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51.
Bai-suo JIN~ 《中国科学A辑(英文版)》2007,50(9):1303-1315
In the factor analysis model with large cross-section and time-series dimensions,we pro- pose a new method to estimate the number of factors.Specially if the idiosyncratic terms satisfy a linear time series model,the estimators of the parameters can be obtained in the time series model. The theoretical properties of the estimators are also explored.A simulation study and an empirical analysis are conducted. 相似文献
52.
We study two estimators of the long-range parameter of a covariance stationary linear process. We show that one of the estimators
achieve the optimal semiparametric rate of convergence, whereas the other has a rate of convergence as close as desired to
the optimal rate. Moreover, we show that the estimators are asymptotically normal with a variance, which does not depend on
any unknown parameter, smaller than others suggested in the literature. Finally, a small Monte Carlo study is included to
illustrate the finite sample relative performance of our estimators compared to other suggested semiparametric estimators.
More specifically, the Monte-Carlo experiment shows the superiority of the proposed estimators in terms of the Mean Squared
Error.
The first author research was funded by the Economic and Social Research Council (ESRC) reference number: R000238212. The
second author research was funded by the Ministry of Education, Culture, Sports and Technology of Japan, reference number:
09CE2002 and B(2)10202202. 相似文献
53.
It is shown that the presence of mixed-culture growth in batch fermentation processes can be very accurately inferred from total biomass data by means of the wavelet analysis for singularity detection. This is accomplished by considering simple phenomenological models for the mixed growth and the more complicated case of mixed growth on a mixture of substrates. The main quantity provided by the wavelet analysis is the Hölder exponent of the singularity that we determine for our illustrative examples. The numerical results point to the possibility that Hölder exponents can be used to characterize the nature of the mixed-culture growth in batch fermentation processes with potential industrial applications. Moreover, the analysis of the same data affected by the common additive Gaussian noise still lead to the wavelet detection of the singularities although the Hölder exponent is no longer a useful parameter. 相似文献
54.
The mechanism of X-ray waveguide-resonance propagation or the radiation superstream model, which can become the ground of X-ray nanophotonics, is discussed briefly. Some attention is devoted to features consideration of the simplest devices characterized by the waveguide-resonance transportation of X-ray beams. The experimental data showing the user possibilities of a simplest waveguide-resonators application for diffractometry are presented. We discuss the main reasons to improve the metrological characteristics for total reflection X-ray fluorescence (TXRF) analytical method in case when the target exciting beam is formed by a waveguide-resonator. Some problems appearing during the waveguide-resonator application are formulated. 相似文献
55.
56.
The present paper deals with the long-time behavior of a class of nonautonomous retarded semilinear parabolic differential equations. When the time delays are small enough and the spectral gap conditions hold, the inertial manifolds of the nonautonomous retard parabolic equations are constructed by using the Lyapunov-Perron method. 相似文献
57.
Analysis of Spectral Reflectance Using Normalization Method from Endoscopic Spectroscopy System 总被引:2,自引:0,他引:2
Masao Sambongi Makoto Igarashi Takashi Obi Masahiro Yamaguchi Nagaaki Ohyama Masahiko Kobayashi Yasushi Sano Shigeaki Yoshida Kazuhiro Gono 《Optical Review》2002,9(6):238-243
Objective assessment of gastrointestinal mucosal color is extremely important in the endoscopic diagnosis of digestive tract disease. In this paper, we propose a method to clarify the spectral characteristics of gastric and colon cancer. A large number of spectral reflectance data of mucous membrane are measured by the endoscopic spectroscopy system (ESS) in the National Cancer Center Hospital East, Kashiwa, Japan and the Department of Internal Medicine, Self-Defense Force Center Hospital, Tokyo, Japan. We assume that early cancer appears primarily in the spectral data of short wavelength, because it is usually present in a superficial cell where short wavelength light is scattered more strongly than long wavelength light. To identify the features in the short wavelength components, the spectral reflectance was divided by the reflectance of a long wavelength. We investigated the possibility of distinguishing early cancer from normal spectral data through statistical analysis, employing the projection axis as the mean difference between them. Early cancer and normal spectral data were projected on the projection axis, and the Student’s T-test was applied to evaluate the mean of the distribution between these data. 相似文献
58.
59.
This paper is concerned with the spectral analysis of a one-velocity transport operator with Maxwell boundary condition in
L
1-space. After a detailed spectral analysis it is shown that the associated Cauchy problem is governed by a C
0-semigroup. Next, we discuss the irreducibility of the transport semigroup. In particular, we show that the transport semigroup
is irreducible. Finally, a spectral decomposition of the solutions into an asymptotic term and a transient one which will
be estimated for smooth initial data is given. 相似文献
60.
Aliasing effects are investigated for spherical random fields sampled on a finite grid. Using the spherical harmonics expansion, it is shown that for a band-limited spherical random field its trend and spectrum can be uniquely reconstructed from the sampled field if the sampling points are judiciously designed. Analytical expressions are also obtained for aliasing errors in the trend and the spectrum when the field is not band-limited. 相似文献