Estimation and testing of time-varying coefficient regression models in the presence of linear restrictions

A linear regression model with random walk coefficients is extended to allow for linear restrictions between the coefficients to be satisfied at each point in time. Estimation in this model is shown to be no more involved than estimation in the standard model. It is also demonstrated how, after a slight modification to the testing problem, classical test procedures may be applied to the problem of testing for such restrictions. The performance of the Lagrange Multiplier test for a variety of different restrictions is then investigated via simulation. An empirical application involving testing for homogeneity in a random walk coefficient version of the AIDS model is given.     

阶段Ⅰ/Ⅱ试验中成功曲线的探讨

在阶段Ⅰ/Ⅱ剂量反应问题中,我们的目的是通过成功曲线决定最优剂量。不同的成功曲线会得到不同的最优剂量,本文根据实际中的毒性和有效性来确定了适当的成功曲线。     

仅用1表示数的最少个数

设n为正整数,f(n)是可以用1以及任意多个 号和×号(以及括号)来表示n时所用1的最少的个数.本文确定了n在若干情形时f(n)的值,改进了参考文献的部分结果,并提出了若干新的猜想.     

纺织锭杆超精机PLC控制系统的设计研究

简要介绍了纺织锭杆超精机的设计思想，给出了自动控制系统的软硬件结构的设计方法，对纺织企业具有一定的参考价值．     

DMloDS的多媒体存储服务器中可丢弃帧的分配问题

分布式多媒体信息点播系统（ＤＭＩｏＤＳ）要求其多媒体存储服务器能够同时为大量的客户提供实时的信息服务,为了保证每个客户的ＱｏＳ要求,系统必须提供接纳控制机制以限制客户的数量．首先从理论上描述了一种适合于ＤＭＩｏＤＳ中多媒体存储服务器的统计型接纳控制算法ＳＡＣＡ,并对统计过程中产生的可弃帧的分配问题进行了深入的研究,提出了可丢弃帧分配的数学模型,保证了每个客户的基本ＱｏＳ要求,为ＤＭＩｏＤＳ系统的设计提供了理论依据     

纯方位二维运动目标的不可观测性问题研究

纯方位系统是可观测的 ,是指系统在纯方位观察条件下 ,能唯一地求解出目标的运动参数。针对二维空间作匀加速运动的目标 ,对纯方位系统跟踪的不可观测性问题进行了讨论。证明了在观测器保持匀速直线运动时 ,纯方位系统定位与跟踪不可求解这一命题。对于利用被动传感器得到的纯方位量测进行目标运动状态的估计 ,在理论和实践中都有一定的指导意义     

电子邮件的自动截取与分析系统的设计与实现

介绍了一种对电子邮件进行自动截取分析系统的后台程序的设计与实现．该系统能够根据用户预先设定的截取关键词对电子邮件进行自动截取分析，然后对截取的电子邮件在前台进行相应的处理，以防止电子邮件传播非法的、不健康的内容。     

DNA编码序列的关联特性

用ＤＮＡ行走方法和信息剩余度方法研究了核酸编码序列中的碱基关联，指出了这种关联的短程性．讨论了碱基组成漂变导致的表现关联效应和各种关联模的涨落限．对最近的有关文献作了评述．     

Two Tales of Return Predictability: The Case of Asia–Pacific Equity Markets

If past prices can successfully predict future price movements, it would contradict the notion of weak‐form market efficiency. Return predictability can be assessed via a variety of random walk statistical tests or via the application of mechanical trading rules. Findings of return predictability and state of market efficiency are compared by applying a battery of popular random walk statistical tests and a large set of mechanical trading rules to a family of equity indexes in Asia–Pacific equity markets over a 20‐year period of time. Inferences drawn from different random walk based econometric tests of market efficiency often disagree among themselves and tend to exaggerate the extent of predictability in returns. Testing of return predictability via a set of mechanical trading rules allows one to account for a possible data snooping bias, error measurements due to nonsynchronous trading and market frictions such as trading costs. Persistent predictability of returns that cannot be explained by the combination of data snooping bias, nonsynchronicity bias and moderate level of transaction costs is found in just two emerging equity markets in the region. Copyright © 2016 John Wiley & Sons, Ltd.