Nonparametric Density Estimation in Hidden Markov Models

Let { X n} be a Markov chain that is either f -mixing or satisfies the Poisson equation.In this note we obtain the convergence rate under L 1 -criterion for bounded functions of the X k 's. And in the hidden Markov model setup { (X n ,Y n ) }we study the kernel estimate of the density of the observed variables { Y n }when a 'stable' status is reached.     

基于改善空间关联性的混沌控制

基于混沌信号的统计特性，提出了一种通过改善混沌信号的空间关联性实现混沌控制的方法.以Hénon离散混沌系统和四阶Chua's电路超混沌连续系统为例进行了数值研究，验证了这种控制方法的有效性.结果表明， 通过改善混沌信号之间的空间关联性， 混沌系统能以较快的速度收敛到它的平衡点或多种周期轨道. 关键词： 混沌控制 空间关联性 Hénon系统 四阶Chua's电路     

Automatic detection and identification of shocks in Gaussian state‐space models: a Bayesian approach

An automatic monitoring and intervention algorithm that permits the supervision of very general aspects in an univariate linear Gaussian state–space model is proposed. The algorithm makes use of a model comparison and selection approach within a Bayesian framework. In addition, this algorithm incorporates the possibility of eliminating earlier interventions when subsequent evidence against them comes to light. Finally, the procedure is illustrated with two empirical examples taken from the literature. Copyright © 2005 John Wiley & Sons, Ltd.     

非参数回归函数之改良基于分割的估计的强相合性（英）

设(X,Y),(X1,Y1),…,(XnYn)为取值于 Rd× R的 i．i．d．随机变量,E(|Y|) ＜∞．设mn(x)为回归函数m(x)=E(|Y|X=x)基于分割的估计,本文在对mn(x)进行改良的条件下得到改良的基于分割的强相合估计．     

About Regularity of Collections of Sets

The paper continues investigations of stationarity and regularity properties of collections of sets in normed spaces. It contains a summary of different characterizations (both primal and dual) of regularity and a list of sufficient conditions for a collection of sets to be regular.     

Isomorphisms of fiber spaces over Teichmüller spaces

We will be mainly concerned with some important fiber spaces over Teichmuller spaces, including the Bers fiber space and Teichmuller curve, establishing an isomorphism theorem between "punctured" Teichmuller curves and determining the biholomorphic isomorphisms of these fiber spaces.     

红外耦合光学系统设计

红外目标模拟器由红外目标图像发生器和投影光学系统组成。该红外光学系统是一个要求与2个导引光学系统的光学技术参数相匹配的长焦距、大视场和具有像方远心光路的中红外光学系统。叙述用于红外目标模拟器的红外耦合光学系统的设计原理，提出它与导引光学系统一起可组成放大倍率M=4.5×的红外投影光学系统，并指出IR CRT产生的图像通过红外投影光学系统可成像在导引接收器上。针对给出的红外耦合光学系统的设计特点和技术要求，光学材料选取硅（Si） 锗（Ge） 硅（Si），采用简单的柯克三片式结构完成光学系统设计。设计评价结果表明，该系统的光学性能和成像质量均满足设计指标要求。     

极大单调算子的一个邻近点算法

设E是自反的Banach空间,T∶E→2E是极大单调算子.T-10≠.令x0∈E,yn=(J λnT)-1xn en,xn 1=J-1(αnJxn (1-αn)Jyn),n≥0,λn>0,αn∈[0,1],本文研究了{xn}收敛性.     

Nonlinear Time Series Analysis Since 1990:Some Personal Reflections

Abstract I reflect upon the development of nonlinear time series analysis since 1990 by focusing on five majorareas of development. These areas include the interface between nonlinear time series analysis and chaos,thenonparametric/semiparametric approach,nonlinear state space modelling,financial time series and nonlinearmodelling of panels of time series.     

一类多线性积分算子的端点有界性

本文对一类相关于非卷积型算子的多线性算子,证明了其在端点情形上的有界性,该算子包括Littlewood-Paley算子和Marcinkiewicz算子．