A note on parameter estimations of panel vector autoregressive models with intercorrelation

This note considers parameter estimation for panel vector autoregressive models with intercorrelation. Conditional least squares estimators are derived and the asymptotic normality is established. A simulation is carried out for illustration.     

Efficient estimation for semiparametric varying- coefficient partially linear regression models with current status data

This article considers a semiparametric varying-coefficient partially linear regression model with current status data. The semiparametric varying-coefficient partially linear regression model which is a generalization of the partially linear regression model and varying-coefficient regression model that allows one to explore the possibly nonlinear effect of a certain covariate on the response variable. A Sieve maximum likelihood estimation method is proposed and the asymptotic properties of the proposed estimators are discussed. Under some mild conditions, the estimators are shown to be strongly consistent. The convergence rate of the estimator for the unknown smooth function is obtained and the estimator for the unknown parameter is shown to be asymptotically efficient and normally distributed. Simulation studies are conducted to examine the small-sample properties of the proposed estimates and a real dataset is used to illustrate our approach.     

Local linear regression for data with AR errors

In many statistical applications, data are collected over time, and they are likely correlated. In this paper, we investigate how to incorporate the correlation information into the local linear regression. Under the assumption that the error process is an auto-regressive process, a new estimation procedure is proposed for the nonparametric regression by using local linear regression method and the profile least squares techniques. We further propose the SCAD penalized profile least squares method to determine the order of auto-regressive process. Extensive Monte Carlo simulation studies are conducted to examine the finite sample performance of the proposed procedure, and to compare the performance of the proposed procedures with the existing one. From our empirical studies, the newly proposed procedures can dramatically improve the accuracy of naive local linear regression with working-independent error structure. We illustrate the proposed methodology by an analysis of real data set.     

理解O(3P)+CHD3→OH+CD3反应的转动模式特异性: 反应物排列图像

本文采用含时波包方法和七维约化量子模型研究了典型碳氢氧化反应O(³P)+CHD₃→OH+CD₃中反应分子CHD₃的转动模式特异性. 发现理论计算反应几率依赖于CHD₃转动量子数J在分子对称轴上的投影$K$和在O-CHD₃分子间轴上的投影K_tot,即P_Ktot=K=0>P_Ktot=K=J>P_Ktot=J,K=0=P_Ktot=0,K=J. 这种关系可以用反应物分子相对取向进行解释. 另外,反应物CHD₃的转动激发(J≤4)表现出比较弱的促进作用,但是K=0转动态激发的促进作用比K=J的强,主要得益于K=K_tot=0分量的贡献. 该分量对应于CHD₃的滚动转动,这种运动形式可以增大初始有效反应碰撞角度的范围.     

双模随机晶场对纳米管上Blume-Capel模型磁化强度和相变的影响

近年来, 磁性纳米管的物理性质和相关应用得到了人们的广泛关注. 利用有效场理论研究了纳米管上双模随机晶场中Blume-Capel模型的磁化强度和相变性质, 得到了系统的磁化强度与温度和随机晶场的关系及其相图. 结果表明: 系统在稀释晶场、交错晶场和同向晶场中会表现出不同的磁学性质和相变行为; 稀释晶场和交错晶场会抑制系统的磁化强度, 导致其基态饱和值小于1, 而同向晶场则不会; 随着随机晶场参量的变化, 系统存在多个相变温度, 并呈现出三临界现象和重入现象.     

金属泡沫圆管换热器性能的数值模拟与分析

氩氦刀低温探针换热器的性能直接影响其探针的降温速率及其治疗温度,采用金属泡沫圆管换热器可简化低温探针的结构并提高换热效率。文中基于氩氦刀的工作原理和金属泡沫圆管换热器的换热特点,采用平行流模型分析该种换热器不同填充圆管长度和工质(氩气)流体回流时间对换热器性能的影响以及温度场分布。     

非等间距序列建模过程中存在的问题及改进

在研究非等间距序列的基础上 ,本文将非等间距累加运用于非等间距序列的建模过程中 ,使原有模型得到改进 .实例表明 ,改进后模型的精度有了很大提高     

基于目标信息系统学习的多准则决策方法

给出目标信息系统学习的多准则决策方法，建立多准则决策的规则学习模型，讨论该模型的性质。该模型优于Z．Pawlak方法，将规则提取与信息融合为一体。也优于AHP等模型，具有简洁性．通过实例计算，取得了满意结果。     

中国股票市场风险的实证分析研究

本文从实证角度说明了上证指数和深证成份指数存在着GARCH现象 ,并建立了沪、深两市股指波动率的IGARCH(1,1) M模型与EGARCH(1,1) M模型。将估计的IGARCH(1,1) M模型与EGARCH(1,1) M模型比较得出 ,对上证指数的波动率 ,IGARCH(1,1) M模型与EGARCH(1,1) M模型的模拟效果基本相同 ,而对深证成份指数的波动率 ,IGARCH M模型要略优于EGARCH M模型。同时还对两市的股指收益的波动率进行了预测分析     

拓扑学在模型论中的一个应用

本文利用拓扑学方法研究了ω-范畴理论的性质，并对模型个数问题进行了讨论，获得了ω-范畴的新结果，并得到了关于模型个数的几个结果．