Asymptotic Properties of Quasi-Maximum Likelihood Estimators for ARMA Models with Time-Dependent Coefficients

For about thirty years, time series models with time-dependent coefficients have sometimes been considered as an alternative to models with constant coefficients or non-linear models. Analysis based on models with time-dependent models has long suffered from the absence of an asymptotic theory except in very special cases. The purpose of this paper is to provide such a theory without using a locally stationary spectral representation and time rescaling. We consider autoregressive-moving average (ARMA) models with time-dependent coefficients and a heteroscedastic innovation process. The coefficients and the innovation variance are deterministic functions of time which depend on a finite number of parameters. These parameters are estimated by maximising the Gaussian likelihood function. Deriving conditions for consistency and asymptotic normality and obtaining the asymptotic covariance matrix are done using some assumptions on the functions of time in order to attenuate non-stationarity, mild assumptions for the distribution of the innovations, and also a kind of mixing condition. Theorems from the theory of martingales and mixtingales are used. Some simulation results are given and both theoretical and practical examples are treated. Received 2004; Final version 23 December 2004     

关于Tchebycheff—Fourier级数的（H,λ）平均的逼近

我们定义了（Ｈ，λ）求和法，它含有（Ｎ，ｐｎ），（Ｒ＾ｒｎ）和（Ｖｍｎ）求和法。讨论了函数ｆ（ｘ）∈Ｃ＾ｒ［－１，１］（ｒ∈Ｎ０）以及ｆ（ｘ）∈Ｗ＾ｒＨ＾ａ（ｒ∈Ｎ０，０＜ａ＜１）的切比晓夫－富里埃级数的逼近阶。     

Multivariate calibration of near infrared spectra by orthogonal WAVElet correction using a genetic algorithm

Orthogonal WAVElet correction (OWAVEC) is a pre-processing method aimed at simultaneously accomplishing two essential needs in multivariate calibration, signal correction and data compression, by combining the application of an orthogonal signal correction algorithm to remove information unrelated to a certain response with the great potential that wavelet analysis has shown for signal processing. In the previous version of the OWAVEC method, once the wavelet coefficients matrix had been computed from NIR spectra and deflated from irrelevant information in the orthogonalization step, effective data compression was achieved by selecting those largest correlation/variance wavelet coefficients serving as the basis for the development of a reliable regression model. This paper presents an evolution of the OWAVEC method, maintaining the first two stages in its application procedure (wavelet signal decomposition and direct orthogonalization) intact but incorporating genetic algorithms as a wavelet coefficients selection method to perform data compression and to improve the quality of the regression models developed later. Several specific applications dealing with diverse NIR regression problems are analyzed to evaluate the actual performance of the new OWAVEC method. Results provided by OWAVEC are also compared with those obtained with original data and with other orthogonal signal correction methods.     

太阳CO 4.6微米红外成像观测

太阳红外光谱中蕴含着丰富的物理信息,其中CO 4.6μm波段是具有代表性的分子谱带,其形成于温度极小区附近,对研究太阳物理具有极其重要的意义。为获得CO 4.6μm波段太阳单色像,本文建立了一套全反射太阳红外成像观测系统。该系统采用定天镜跟踪引光,通过成像反射镜将太阳成像于3~5μm波段红外相机的焦平面上,该相机采用的是国产HgCdTe焦平面阵列器件。同时,为提高信噪比,提出了一种有效计算平场提取观测目标的方法,并利用该方法获得了CO 4.6μm波段的太阳单色像。     

Copolymer of Di (methacryloyloxymethyl) naphthalene and divinylbenzene as a column packing for high-performance liquid chromatography

Summary A new porous polyaromatic ester packing was synthetized for high performance liquid chromatography. The relationship between retention and chain length of the members of homologous series of alkylbenzenes, N-alkylanilines, alkylarylethers, alkylbenzoates and alkylarylketones on this new stationary phase using different eluents was investigated. Using the alkylarylketone scale the retention indices of the homologues and test compounds were calculated. The results were compared with those obtained for poly (styrene-divinylbenzene) polymers. For both types of packing the first members of each homologous series gave non-linear behaviour. The methylene group index increments are different for the studied homologous series; thus there is no simple additivity of the retention indices. The efficiency of the porous polymeric columns is a function of the capacity factor of the solute and the organic component of the eluent.     

