On a dynamic mixture GARCH model

This paper proposes a new mixture GARCH model with a dynamic mixture proportion. The mixture Gaussian distribution of the error can vary from time to time. The Bayesian Information Criterion and the EM algorithm are used to estimate the number of parameters as well as the model parameters and their standard errors. The new model is applied to the S&P500 Index and Hang Seng Index and compared with GARCH models with Gaussian error and Student's t error. The result shows that the IGARCH effect in these index returns could be the result of the mixture of one stationary volatility component with another non‐stationary volatility component. The VaR based on the new model performs better than traditional GARCH‐based VaRs, especially in unstable stock markets. Copyright © 2008 John Wiley & Sons, Ltd.     

高等数学课程设置的多样化研究

由于专业和学生之间存在差异,在高等数学课程设置上必须实行多样化。具体说来,把高等数学的学习内容分为三个模块:基础模块、拓展模块(基地班)和应用模块,实践表明,这种多样化的高等数学课程设置取得了较好的教学效果。     

Roost sites used by Sandhill Crane staging along the Platte River, Nebraska

We assessed the influence of water depth, extent of unobstructed view, and human disturbance features on use of roost sites by Sandhill Cranes along the Platte River, Nebraska, during spring migratory stopover. Aerial photos taken near dawn were used to determine areas of flock use and habitat availability in four sample reaches, and measurements were made on the ground at flock roost areas. In general, depths of 1-13 cm were used by sandhill cranes in greater proportion than those available. Exposed sandbars and depths >20 cm were avoided, while depths of 14-19 cm were used in proportion to their availability. Sites 11-50 m from the nearest visual obstruction were used significantly greater than their availability, while sites 0-4 and >50 m from visual obstructions were avoided. Sandhill Cranes avoided sites near paved roads, gravel roads, single dwellings, and bridges when selecting roost sites; however, they did not appear to be disturbed by private roads, groups of residential buildings, gravel pits, railroads, or electrical transmission lines.     

Varying prevalence of Taenia taeniaeformis strobilocerci in Microtus pennsylvanicus of Montana

Normal 0 false false false EN-US X-NONE X-NONE MicrosoftInternetExplorer4 st1\:*{behavior:url(#ieooui) } /* Style Definitions */ table.MsoNormalTable {mso-style-name:"Table Normal"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-style-noshow:yes; mso-style-priority:99; mso-style-qformat:yes; mso-style-parent:""; mso-padding-alt:0in 5.4pt 0in 5.4pt; mso-para-margin:0in; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:11.0pt; font-family:"Calibri","sans-serif"; mso-ascii-font-family:Calibri; mso-ascii-theme-font:minor-latin; mso-fareast-font-family:"Times New Roman"; mso-fareast-theme-font:minor-fareast; mso-hansi-font-family:Calibri; mso-hansi-theme-font:minor-latin; mso-bidi-font-family:"Times New Roman"; mso-bidi-theme-font:minor-bidi;} Of 42 Microtus pennsylvanicus trapped 1 km from Bozeman, Montana, 14 (33.3 percent) were infected by strobilocerci of Taenia taeniaeformis, while only one (2.1 percent) of 47 was infected at a rural site 16 km from Bozeman. The higher incidence of the primary host, domestic cats, is believed to account for the higher rate of infection near Bozeman.     

Pilfering of stored seeds and the relative costs of scatter-hoarding versus larder-hoarding in yellow pine chipmunks

Yellow pine chipmunks ( Tamias amoenus ) scatter-hoard food during summer and autumn but must form a larder as a winter food source before winter begins. Yellow pine chipmunks do not larder-hoard large quantities of food during the summer, apparently because a summer larder could not be defended from pilferers. We tested the assumption that the rate of pilferage from an unguarded larder would be significantly greater than the rate of pilferage from surface caches (which are also unguarded by yellow pine chipmunks) during the summer and autumn. Buried plastic buckets were used as artificial nests containing larders of 1000 sunflower seeds or 200 Jeffrey pine ( Pinus jeffreyi ) seeds. The pilferage of larder contents was monitored daily and compared to pilferage of surface caches. Animals (yellow pine chipmunks and deer mice, Peromyscus maniculatus ) removed sunflower seeds from caches much faster than from larders, but caches of Jeffrey pine seeds disappeared much more slowly than pine seeds in larders. Further, animals removed pine seeds from larders more quickly than they did sunflower seeds from larders. The difference between seed species was probably because sunflower seeds have much stronger odors, which rodents readily detect, and because chipmunks prefer pine seeds over sunflower seeds. Yellow pine chipmunks must spend a considerable portion of their time foraging for seeds and may not be able to defend a large larder during summer.     

