Break Detectability and Mean Square Forecast Error Ratios for Selecting Estimation Windows

It has been suggested that a major problem for window selection when we estimate models for forecasting is to empirically determine the timing of the break. However, if the window choice between post‐break or full sample is based on mean square forecast error ratios, it is difficult to understand why such a problem arises since break detectability and these ratios seem to have the same determinants. This paper analyses this issue first for the expected values in conditional models and then by Monte Carlo simulations for more general cases. Results show similar behaviour between rejection frequencies and the ratios but only for break tests that do not take into account forecasting error covariances, as is the case with mean square forecast error measures. Moreover, the asymmetric shape of the frequency distribution of the ratios could help us to better grasp empirical problems. An illustration using actual data is given. Copyright © 2011 John Wiley & Sons, Ltd.     

一类拟线性粘弹性方程解的空间性质

主要研究一类非线性粘弹性方程解的空间性质,在给非线性项加一些合适条件的情况下,可以得到一个二择一的结果.所应用的方法主要是能量方法,本文结果可以看成是粘弹性方程的Saint-Venant原则.     

夸克—结模型与内含强子,反强子谱

本文应用从亚夸克理论获得的夸克——结模型,分析了强子碎片的强子、反强子谱的行为.碎片演化能由夸克或双夸克的级联衰变机制来实现。据此计算了质子碎片的某些内含强子、反强子谱的比,其结果令人满意并与实验相符。     

关于随机环境分枝过程存活概率的几个定理

通过对随机环境分枝过程灭绝概率的讨论,应用条件概率和条件期望的性质得到了关于存活概率的界,此结论可以确定该过程是否灭绝,对研究该过程的灭绝时是有帮助的。     

Boltzmann Equations with Quantum Effects (1):Long Time Behavior of Spatial Decay Solutions

IntroductionIn the absence of external force fields,the modifiedBoltzmann equations governing Bose- Einsteinparticles and Fermi- Dirac particles can be unifiedto the following form[13 ] ,f(x,v,t)t +v .xf(x,v,t) =Qα(f) (x,v,t) ,(x,v,t)∈ R3× R3× R+ ,　 (BQE)whereα is proportional to h3 (h is Planck' scostant) and R+ =[0 ,∞ ) .The solution f=f(x,v,t) is the particle number density for the gasparticles possessing quantum effects at time t andposition x with velocity v.In a dilute g…     

Kinetic analysis of self-condensing vinyl polymerization with unequal reactivities

The distribution function of the hyperbranched polymers formed from the self-condensing vinyl polymerization with unequal reactivities was derived and the differential equations for the second moments are established, based on the variable of the conversion of B^＊ groups. The various average degrees of branching can be designed by suitable values of reactivities ratio （r） and the conversion of A group （x）. In order to reach the maximum degree of branching at a specified x, r needed is dependant on the value of x. The higher the x, the less the r needed is for the maximum value of degree of branching. At the end of the reaction, the maximum degree of branching reaches 0.5 with r=2.59.     

双β-衰变研究现状及展望

本文分析了近年来无中微子双β-衰变的实验结果，介绍了今后几年将进行的双β-衰变实验情况。     

BESⅢ测量(日)(1530)-→γ(日)-的蒙特卡洛研究

基于BESⅢ合作组的离线软件框架BOSS,利用该合作组产生的1 225 M单举J/Ψ事例,研究在BESⅢ探测器上实现测量到超子辐射稀有衰变过程Ξ(1 530)-→γΞ-的分支比的可能性.以无信号事例的单举J/Ψ事例样本为背景样本,以纯信号蒙特卡罗事例为信号样本,控制信号事例,在分别假设观测到Ξ(1 530)-→γΞ-衰变过程信号显著水平为3σ和5σ的情况下,得到该衰变过程对应的分支比.