非对称DAR模型的估计与检验

本文研究非对称DAR模型的估计和检验问题.运用拟极大似然方法,构造模型的参数估计,在某些正则条件下,证明估计的相合性和渐近正态性.基于此,构造拟似然比统计量检验模型的非对称性,在原假设和备择假设下,给出该统计量的渐近分布.数值模拟和实证分析结果表明:本文所构造的模型参数估计和检验方法具有良好的有限样本性质.     

单变量随机系统模型考自适应控制器的设计与性能分？…

对于单变量随机系统，提出了一种模型参考自适应控制算法，在噪声｛ｗｎ｝满足｜ｗｎ｜＝Ｏ（ｎ＾δ／２）的假设条件下，给出了这种模型参考自适应控制器的稳定性及最优性分析；同时考虑了闭环系统参数估计的相容性问题。     

二阶HMM的参数估计算法

在经典隐马氏模型中,假设状态转移概率只和当前状态的临近状态有关,而和以前的状态无关;在t时刻输出观测值的概率只和当前状态有关,而和以前的状态无关．这样的假设不是很合理,因为任一时刻的观测值不仅和当前状态有关,还和以前的状态有关．由此提出了二阶隐马氏模型的基于最大互信息的参数估计算法．     

线性等式约束下线性回归模型参数估计的局部影响评价

本文研究线性回归模型在线性等式约束下参数估计的局部影响评价问题，导出了线性等式约束下线性回归模型在各种扰动模式下参数估计的局部影响度量，通过实例分析，表明了本文方法的有效性。     

软件可靠性非完全排错情况下的参数估计

20世纪70年代提出的JM模型是最早代表软件可靠性的数学模型,其假设排错是完全的,这与实际情况不相符合。因此,有必要对JM模型假设进行改进,从而提高软件可靠性。在排错是不完全的假设下建立了一个软件可靠性模型,然后运用最大似然估计法进行参数估计,找出了一个比较合理的估计初始错误个数和指数系数的方法。     

单变量随机系统模型参考自适应控制器的设计与性能分析(Ⅰ)

对于单变量随机系统 ,提出了一种模型参考自适应控制算法 .在噪声 {wn}满足 |wn|=O(nδ/ 2 )(其中δ为一大于零的常数 )的假设条件下 ,给出了这种模型参考自适应控制器的稳定性及最优性分析 ;同时考虑了闭环系统参数估计的相容性问题     

项目反应理论模型及参数估计方法

为了克服经典测量理论中题目参数等指标的变异性，项目反应理论得到了发展，现已产生了很多估计题目参数和能力的模型。本文简要介绍了项目反应理论中单维潜在特质假设下的几种二值记分（评定）模型及参数估计方法。     

基于Bessel过程的波动率障碍期权定价

利用修正Bessel函数研究Hull-White随机波动率模型下一种特殊障碍期权,假设累积实际波动率为某一给定阈值,在到期时刻观察是否生效的欧式波动率障碍期权定价问题,提出一种关于波动率的金融衍生品,给出关于随机波动率模型下的多维定价问题的解析定价公式.     

利用虚拟变量对季节指数的估计

利用季节虚拟变量建立回归模型,通过季节虚拟变量的参数估计间接地估计季节指数,并且利用模型进行了一些传统的季节指数方法无法进行的推断统计,是一种分析季节指数和季节变动的新思路.但是,由于时间序列数据直接应用到回归模型会与古典假设不相符合,在参数估计以及推断检验中就需要采用一些新的方法,这也正是利用季节虚拟变量估计季节指数时存在的问题,这个问题还有待于以后解决.     

基于CPV模型改进的信用风险宏观压力测试研究

对CPV模型的残差相关性假设进行了调整，使压力情景生成模型和风险传导模型能分开处理，从而可采用偏最小二乘法对信用风险传导模型进行参数估计，避免了宏观经济因子因多重共线性不能进压力测试系统这一问题.通过似无关回归对情景生成模型参数进行估计，在信用风险传导模型含有宏观经济因子滞后项情况下，使用蒙特卡洛模拟方法进行压力情景生成.算例分析结果表明，本文提出的压力测试方法可有效地应用于银行业逆周期管理.     

Markedness and its Interpretation in Language Use

Language markedness is a common phenomenon in languages, and is reflected from hearing, vision and sense, i.e. the variation in the three aspects such as phonology, morphology and semantics. This paper focuses on the interpretation of markedness in language use following the three perspectives, i.e. pragmatic interpretation, psychological interpretation and cognitive interpretation, with an aim to define the function of markedness.     

