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Nonlinear autoregressive models with heavy-tailed innovation

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Science china mathematics 2005年第3期48卷 333-340页

作者： JIN Yang & AN Hongzhi school of statistics, Renmin university of china, Beijing 100872, china Academy of mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100080, china Sch. of statistics Renmin Univ. of China Beijing 100872 China Acad. of mathematics and Syst. Sci. Chinese Acad. of Sci. Beijing 100080 China

In this paper, we discuss the relationship between the stationary marginal tail probability and the innovation's tail probability of nonlinear autoregressive models. We show that under certain conditions that ensure the stationarity and ergodicity, one dimension stationary marginal distribution has the heavy-tailed probability property with the same index as that of the innovation's tail probability.

关键词： nonlinear autoregressive model, innovation, tail probability.

ASYMPTOTIC NORMALITY OF MAXIMUM QUASI-LIKELIHOOD ESTIMATORS IN GENERALIZED LINEAR MODELS WITH FIXED DESIGN

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Journal of Systems Science & Complexity 2008年第3期21卷 463-473页

作者： Qibing GAO Yaohua WU Chunhua ZHU Zhanfeng WANG school of mathematics and Computer Science Nanjing Normal University Nanjing 210097 China Department of statistics and finance University of Science and Technology of China Hefei 230026 China school of mathematics Science Anhui University Hefei 230039 China

In generalized linear models with fixed design, under the assumption λ↑_n→∞ and other regularity conditions, the asymptotic normality of maximum quasi-likelihood estimator ^↑βn, which is the root of the quasi-likelihood equation with natural link function ∑i=1^n Xi（yi -μ（Xi′β）） = 0, is obtained, where λ↑_n denotes the minimum eigenvalue of ∑i=1^nXiXi′, Xi are bounded p × q regressors, and yi are q × 1 responses.

关键词： Asymptotic normality fixed design generalized linear models maximum quasi-likelihood estimator

A local probability exponential inequality for the large deviation of an empirical process indexed by an unbounded class of functions and its application

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Science china mathematics 2004年第6期47卷 821-830页

作者： ZHANG DixinDepartment of finance, Business school, Nanjing university, Nanjing 210093, china Department of finance Business School Nanjing University Nanjing China

A local probability exponential inequality for the tail of large deviation of an empirical process over an unbounded class of functions is proposed and studied. A new method of truncating the original probability space and a new symmetrization method are given. Using these methods, the local probability exponential inequalities for the tails of large deviations of empirical processes with non-i.i.d. independent samples over unbounded class of functions are established. Some applications of the inequalities are discussed. As an additional result of this paper, under the conditions of Kolmogorov theorem, the strong convergence results of Kolmogorov on sums of non-i.i.d. independent random variables are extended to the cases of empirical processes indexed by unbounded classes of functions, the local probability exponential inequalities and the laws of the logarithm for the empirical processes are obtained.

关键词： empirical process large deviation unbounded class of functions local probability exponential inequality

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加强丽江市高端休闲度假旅游市场开发的研究

生态经济(学术版) 2007年第2期 312-314页

作者：邹再进云南财经大学旅游学院昆明650221

加强高端休闲度假旅游市场的开发,是当今主要旅游目的地改变旅游产品结构,提高旅游经济效益,促进旅游业可持续发展的重要方式之一。丽江市的旅游资源特色、社会人口结构和旅游业发展趋势决定了其加强高端休闲度假旅游市场开发成为必然;... 详细信息

加强高端休闲度假旅游市场的开发,是当今主要旅游目的地改变旅游产品结构,提高旅游经济效益,促进旅游业可持续发展的重要方式之一。丽江市的旅游资源特色、社会人口结构和旅游业发展趋势决定了其加强高端休闲度假旅游市场开发成为必然;同时,丽江市也具有开发这一市场的资源基础、物质保障和市场潜力。因而,文中提出了七大对策与措施,通过利用优势旅游资源开发综合效益好的高端休闲度假旅游市场,为丽江市旅游业的可持续发展开辟新的道路。

关键词：丽江市休闲度假高端市场旅游开发

Dimensions of modified Besicovitch-Eggleston sets

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同方期刊数据库

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Science china mathematics 2006年第2期49卷 245-254页

作者： XIE Yuqiong & WEN Zhixiong Department of mathematics, Wuhan university of Technology, Wuhan 430070, china school of mathematics and statistics, Wuhan university, Wuhan 430072, china Department of mathematics Wuhan University of Technology Wuhan China school of mathematics and statistics Wuhan University Wuhan China

We consider the variants of Besicovitch-Eggleston sets in symbolic spaces, and determine their fractal dimensions.

