Estimation of integrated volatility in stochastic volatility models

In the framework of stochastic volatility models we examine estimators for the integrated volatility based on the pth power variation (i.e. the sum of pth absolute powers of the log‐returns). We derive consistency and distributional results for the estimators given high‐frequency data, especially taking into account what kind of process we may add to our model without affecting the estimate of the integrated volatility. This may on the one hand be interpreted as a possible flexibility in modelling, for example adding jumps or even leaving the framework of semimartingales by adding a fractional Brownian motion, or on the other hand as robustness against model misspecification. We will discuss possible choices of p under different model assumptions and irregularly spaced data. Copyright © 2005 John Wiley & Sons, Ltd.     

FJZ-250型高速分幅相机时间测量不确定度分析

FJZ-250型高速转镜分幅相机因转镜速度的不可重复性，光机结构的构造原理和控制系统各路高压触发时间的漂移，导致了时间测量的不确定度。为此，须对相机测量数据进行校正。阐述了校正方法、提供了逐幅校正位置误差的修正系数。若以预置转速对应的名义周期值去处理测量结果，则相机的时间测量合成小确定度将达1％，对名义周期值和名义幅间间隔时间值进行修正后，则可降至0.3％。     

Atomic-scale simulation of nano-grains:structure and diffusion properties

Nanograins are characterized by a typical grain size from lto 100 nm.Mclecular dynamics aimubations have been carried out for the nanograin sphere with the diameters from 1.45 to 10.12 nm.We study the influence of grain size on structure and diffusion properties of the nanograins.The results reveal that as the grain size is reduced,the fraction of grain surface increases significantly,and the surface width is approximately constant；the diffusicn coefficlent is increased sharply,and the relation of the diffusion coefficient and the grain size is close to exponential relation below 10nm.     

非晶金刚石膜的性能及其应用

非品金刚石薄膜具有超高硬度等一系列优异的特殊性能，为工程界孜孜追求的材料表面镀膜。用百纳科技公司研发制造的过滤阴极真空电弧离子镀膜机镀制的非晶金刚石薄膜，SP^3金刚石结构量≥80％，硬度高，膜／基结合力高，摩擦系数小，耐磨损，耐腐蚀，透光率高，在电子，机械，光学，生物医学上有广泛应用前景。我们已在视窗玻璃，丝锥，模具，硬质合金刀头等产品上成功应用。     

Asymptotics of estimates in constrained nonlinear regression with long-range dependent innovations

The purpose of this paper is to investigate the asymptotic properties of the least squares estimates (L ₂-estimates) and the least absolute deviation estimates (L ₁-estimates) of the parameters of a nonlinear regression model subject to a set of equality and inequality restrictions, which has a long-range dependent stationary process as its stochastic errors. Then we will compare the asymptotic relative efficiencies of the above estimators.     

具有可调紫外滤光性能的富勒烯胺/壳聚糖共混膜的研究

通过溶液共混及流涎成膜法制备了一系列不同C60乙醇胺含量的壳聚糖共混膜。以及含Cu（Ⅱ）的C60乙醇胺/壳聚糖共混膜。研究表明，C60乙醇胺/壳聚糖共混膜具有优异的可调紫外滤光性能，随着C60乙醇胺含量的增加，其紫外滤光波长从200nm红移至400nm左右。在该复合体系中引入Cu（Ⅱ）能有效改善膜的紫外光学性能，同时还初步探讨了这类复合材料的紫外滤光机制。     

Large scale petroleum reservoir simulation and parallel preconditioning algorithms research

Solving large scale linear systems efficiently plays an important role in a petroleum reservoir simulator, and the key part is how to choose an effective parallel preconditioner. Properly choosing a good preconditioner has been beyond the pure algebraic field. An integrated preconditioner should include such components as physical background, characteristics of PDE mathematical model, nonlinear solving method, linear     

非线性Schrdinger方程的高精度守恒差分格式

本文首先分析线性Schrodinger方程一种高阶差分格式的构造方法,得到方程的耗散项.在此基础上对三次非线性Schrodinger方程,提出了一种精度为O(r2 h2)的差分格式,证明了该格式保持了连续方程的两个守恒量,且是收敛的与稳定的.并通过数值例子与已有隐格式进行了比较,结果表明,本文格式在计算量类似的情况下,提高了数值精度.     

190区超形变核中转动带的组态结构

通过系统研究A～190区超形变核中转动带的转动惯量、角动量顺排、旋称分裂随转动频率的变化规律, 结合我们用处理对力的粒子数守恒方法的计算结果, 对A～190区所有转动带的组态结构给出了一个整体的描述. 绝大多数超形变带都建立在强耦合轨道上, 例如中子[512]5/2, [624]9/2. 少数超形变带则建立在高j闯入轨道上, 即中子[761]3/2, [752]5/2. 根据我们提出的组态结构所进行的理论计算结果表明, A～190区所有转动带的一般行为、反常变化和带交叉都得到了满意的解释.     

从像上提取非旋转对称系统的传递函数制作解卷空间滤波器

本文提出从高分辨电子显微像中,利用光学、全息和部分相干等方法,提取传递函数,制作相位和振幅滤波器,实现解卷,提高高分辨电子显微像的分辨率.