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41.
An admissible minimax estimator of a bounded scale-parameter in a subclass of the exponential family under scale-invariant squared-error loss 总被引:3,自引:0,他引:3
Mohammad Jafari Jozani Nader Nematollahi Khalil Shafie 《Statistics & probability letters》2002,60(4):437-444
A subclass of the scale-parameter exponential family is considered and for the rth power of the scale parameter, which is lower bounded, an admissible minimax estimator under scale-invariant squared-error loss is presented. Also, an admissible minimax estimator of a lower-bounded parameter in the family of transformed chi-square distributions is given. These estimators are the pointwise limits of a sequence of Bayes estimators. Some examples are given. 相似文献
42.
43.
44.
Statistical Inference with Fractional Brownian Motion 总被引:3,自引:1,他引:2
Kukush Alexander Mishura Yulia Valkeila Esko 《Statistical Inference for Stochastic Processes》2005,8(1):71-93
We give a test between two complex hypothesis; namely we test whether a fractional Brownian motion (fBm) has a linear trend against a certain non-linear trend. We study some related questions, like goodness-of-fit test and volatility estimation in these models. 相似文献
45.
针对傅里叶-贝塞尔变换(FBT)难以估计和有效分离多分量LFM信号的问题,提出了一种k分辨-FB(k-FB)级数展开结合dechirp的信号分离与估计算法。在FB级数的基础上引入k分辨参数,通过理论推导,得出了信号频率与级数的关系,证明了参数估计精度与k取值正相关。通过解线频调和k-FB级数计算,实现了信号分离重构和参数估计。在不同信噪比、信号功率比和k分辨条件下对信号的分离精度进行了仿真研究,并与基于分数阶傅里叶变换(FrFT)的方法进行了对比。仿真结果验证了算法的有效性。 相似文献
46.
FJZ-250型高速分幅相机时间测量不确定度分析 总被引:2,自引:1,他引:1
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%。 相似文献
47.
The usual tool for modelling bond ratings migration is a discrete, time‐homogeneous Markov chain. Such model assumes that all bonds are homogeneous with respect to their movement behaviour among rating categories and that the movement behaviour does not change over time. However, among recognized sources of heterogeneity in ratings migration is age of a bond (time elapsed since issuance). It has been observed that young bonds have a lower propensity to change ratings, and thus to default, than more seasoned bonds. The aim of this paper is to introduce a continuous, time‐non‐homogeneous model for bond ratings migration, which also incorporates a simple form of population heterogeneity. The specific form of heterogeneity postulated by the proposed model appears to be suitable for modelling the effect of age of a bond on its propensity to change ratings. This model, called a mover–stayer model, is an extension of a Markov chain. This paper derives the maximum likelihood estimators for the parameters of a continuous time mover–stayer model based on a sample of independent continuously monitored histories of the process, and develops the likelihood ratio statistic for discriminating between the Markov chain and the mover–stayer model. The methods are illustrated using a sample of rating histories of young corporate issuers. For these issuers the default probabilities predicted by the Markov chain and mover–stayer models are different. In particular for 1–4 years old bonds the mover–stayer model estimates substantially lower default probabilities from rating C than a Markov chain. Copyright © 2004 John Wiley & Sons, Ltd. 相似文献
48.
Jeong Ryeol Choi 《International Journal of Theoretical Physics》2004,43(4):947-958
We derived the WKB wave function for the general time-dependent quadratic Hamiltonian system using a unitary transformation method. We applied our research to sinusodially drived Caldirola–Kanai oscillator and confirmed that the time evolution of our approximated WKB wave function is similar to that of the exact one. This wave function can be used to analyze the interference between the probability amplitudes contributed by the area of overlap in phase space of quantum states. 相似文献
49.
本文把数学和管理科学有机结合,为数学应用提出问题,得出新结果,推广了J.Michel
Harrison(1985)[1]第43页的命题27,并给出了在金融中的应用. 相似文献
50.
《科学通报(英文版)》2008,(6)
High precision elevation measurements using DGPS were carried out along three representative tran- sects for the "Great Ear" area, a dry salt lake within the Lop Nor basin. Results indicate that the Lop Nor basin is only 5.2 m deep and its lowest point occurs at the center of the "Great Ear". In addition, the basin is asymmetric - steeper in the southwest (0.19‰) and gentler in the northeast (0.09‰). Points along the same "Great Ear" ring were found to have an identical elevation value, but different when from different ones (lower towards the center). The spacing of the "Great Ear" rings was found to be closely related with the surface steepness. The closer the "Great Ear" rings are spaced, the steeper the ground surface, and vice versa. These findings support the argument that the "Great Ear" rings are the former shoreline trails left behind by Lop Nor water during the last few episodes of recession towards its total dry up. A comprehensive analysis of the high precision elevation data, historical accounts, aerial and satellite photographs and imagery, and official topographic maps of the study area suggests that the "Great Ear" area in the Lop Nor basin was incorrectly mapped as being covered by a great body of water on the 1963 topographic maps. A re-interpretation of the 1958 aerial photographs and newer remote sensing imagery indicated that the "Great Ear" ring structure was already in place in 1958 and it continued to appear on the subsequent remote sensing data without any major changes. It is estimated that lake water in the "Great Ear" area of the Lop Nor basin disappeared between the late 1930s and early 1940s. 相似文献