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排序方式: 共有1379条查询结果,搜索用时 31 毫秒
1.
ZHANG Shibin ZHANG Xinsheng & SUN Shuguang School of Management Fudan University Shanghai China Department of Mathematics Shanghai Maritime University Shanghai China 《中国科学A辑(英文版)》2006,49(9):1231-1257
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.
连通图的离散度是用s(G)来表示的,s(G)=max{ω(G-S)-|S|:ω(G-S)>1,SV(G)}.给出了两个完全图乘积的和一个完全图与路的乘积的离散度.还给出了两个完全图乘积的坚韧度. 相似文献
3.
A europium complex Eu (DBM)3 TPPO (Eu tris(benzoylmethide)-(triphenylphosphine oxide)) and silicon nanoparticles have been hybridized.The hybridization can evidently change the photoluminescence (PL) characteristics of the Eu complex in the following aspects:under an excitation of 390nm,the intensity of the PL peak at 611nm due to the ^5Du-^7F2 transition of the Eu^3 ions has been increased by 30%,and thc integrated PL intensity in the visible range has been increased by nearly 3 times;the PL excitation efficiency beyond 440nm has been improved cvidently;the peak in the PL excitation spectrum shifts from 408nm to 388nm,and the PL decay time decreases from 2.07 to 0.96μs,The experimental results indicatde that in the PL process,the photoexcited energy may transfer from the silicon nanoparticlcs to the Eu^3 ions. 相似文献
4.
I.IlltroductionWhenanactiveunderwateracousticalpositioningsystemissearchingforanunderwatertarget,itisnecessaryforittocompleteatransmittingandreceivingcycIewithineachworkingperiodinordertofindoutthelocationofthetargetcorrectly.Forexample,whenanunder-wateracoustica1synchronouspositioningsystemistrackinganunderwatertargetwithagivensynchr0nizingperiod,thepropagati0ntimeofthepositioningsignaltravellingfr0mthetaJrgettothearrayofthesystemshouldbelessthanthesynchronizingperiod0therwisetargetdis-tance… 相似文献
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B-Spline with Symplectic Algorithm Method for Solution of Time-Dependent Schrodinger Equations 下载免费PDF全文
A B-spline with the symplectic algorithm method for the solution of time-dependent Schrodinger equations (TDSEs) is introduced. The spatial part of the wavefunction is expanded by B-spline and the time evolution is given in a symplectic scheme. This method allows us to obtain a highly accurate and stable solution of TDSEs. The effectiveness and efficiency of this method is demonstrated by the high-order harmonic spectra of one-dimensional atoms in comparison with other references. 相似文献
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A series of liquid chloroprene-hydroxyethyl methacrylate copolymer (CP-HEMA) modifiedepoxy resin were prepared. The effects of CP-HEMA content, curing conditions on physical pro-perties of the modified system were examined. With IR and Viscoelastocuremeter, the curing reactionrate was determined and the mechanism of the curing reaction was discussed. The effects of CP-HEMA content and curing conditions on morphology were mainly observed by scanning electronmicroscopy. 相似文献
9.
还原温度对超细K-Co-Mo催化剂合成低碳醇性能的影响 总被引:2,自引:0,他引:2
用溶胶-凝胶法合成了K-Co-Mo催化剂.样品经不同温度还原后,用于低碳醇的合成.XRD和HRTEM结果表明,样品是超细粒子,粒子尺寸为2~5nm.考察了催化剂的还原温度和反应条件对催化剂性能的影响.实验结果表明,还原温度对催化剂的活性有较大的影响,最佳还原温度为500℃.最佳反应温度范围为310~330℃.升高压力和空速可以提高醇的收率和选择性.在空速14400h-1,压力6.0MPa和温度310℃的条件下,醇的选择性为55.8%,收率为520.0g/(kg·h),MeOH/C2+OH为0.27.催化剂稳定性良好,在200h的寿命实验中,活性基本不变.与文献中催化剂相比,超细K-Co-Mo催化剂对合成醇具有较高的活性和选择性,尤其是对C2+OH的合成明显高于其他合成醇催化剂体系. 相似文献
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