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81.
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
82.
燃气汽车规模化发展是解决城市环境污染的一个主要途径.以西安市燃气出租车发展问卷调查结果为依据,利用因子分析法对影响燃气出租车发展的变量进行分类.总结出影响燃气出租车发展的八个重要指标,覆涵了政府、加气站、司机个人等方面. 相似文献
83.
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. 相似文献
84.
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
85.
上市公司兼并规律的实证分析 总被引:2,自引:0,他引:2
本应用因子分析方法和Logistic回归模型,对上市公司兼并规律作了实证分析,得出的结论对优化上市公司资产重组具有参考意义。 相似文献
86.
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
87.
The quantum action (dynamical) principle is exploited to investigate the nature and origin of the Faddeev–Popov (FP) factor in gauge theories without recourse to path integrals. Gauge invariant as well as gauge non-invariant interactions are considered to show that the FP factor needs to be modified in more general cases and expressions for these modifications are derived. In particular we show that a gauge invariant theory does not necessarily imply the familiar FP factor for proper quantization.
PACS numbers: 11.15.-q; 12.10.-g; 12.15.-y; 12.38.-t 相似文献
88.
实验获得了Ar+激光514.5nm线诱导23Na39K分子产生的D1∏→X1∑+跃迁荧光谱.通过测量激光感生荧光光谱强度随泵浦功率、热管炉温度及缓冲气压变化规律,详细研究了其跃迁机制.用最小二乘法拟合获得23Na39K分于X1∑+态振动常数.理论计算了各跃迁谱支波长值及Franck-Condon因子和光谱强度值,与实验观测值符合得相当好,充分表明本文对激光感生荧光光谱的归属以及对各支谱线振、转量子数的赋值是合理的. 相似文献
89.
脑细胞激活素药物的化学成分分析 总被引:1,自引:0,他引:1
采用日本岛津LC-60A型高压液相色谱仪和美国P-E3030型原子吸收分光光度计,对该药进行了氨基酸、维生素和化学元素的含量测定。结果表明,该药含有18种氨基酸,不少于3种维生素和20几种化学元素,为进一步改进该药物的合理配制方法和临床应用提供了参考数据。 相似文献
90.
本文根据汉寿县1960─1988年洪涝灾害资料,应用加权列联表分析法,与前期气候因子建立洪涝趋势预测模式。最后对1989─1990年洪涝试报,取得了满意的效果。 相似文献