关键词： Besicovitch-Eggleston set fractal dimension symbolic space multifractal.

ANALYSIS OF LIMIT CYCLES TO A PERTURBED INTEGRABLE NON-HAMILTONIAN SYSTEM

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Annals of Differential Equations 2012年第3期28卷 263-268页

作者： Xiaochun Hong1,2,Yunqiu Wang1,Xuemei Zhang2 1.school of statistics and Math.,yunnan university of finance and economics,Kunming 650221 2.school of Math.and Information Science,Qujing Normal university,Qujing 655011,yunnan

Bifurcation of limit cycles to a perturbed integrable non-Hamiltonian system is investigated using both qualitative analysis and numerical *** investigation is based on detection functions which are particularly effective for the perturbed integrable non-Hamiltonian *** study reveals that the system has 3 limit *** the method of numerical simulation,the distributed orderliness of the 3 limitcycles is observed,and their nicety places are *** study also indicates that each of the 3 limit cycles passes the corresponding nicety point.

关键词： limit cycle integrable non-Hamiltonian system detection function numerical exploration

Asymptotics of discounted aggregate claims for renewal risk model with risky investment

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Applied mathematics(A Journal of Chinese Universities) 2010年第2期25卷 209-216页

作者： JIANG Tao school of finance, Zhejiang Gongshang university, Hangzhou 310018, china school of finance Zhejiang Gongshang University Hangzhou China

Under the assumption that the claim size is subexponentially distributed and the insurance surplus is totally invested in risky asset, a simple asymptotic relation of tail probability of discounted aggregate claims for renewal risk model within finite horizon is obtained. The result extends the corresponding conclusions of related references.

关键词： Discounted aggregate claims ruin probability within finite horizon renewal risk model risky investment subexponential class.

Evaluation model of venture investment based on fuzzy matter-element method of combined weight

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Journal of Southeast university(English Edition) 2008年第S1期24卷 27-32页

作者： Meng Lin1 Bao Guangping2 Sun Yutao1(1 Department of economics, Dalian university of Technology, Dalian 116024, china)(2 finance and Taxation school, Northeast finance and Economy university, Dalian 116025, china) Department of economics Dalian University of Technology Dalian 116024 China finance and Taxation school Northeast Finance and Economy University Dalian 116025 China

An evaluation model of an international venture investment project on the basis of fuzzy matter-element and combined weight methods is introduced. First, the compound fuzzy matter-element of optimal subordinate degree is constructed on the principle of the bigger-more-optimal or the less-more-optimal depending on the actual evaluation indicators, and combined with standard fuzzy matter-element to form a difference-square fuzzy matter-element. Secondly, a combined weight is calculated by both information entropy and the expert grading method. Finally, the compound fuzzy matter-element of Euclidian approach degree by M(·,+)method is constituted and used to classify venture investment projects. Based on the model above, six venture investment projects in a company are evaluated, and the results show that the projects are all good, which is demonstrated by the good income of the projects. Therefore, the coincidence of evaluation results and actual operation status indicates that the model is of great value in practical application.

关键词： combined weights fuzzy matter-element venture investment

Some Index Classes of Singularity of Vector Fields on Manifolds with Boundary

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Wuhan university Journal of Natural Sciences 2002年第4期7卷 388-390页

作者： Xu Xu, Liu Heng-xing school of mathematics and statistics, Wuhan university, Wuhan 430072, Hubei, china school of mathematics and statistics Wuhan University Wuhan Hubei China

V. I. Arnold defined some particular classes of index for singularities of adapted fields. We generalize these index classes for general fields on manifolds with boundary and get some relations of these index classes.

关键词： adapted fields singularity index