Features of Women's language

Language is a means of verbal communication. People use language to communicate with each other. In the society, no two speakers are exactly alike in the way of speaking. Some differences are due to age, gender, statue and personality. Above all, gender is one of the obvious reasons. The writer of this paper tries to describe the features of women＇s language from these perspectives： pronunciation, intonation, diction, subjects, grammar and discourse. From the discussion of the features of women＇s language, more attention should be paid to language use in social context. What＇s more, the linguistic phenomena in a speaking community can be understood more thoroughly.     

An Analysis of Catherine＇s Character——Wuthering Heights

Wuthering Heights, Emily Bronte＇s only novel, was published in December of 1847 under the pseudonym Ellis Bell. The book did not gain immediate success, but it is now thought one of the finest novels in the English language. Catherine is the key character of this masterpiece, because everybody and everything center on her though she had a short life. We can understand this masterpiece better if we know Catherine well.     

Lower Paleozoic oil relationships within Williston Basin, Canada

The Williston Basin is a significant petroleum province, containing oil production zones that include the Middle Cambrian to Lower Ordovician, Upper Ordovician, Middle Devonian, Upper Devonian and Mississippian and within the Jurassic and Cretaceous. The oils of the Williston Basin exhibit a wide range of geochemical characteristics defined as "oil families", although the geochemical signature of the Cambrian Deadwood Formation and Lower Ordovician Winnipeg reservoired oils does not match any "oil family". Despite their close stratigraphic proximity, it is evident that the oils of the Lower Palaeozoic within the Williston Basin are distinct. This suggests the presence of a new "oil family" within the Williston Basin. Diagnostic geochemical signatures occur in the gasoline range chromatograms, within saturate fraction gas chromatograms and biomarker fingerprints. However, some of the established criteria and cross-plots that are currently used to segregate oils into distinct genetic families within the basin do not always meet with success, particularly when applied to the Lower Palaeozoic oils of the Deadwood and Winnipeg Formation.     

低渗透非均质砂岩油藏启动压力梯度研究

理论推导与室内实验相结合,建立了低渗透非均质砂岩油藏启动压力梯度确定方法。首先借助油藏流场与电场相似的原理,推导了非均质砂岩油藏启动压力梯度计算公式。其次基于稳定流实验方法,建立了非均质砂岩油藏启动压力梯度测试方法。结果表明:低渗透非均质砂岩油藏的启动压力梯度确定遵循两个等效原则。平面非均质油藏的启动压力梯度等于各级渗透率段的启动压力梯度关于长度的加权平均;纵向非均质油藏的启动压力梯度等于各渗透率层的启动压力梯度关于渗透率与渗流面积乘积的加权平均。研究成果可用于有效指导低渗透非均质砂岩油藏的合理井距确定,促进该类油藏的高效开发。     

On Tragic Consciousness In The Works By Ernest Hemingway

As an American modern novelist who were famous in the literary world, Hemingway was not a person who always followed the trend but a sharp observer. At the same time, he was a tragedy maestro, he paid great attention on existence, fate and end-result. The dramatis personae's tragedy of his works was an extreme limit by all means tragedy on the meaning of fearless challenge that failed. The beauty of tragedy was not produced on the destruction of life, but now this kind of value was in the impact activity. They performed for the reader about the tragedy on challenging for the limit and the death.     

Achieving Unusual States of Matter Under High Pressure

正The periodicity of the elements and the non-reactivity of the inner-shell electrons are two related principles of chemistry,rooted in the atomic shell structure.Within compounds,Group I elements,for example,invariably assume the+1 oxidation state,and their chemical properties differ completely from those of the p-block elements.These general rules govern our understanding of chemical structures and reactions.Using first principles calcula-     

Exchange-Correlation and Electronic Excitation Energies from Pairing Matrix Fluctuations

We have developed an adiabatic connection to formulate the ground-state exchange-correlation energy in terms of pairing matrix linear fluctuations.This formulation of the exchange-correlation energy opens a new channel for density functional approximations based on the many-body perturbation theory.We illustrate the potential of such approaches with an approximation based on the particle-particle Random Phase Approximation(pp-RPA).This re-     

Density Functional Theory for the Response of Periodic Systems to Electric Fields Based on the Vector Potential Approach

正The electronic and nuclear(structural/vibrational)response of 1D-3D nanoscale systems to electric fields gives rise to a host of optical,mechanical,spectral,etc.properties that are of high theoretical and applied interest.Due to the computational difficulty of treating such large systems it is convenient to model them as infinite and periodic(at least,in first approximation).The fundamental theoretical/computational problem in doing so is that     

On the Thermodynamic Limit for Responses to Static Electromagnetic Fields

For molecular systems,the quantum-mechanical treatment of their responses to static electromagnetic fields usually employs a scalar-potential treatment of the electric field and a vector-potential treatment of the magnetic field.Although the potential for each field separately is associated with the choice of an(unphysical)origin,the precise choice of the origin for the electrostatic field has little consequences for the results.This is different for the