A Novel Preprocessing Algorithm for Three-Way HPLC Data

Orthogonal signal correction (OSC) was a data preprocessing algorithm. It ensured that the filtered information was irrelevant to concentration data while using it to filter the noise from the original data. This paper extended the OSC application range from two-way data to three-way data. Two drug data sets, Enoxacin, Norfloxacin, Ciprofloxacin and Betamethasone, cortisone acetate, prednisone acetate, showed that the application of the OSC algorithm to three-way HPLC data was feasible and needed further research.     

X-射线荧光分析散射幂函数法原理及其应用I·RhKα相干散射平方法

本文发现6~40号元素对能量为20keV的X_射线的质量吸收系数和质量相干散射系数之间呈二次幂函数关系,并据此提出了X_射线荧光定量分析校正基体效应的新方法——RhKa相干散射平方法.用国家标准物质GBW对该原理进行了验证.本法用于硅酸盐地质样品中微量元素的测定取得令人满意的结果.     

电感耦合等离子体原子发射光谱法测定镍基单晶高温合金中Mo、W、Ta、Re、Ru时元素之间相互干扰的消除与校正的研究

称取镍基单晶高温合金0.100 0g于聚四氟乙烯烧杯中,先令其与盐酸9mL和硝酸1mL加热反应,待反应缓慢时滴加氢氟酸2mL并继续加热使样品完全溶解。加入500g·L^-1酒石酸溶液2mL,冷却至室温,在塑料容量瓶中加水定容至100.0mL。按仪器工作条件采用电感耦合等离子体原子发射光谱法测定其中5种合金元素(Mo、W、Ta、Re、Ru)的含量,选择分析谱线依次为204.598,207.911,240.063,197.312,240.272nm。结果发现:除了Re外,其余4种元素的测定中均受共存元素的光谱干扰,严重影响了测定结果的准确性。为克服其干扰,除了采用基体匹配法消除镍的基体干扰外,试验采用混合校正系数矩阵法对测定结果进行校准。通过一系列试验计算得到混合校准系数矩阵K,并应用于模拟样品的分析。结果表明:经过矩阵K的校准,所测定的5种元素的准确度显著提高,达到了消除共存元素之间光谱干扰的目的。通过精密度试验,测得上述5种元素测定值的相对标准偏差(n=11)均在1.5%以下,并通过标准加入法进行回收试验,测得5种元素的回收率为97.0%~105%。     

铁系元素冠醚配合物的研究——Ⅱ. 铁系氯化物与4''-碘苯并-15-冠-5固态配合物的合成与性质

对碱金属、希土与苯并-15-冠-5冠醚配合物的研究指出,4′-取代单苯并冠醚的阳离子配合物的稳定性及其他性质,受取代基电子效应的影响,给电性取代基可增加芳醚氧原子上的电子密度,改变冠氧的极性,从而影响其配位能力,扩大希土配合物之间性质上的差别,达到分离的目的。对于铁系元素,文献报导甚少。我们继Ⅰ之后,又合成了三氯化铁水合物与4′-碘苯并-15-冠-5固态配合物,并研究了其性质。     

Mixed crystals in the system Cu2MnGexSn1−xS4: Phase analytical investigations and inspection of tetrahedra volumes

Cu₂MnGeS₄ crystallizes orthorhombic in a wurtzite superstructure type while Cu₂MnSnS₄ crystallizes in a tetragonal sphalerite superstructure type. Lattice constants and thermal analyses of the solid solution series Cu₂MnGe_xSn_1−xS₄ are presented. A two-phase region is found from Cu₂MnGe_0.3Sn_0.7S₄ to Cu₂MnGe_0.5Sn_0.5S₄. The cell volume of the mixed crystals increases with increasing Sn content. The melting points increase smoothly with increasing Ge content to x=0.5 and then steeply for higher Ge contents. The single crystal X-ray structure analysis of Cu₂MnGe_0.55Sn_0.45S₄ is presented. The refinement converges to R=0.0270 and wR₂=0.0586, Z is 2. The volumes of the tetrahedra [MS₄] (M=Cu, Mn, Ge, Sn) are calculated. From these volumes the differences in size of the tetrahedra are derived and compared with the corresponding differences in the end members of the solid solution series. It turns out that the resulting structure type in these materials depends on the volume differences of the constituting tetrahedra [MS₄].