k),Y(k)=CX(k)+V(k) (1.1)式中 G,C 分别为 n×n,m×n 常阵,且 G 为非奇异阵,V(k)为 m×1量测噪声矢量,{V(k)}为平稳白噪声序列,即     

环形空腔自然对流数值计算的误差估计(Ⅱ)

在研究环形空腔自然对流中,有如下的非线性椭圆-抛物耦合的Boussineq方程组初边值问题:     

解浅水方程离散化线性方程组的PEk方法

定义于球面的浅水方程能够很好地描述浅齐次的不可压缩非黏滞流体层的性状,它在全球大气模型、海洋数字模型和天气预报的数值计算中都有广泛的应用,浅水方程的一般形式如下：     

关于Gauss-Seidel迭代收敛的新判据

本文给出了Gauss-seidel迭代收敛的两则判据及相应敛速估计,一是改进,包括了前人的结果,另一是新的工作。所给判据比目前常用的判据,应用范围广,敛速估计精。     

伽玛分布族参数的经验Bayes双边检验的收敛速度:NA样本情形

本文研究了NA样本情形下,伽玛分布族形状参数的经验Bayes(EB)双边检验问题.利用概率密度函数的核估计,构造了参数的经验Bayes检验函数,并在适当的条件下,证明了所提出的经验Bayes检验函数的渐近取优(a.o.)性,获得了其收敛速度.     

Divergence of the stationary Kalman filter for correct and for incorrect noise variances

The convergence properties of the estimation error covariancefor the Kalman filter are analysed. Criteria are derived forconvergence or divergence of the estimation error if the time-invariantKalman filter is used, possibly designed for incorrect noisedata. The analysis uses recently developed convergence resultsfor the solution of the matrix Riccati differential equation.     

关于一类遗传算法收敛速度的研究

遗传算法收敛速度的研究是进化计算领域中一个复杂而重要的问题,但是有关收敛速度的研究结果还相对较少．目前有关遗传算法的收敛速度的结果可分为两类,一类是利用Doeblin条件来估计,但其结论中含有需要进一步估计的常量;另一类是利用状态转移矩阵的特征值来估计,然而同样需要进一步恰当地估计特征值的大小．本文首先给出一类遗传算法的框架,讨论了其全局收敛性,并且利用马尔可夫链的性质,估计了这类遗传算法的收敛速度．     

ON THE PROBLEM OF BEST CONVERGENCE RATES OF DENSITY ESTIMATES

Let X_1,…,X_n be iid samples drawn from an m-dimensional population with a probabilitydensity f,belonging to the family C_(ka),i.e.the family of all densities whose partialderivatives of order k are bounded by a.It is desired to estimate the value of f at somepredetermined point a,for example a=0.Farrell obtained some results concerning the bestpossible convergence rates for all estimator sequence,from which it follows,for example,thatthere exists no estimator sequence{γ_n(0)=γ_n(X_1,…,X_n,0)}such that(?)E_f[γ_n(0)-f(0)]~2=o(n~(-2k/(2k m))).This article pursues this problem further and proves that there existsno estimator sequence{γ_n(0)}such thatn~(-k/(2k m))(γ_n(0)-f(0))(?)0,for each f∈C_(ka),where(?)denotes convergence in probability.     

预条件同时置换(PSD)迭代法的收敛性分析

1引言求解线性方程组Ax=6,(1.1)其中A∈R~(n×n)非奇异阵且对角元非零,x,b∈R~n,x未知,b已知.不失一般性,我们假设A=I-L-U,(1.2)其中L,U分别为A的严格下和上三角矩阵,相应的Jacobi迭代矩阵为B=L U.(1.3)若Q是非奇异阵且Q~(-1)易计算,于是(1.1)可以变成     

美式看跌期权定价问题的修正C-N格式求解

1 引言 期权是最重要的金融衍生工具之一,是一种客观的选择权,它赋予其购买者一种在规定期限内按交易双方约定的价格(敲定价)购买或出售一定数量的某种金融资产的权利.