复生长曲线模型中参数的无偏似然比检验准则

讨论了复生长曲线模型中尺度参数∑和位置参数ξ的检验问题．设原假设为①H1：∑=Ip（Ip为P阶单位阵）;②H2：∑=Ip且ξ：0（0为q×m阶零矩阵）;③H3：∑=σ2Ip（σ2〉0且未知）．证明了当A为分块对角矩阵时,相应于备择假设Ai≠Hi（i=1,2,3）检验原假设Hi的似然比检验是无偏的．     

Predictive power and unbiasedness of implied forward charter rates

This paper examines the efficiency and predictive power of implied forward shipping charter rates. In particular, we examine whether implied forward 6‐month time‐charter rates, which are derived through the difference between time‐charters with different maturities based on the term structure model, are efficient and unbiased predictors of actual future time‐charter rates. Using a dataset for the period January 1989 to June 2003, results of different statistical tests, including the cointegration approach, suggest that implied forward rates are in fact unbiased predictors of future time‐charter rates in the dry bulk freight market. In addition, it is found that implied forward rates yield superior forecasts compared to alternative univariate and multivariate time series models. However, while the unbiasedness hypothesis is found to hold, on average, we find that chartering strategies based on simple trend‐following trading rules in this cyclical market are able to generate economic profits even out‐of‐sample. This highlights how standard tests for unbiasedness do not always capture cyclical predictable components in the market behaviour. Copyright © 2007 John Wiley & Sons, Ltd.     

一致凸Banach空间渐近非扩张映象具双误差的Ishikawa迭代

本文在一致凸Banach空间中,研究了连续半紧的渐近非扩张映象‖Tnx-Tny‖≤Ln‖x-y‖的Ishikawa迭代序列的收敛问题,证明了具双误差的Ishikawa迭代逼近收敛定理.改进了一些相关文献的结果.     

具有分段常数变元的二阶微分方程的振动性

考虑二阶方程 x＂(t) 4px([t 1/2])=0 （*）这里p为实常数,[·]为最大取整函数,本文讨论了方程（*）之解的振动性及稳定性。     

ON TAKEUCHI EFFICIENCY IN TWO CLASSES OF SINGLE－PARAMETER TWO－SIDED TRUNCATED DISTRIBUTIONS

ＯＮＴＡＫＥＵＣＨＩＥＦＦＩＣＩＥＮＣＹＩＮＴＷＯＣＬＡＳＳＥＳＯＦＳＩＮＧＬＥ－ＰＡＲＡＭＥＴＥＲＴＷＯ－ＳＩＤＥＤＴＲＵＮＣＡＴＥＤＤＩＳＴＲＩＢＵＴＩＯＮＳＬＩＡＮＧＨｕａ（ＩｎｓｔｉｔｕｔｅｏｆＳｙｓｔｍｅｓＳｃｉｅｎｃｅ，ＡｃａｄｅｍｉａＳ...     

ON ASYMPTOTICALLY MEDIAL UNBIASED ESTIMATORS IN TRVNCATED－TYPE DISTRIBUTION FAMILIES

ＯＮＡＳＹＭＰＴＯＴＩＣＡＬＬＹＭＥＤＩＡＬＵＮＢＩＡＳＥＤＥＳＴＩＭＡＴＯＲＳＩＮＴＲＶＮＣＡＴＥＤ－ＴＹＰＥＤＩＳＴＲＩＢＵＴＩＯＮＦＡＭＩＬＩＥＳＬＩＡＮＧＨｕａ（ＩｎｓｔｉｔｕｔｅｏｆＳｙｓｔｅｍｓＳｃｉｅｎｃｅ，ＡｃａｄｅｍｉａＳｉｎｉｃａ...     

一类非线性随机微分方程的参数估计

利用极大似然估计方法,考虑一类具有小扰动的非线性随机微分方程的参数估计问题.讨论小扰动项ε→0或时间T→∞时估计量的性质,证明了:当ε→0时,未知参数的估计量具有无偏性及渐近一致性;当ε取固定值和ε→0时,分别给出了估计量α~ε在T→∞时的渐近分布.最后给出数值模拟结果,验证了估计量的无偏性及其渐近正态性.     

非平稳社会经济系统建模新方法及其应用

本文提出了非平稳社会经济系统建模的新方法——二步预测校正法,给出了该方法对于经济系统建模的应用。大量计算实例以及与逐步回归的比较表明,该方法不失为非平稳系统建模的一种有效方法,在样本容量较小时也能取得较为满意的结果。     

基于手背血管进行身份识别的预处理研究

分析生物识别技术的发展现状以及研究以手背血管为特征进行身份识别的意义,结合识别系统框图对其中的预处理模块进行了详细阐述,主要包括图像的提取、二值化、去噪、细化等.实验结果表明,处理效果较好.