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1.
The stationary Gamma-OU processes are recommended to be the volatility of the financial assets. A parametric estimation for the Gamma-OU processes based on the discrete observations is considered in this paper. The estimator of an intensity parameter A and its convergence result are given, and the simulations show that the estimation is quite accurate. Assuming that the parameter A is estimated, the maximum likelihood estimation of shape parameter c and scale parameter a, whose likelihood function is not explicitly computable, is considered. By means of the Gaver-Stehfest algorithm, we construct an explicit sequence of approximations to the likelihood function and show that it converges the true (but unkown) one. Maximizing the sequence results in an estimator that converges to the true maximum likelihood estimator and the approximation shares the asymptotic properties of the true maximum likelihood estimator. Some simulation experiments reveal that this method is still quite accurate in most of rational situations for the background of volatility.  相似文献   
2.
本文利用自制云雾室把微观粒子的运动转化为宏观现象,从而供实验观察和研究。  相似文献   
3.
We classify, in terms of simple algebraic equations, the fixed point sets of the moduli space of stable bundles over genus 2 curves with anti-holomorphic involutions.Research supported by SRF of University of Missouri.  相似文献   
4.
缓慢炭化部分氧化对制备煤质活性炭的影响   总被引:5,自引:0,他引:5  
研究了炭化升温速度、炭化低温区引入空气部分氧化对活性炭制备过程中炭化阶段、炭化物结构、活性炭性能等的影响。结果表明,炭化时低温部分氧化可提高炭化物得率,使炭化物微晶的d002值升高和Lc值减小;而较慢的炭化升温速度有利于制备优质活性炭。缓慢炭化、部分氧化可以在一定程度上控制炭化路径,使炭化向生成取向性差、难石墨化、各向同性、呒定形炭多的炭化物的方向进行;并讨论了它们控制炭化的作用机理。以此为指导,  相似文献   
5.
A polyaluminum chloride (PAC) sample was prepared using a slow alkaline titration method. The Bio-Gel P-100 gel column chromatographic technique was used to separate and characterize the various forms of aluminum present in the prepared PAC solution. The effluents from a gel column were monitored using online chemical method: Al-Ferron timed complexation spectrophotometry and by 27Al nuclear magnetic resonance (NMR) spectroscopy. Effects of different experimental conditions such as eluent flow rate, ionic strength and pH on separation of Al13 were investigated. Experimental results indicated that molecule size exclusion was not the only parameter affecting the column chromatographic separation efficiency of Al13 but molecule charge as well. Reducing the eluent flow rate, increasing the ionic strength and suitable pH resulted in increase in the separation efficiency. Experimental results clearly indicated that by varying the experimental conditions, it is possible to produce pure Al13 species using a gel column chromatographic technique.  相似文献   
6.
A polyaluminum chloride (PAC) sample was prepared using a slow alkaline titration method. The Bio-Gel P-100 gel column chromatographic technique was used to separate and characterize the various forms of aluminum present in the prepared PAC solution. The effluents from a gel column were monitored using online chemical method: Al-Ferron timed complexation spectrophotometry and by 27Al nuclear magnetic resonance (NMR) spectroscopy. Effects of different experimental conditions such as eluent flow rate, ionic strength and pH on separation of Al13 were investigated. Experimental results indicated that molecule size exclusion was not the only parameter affecting the column chromatographic separation efficiency of Al13 but molecule charge as well. Reducing the eluent flow rate, increasing the ionic strength and suitable pH resulted in increase in the separation efficiency. Experimental results clearly indicated that by varying the experimental conditions, it is possible to produce pure Al13 species using a gel column chromatographic technique.  相似文献   
7.
8.
We have encapsulated several hemoproteins in the sol-gel glass to catalyze the oxidation reaction of dibenzothiophene (model for organic sulfur compounds in coal) with hydrogen peroxide. In addition to cytochrome c and myoglobin, which have previously been encapsulated in sol-gel glasses, two other hemoproteins, horseradish peroxidase and bovine blood hemoglobin, have now been successfully immobilized in sol-gel media with the retention of their spectroscopic properties. All four hemoproteins studied also demonstrate similar catalytic activities toward the oxidation of dibenzothiophene as compared with the results obtained with the proteins in solution. In the case of encapsulated cytochrome c, the more water-soluble S-oxide was obtained with much higher selectivity over the less water-soluble sulfone (S-oxide/sulfone = 7.1) as compared to what was obtained in the aqueous/organic medium (S-oxide/sulfone = 2.3). Because of the advantage of easy separation of the encapsulated proteins from the liquid reaction mixture, it is clear from these studies that the immobilization of active hemoproteins in the solid glass media could serve as more practical biocatalysts.  相似文献   
9.
The properties and applications of CNT have been studied extensively since Iijima discovered them in 1991[1,2]. They have exceptional mechanical properties and unique electrical property, highly chemical stability and large specific surface area. Thus far, they have widely potential applications in many fields. They can be used as reinforcing materials in composites[3], field emissions[4], hydrogen storage[5], nanoelectronic components[6], catalyst supports[7], adsorption material and so on.…  相似文献   
10.
Polyaluminum chloride (PAC) coagulant has been developed and widely used in water and wastewater treatment industry since the 1980s[1]. PAC is normally made by partial hydrolysis of acid aluminum chloride solution using slow alkaline titration method. However, this method would result in many different Al species. Among these Al species, it seems that tridecamer (Al13O4(OH) 724 , often denoted by Al13) is the most effective and stable polymeric Al species for water and wastewater treatme…  相似文献   
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