A posteriori pointwise error estimation for compressible fluid flows using adjoint parameters and Lagrange remainder

The pointwise error of a finite‐difference calculation of supersonic flow is discussed. The local truncation error is determined by a Taylor series with the remainder being in a Lagrange form. The contribution of the local truncation error to the total pointwise approximation error is estimated via adjoint parameters. It is demonstrated by numerical tests that the results of the numerical calculation of gasdynamics parameter at an observation point may be refined and an error bound may be estimated. The results of numerical tests for the case of parabolized Navier–Stokes are presented as an illustration of the proposed method. Copyright © 2004 John Wiley & Sons, Ltd.     

The velocity component effect to the mass resolution within de Heer and Milani criteria

The velocity component effect to the mass resolution was considered for two different positions of beam source in the time-of-flight mass spectrometer based on de Heer and Milani criteria. The results estimated for various potassium cluster sizes showed that resolution is reduced at considerable level and the cluster range is limited to the small mass sizes for the position along with the cluster beam axis. The resolution is high and the effect appears close to K₁₀₀₀ cluster sizes depending upon perpendicular axis used.     

Nonparametric Estimation of Regression Functions in Point Process Models

We prove that the empirical L ²-risk minimizing estimator over some general type of sieve classes is universally, strongly consistent for the regression function in a class of point process models of Poissonian type (random sampling processes). The universal consistency result needs weak assumptions on the underlying distributions and regression functions. It applies in particular to neural net classes and to radial basis function nets. For the estimation of the intensity functions of a Poisson process a similar technique yields consistency of the sieved maximum likelihood estimator for some general sieve classes. This revised version was published online in August 2006 with corrections to the Cover Date.     

多维GARCH模型的半参数有效估计

多元GARCH模型的估计一般采用拟极大似然法(quasi maximum likehood),对于这种方法估计的相合性及渐近正态性已经被很多学者证实,然而对于新息列的分布不是多元正态时,这种估计的有效性还没人研究,本文从拟极大似然估计得到的参数相合估计入手,提出用非参数方法估计多元新息列的分布.     

Order Determination for Multivariate Autoregressive Processes Using Resampling Methods

LetX₁, …, X_nbe observations from a multivariate AR(p) model with unknown orderp. A resampling procedure is proposed for estimating the orderp. The classical criteria, such as AIC and BIC, estimate the orderpas the minimizer of the function[formula]wherenis the sample size,kis the order of the fitted model, Σ²_kis an estimate of the white noise covariance matrix, andC_nis a sequence of specified constants (for AIC,C_n=2m²/n, for Hannan and Quinn's modification of BIC,C_n=2m²(ln ln n)/n, wheremis the dimension of the data vector). A resampling scheme is proposed to estimate an improved penalty factorC_n. Conditional on the data, this procedure produces a consistent estimate ofp. Simulation results support the effectiveness of this procedure when compared with some of the traditional order selection criteria. Comments are also made on the use of Yule–Walker as opposed to conditional least squares estimations for order selection.     

基于无失效数据的可靠度的估计

对二项分布无失效数据，在可靠度的先验密度为且时，给出了可靠度的多层Bayes估计．     

Mie-Rayleigh Doppler Wind Lidar with Two Double-edge Interferometers

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Correction of self-absorption spectral line and ratios of transition probabilities for homogeneous and LTE plasma

Expressions for fundamental spectral line parameters are reported for Gaussian and Lorentzian shape profiles for homogeneous plasma at equilibrium in presence of the self-absorption. These expressions for Lorentzian profiles are applied to the determination of the ratios of transition probabilities and the ratios of optical thicknesses by a new method that we propose in this article. The self-absorption is computed by spectral line profiles with a Simplex algorithm program fitting. Applications to some experimental lines illustrate the appropriate corrections.     

多道时间谱仪测量光速

介绍了多道时间谱仪的时间幅度变换原理，描述了谱仪的调试和主要指标的测定，并应用多道时间谱仪测量了光速．     

Possion跳—扩散模型的参数估计

受有序样品聚类思想的启发,针对期权定价模型中的Possion跳—扩散模型,提出了一种基于标的资产价格历史数据的参数估计方法,并得到了较好的结果.