The biological soil crusts of the San Nicolas Island: enigmatic algae from a geographically isolated ecosystem

Composite soil samples from 7 sites on San Nicolas Island were evaluated quantitatively and qualitatively for the presence of cyanobacteria and eukaryotic microalgae. Combined data demonstrated a rich algal flora with 19 cyanobacterial and 19 eukaryotic microalgal genera being identified, for a total of 56 species. Nine new species were identified and described among the cyanobacteria and the eukaryotic microalgae that were isolated: Leibleinia edaphica, Aphanothece maritima, Chroococcidiopsis edaphica, Cyanosarcina atroveneta, Hassallia californica, Hassallia pseudoramosissima, Microchaete terrestre, Palmellopsis californicus, and Pseudotetracystis compactis. Distinct distributional patterns of algal taxa existed among sites on the island and among soil algal floras of western North America. Some algal taxa appeared to be widely distributed across many desert regions, including Microcoleus vaginatus, Nostoc punctiforme, Nostoc paludosum, and Tolypothrix distorta, Chlorella vulgaris, Diplosphaera cf. chodatii, Myrmecia astigmatica, Myrmecia biatorellae, Hantzschia amphioxys, and Luticola mutica. Some taxa share a distinctly southern distribution with soil algae from southern Arizona, southern California, and Baja California (e.g., Scenedesmus deserticola and Eustigmatos magnus ). The data presented herein support the view that the cyanobacterial and microalgal floras of soil crusts possess significant biodiversity, much of it previously undescribed.     

Ecological comparison of sympatric populations of sand lizards ( Cophosaurus texanus and Callisaurus draconoides )

Sympatric populations of Cophosaurus texanus and Callisaurus draconoides were periodically sampled from March 1973 through April 1974 at Burro Creek, Mohave County, Arizona. Callisaurus were also sampled at Rock Valley, Nye County, Nevada. Sex ratios were skewed in favor of males in the adult Cophosaurus but were equal in both adult populations of Callisaurus. Both species became sexually mature as yearlings. Mean clutch sizes were 3.55 (±0.83) for Cophosaurus, and 4.25 (±1.08) and 5.07 (±1.33) for Callisaurus at Burro Creek and Rock Valley respectively. Evidence of multiple clutches was exhibited by both species. Egg weight/body weight ratios for both species and clutch weight/body weight ratios for Cophosaurus were notably smaller than previously reported. At Burro Creek both species were highly insectivorus, with orthopterans comprising the largest food group of each. Niche overlap for food was high at the ordinal level, but at the familial level it is apparent that Callisaurus probably fed in the more xeric areas of the riparian habitat. No differences were found in the temperature responses of these two lizards. However, minor temporal separations and substantial spatial partitioning were observed. Callisaurus preferred sandy open areas, while Cophosaurus preferred the presence of some rocks and boulders.     

Lahontan sagebrush ( Artemisia arbuscula ssp. longicaulis ): a new taxon

A new subspecies of Artemisia arbuscula is described, A. arbuscula ssp. longicaulis Winward & McArthur, ssp. Nov. This taxon is a landscape dominant in portions of northwestern Nevada and adjacent California and Oregon at elevations from 1050 to 2000 m on shallow or argillic (clayey) soils. It differs from A. arbuscula ssp. arbuscula in its long floral stalks and large leaves. Morphological, chemical, ecological, and cytological data suggest that it is of hybrid origin. It is hexaploid (6x). We hypothesize that 2x A. arbusucla ssp. arbusucla and 4x A. tridentata ssp. wyomingensis are its parents.     

限定性范围副词的再分类及其与N(P)组合分析

通过语言事实的考察,对双音节限定性范围副词的再分类及其与名词或名词短语的组合问题进行分析和探讨,以揭示它们在句法功能上的共性与差异性。