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Asymptotic Inference in the Random Coefficient Autoregressive Model with Time-functional Variance Noises

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Acta Mathematicae Applicatae Sinica 2024年第2期40卷 320-346页

作者： En-wen ZHU Zi-wei DENG Han-jun ZHANG Jun CAO xiao-hui liu Department of Mathematics and Statistics Changsha University of Science and TechnologyChangsha 410114China School of Mathematics and Computational Science Xiangtan UniversityXiangtan 411105China School of Statistics and Data Science and Key Laboratory of Data Science in Finance and EconomicsJiangxi University of Finance and EconomicsNanchang 330013China

This paper considers the random coefficient autoregressive model with time-functional variance noises,hereafter the RCA-TFV model.We first establish the consistency and asymptotic normality of the conditional least squares estimator for the constant coefficient.The semiparametric least squares estimator for the variance of the random coefficient and the nonparametric estimator for the variance function are constructed,and their asymptotic results are reported.A simulation study is presented along with an analysis of real data to assess the performance of our method in finite samples.

关键词： random coefficient autoregressive model time-functional variance conditional least squares semiparametric least squares

Asymptotic Inferences in the Random Coefficient Autoregressive Model with Time-functional Variance Noises

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Acta Mathematicae Applicatae Sinica 2024年

作者： En-wen ZHU Zi-wei DENG Han-jun ZHANG Jun CAO xiao-hui liu Department of Mathematics and Statistics Changsha University of Science and Technology School of Statistics and Data Science and Key Laboratory of Data Science in Finance and Economics Jiangxi University of Finance and Economics School of Mathematics and Computational Science Xiangtan University

This paper considers the random coefficient autoregressive model with time-functional variance noises, hereafter the RCA-TFV model. We first establish the consistency and asymptotic normality of the conditional least squares estimator for the constant coefficient. The semiparametric least squares estimator for the variance of the random coefficient and the nonparametric estimator for the variance function are constructed,and their asymptotic results are reported. A simulation study is presented along with an analysis of real data to assess the performance of our method in finite samples.

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Statistical Inferences in a Partially Linear Model with Autoregressive Errors

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Acta Mathematicae Applicatae Sinica 2022年第4期38卷 822-842页

作者： xiao-hui liu Yu WANG Ya-wen FAN Yu-zi liu School of Statistics Jiangxi University of Finance and EconomicsNanchang 330013China Key Laboratory of Data Science in Finance and Economics Jiangxi University of Finance and EconomicsNanchang 330013China

In this paper,we consider the statistical inferences in a partially linear model when the model error follows an autoregressive process.A two-step procedure is proposed for estimating the unknown parameters by taking into account of the special structure in error.Since the asymptotic matrix of the estimator for the parametric part has a complex structure,an empirical likelihood function is also developed.We derive the asymptotic properties of the related statistics under mild conditions.Some simulations,as well as a real data example,are conducted to illustrate the finite sample performance.

关键词： partially linear model autoregressive errors two-step procedure profile empirical likelihood

A Unit Root Test for an AR(1)Process with AR Errors by Using Random Weighted Bootstrap

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数学学报:英文版 2023年第9期39卷 1834-1854页

作者： xiao hui liu Ya Wen Fan Yu Zi liu Shi Hua Luo School of Statistics and Data Science Jiangxi University of Finance and EconomicsNanchang330013P.R.China Key Laboratory of Data Science in Finance and Economics Jiangxi University of Finance and EconomicsNanchang330013P.R.China

A great deal of economic problems are related to detecting the stability of time series data,where the main interest is in the unit root test.In this paper,we consider the unit root testing problem with errors being long-memory processes with the LARCH structure.A new test statistic is developed by using the random weighted bootstrap method.It turns out that the proposed statistic has a chisquared distribution asymptotically regardless of the process being stationary or nonst at ionary,and with or without an intercept term.The simulation results show that the statistic has a desired finite sample performance in terms of both size and power.A real data application is also given relying on the inflation rate data of 17 countries.

关键词： Autoregressive model random weighted bootstrap autoregressive errors unit root test

Oracle Inequality for Sparse Trace Regression Models with Exponentialβ-mixing Errors

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Acta Mathematica Sinica,English Series 2023年第10期39卷 2031-2053页

作者： Ling PENG Xiang Yong TAN Pei Wen xiao Zeinab RIZK xiao hui liu School of Statistics and Data Science Jiangxi University of Finance and EconomicsNanchang 330013P.R.China Key Laboratory of Data Science in Finance and Economics Jiangxi University of Finance and EconomicsNanchang 330013P.R.China

In applications involving,e.g.,panel data,images,genomics microarrays,etc.,trace regression models are useful tools.To address the high-dimensional issue of these applications,it is common to assume some sparsity property.For the case of the parameter matrix being simultaneously low rank and elements-wise sparse,we estimate the parameter matrix through the least-squares approach with the composite penalty combining the nuclear norm and the l1norm.We extend the existing analysis of the low-rank trace regression with i.***.d.errors to exponentialβ-mixing errors.The explicit convergence rate and the asymptotic properties of the proposed estimator are established.Simulations,as well as a real data application,are also carried out for illustration.

关键词： Trace regression model low-rank matrix oracle inequality exponentialβ-mixing errors

Potassium Acetate/18-Crown-6 Pair:Robust and Versatile Catalyst for Synthesis of Polyols from Ring-Opening Copolymerization of Epoxides and Cyclic Anhydrides

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Chinese Journal of Chemistry 2023年第1期41卷 83-92页

作者： xiaoqing Dou xiao-hui liu Bin Wang Yue-Sheng Li School of Materials Science and Engineering Tiangong UniversityTianjin 300387China Tianjin Key Lab of Composite&Functional Materials School of Materials Science and EngineeringTianjin UniversityTianjin 300350China

Efficient synthesis of polyester polyols with tunable molecular weight and microstructures from cyclic anhydride/epoxide mixtures by taking advantage of chain transfer reaction remains a great challenge,because most of the catalysts exhibit poor tolerance to chain transfer agent(CTA).In this contribution,we demonstrated that potassium acetate(KOAc)and 18-crown-6(18-C-6)combination has great potential in the synthesis of diverse polyester polyols with controllable molecular weight and high-end group ***-pared with KOAc,KOAc/18-C-6 pair could induce a much faster chain transfer between the active and dormant chains,and thus produce polyester polyols with narrow and monomodal distribution.In addition,polyester polyols could be efficiently prepared in laboratory by using commercially available cyclic anhydride without further purification(containing about 2%diacid residual as CTA)with an extremely low catalyst loading([catalyst pair]:[anhydride]:[epoxide]=1:50000:250000,[catalyst pair]=0.0004 mol%).KOAc/18-C-6 could also promote the self-switchable copolymerization of cyclic anhydride/epoxide/cyclic ester mixtures.Ring-opening copolymerization of cyclic ester was initiated automatically after the full conversion of cyclic anhydride,finally producing polyester polyols with ABA-type block structure.

关键词： Ring-opening polymerization Macrocyclic ligands Block copolymer Cyclic Anhydride Epoxide

Empirical Likelihood-based Inferences in Varying Coefficient Models with Missing Data

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Acta Mathematicae Applicatae Sinica 2015年第3期31卷 823-840页

作者： xiao-hui liu School of Statistics Jiangxi University of Finance and Economics Research Center of Applied Statistics Jiangxi University of Finance and Economics

In this paper, we consider the empirical likelihood-based inferences for varying coefficient models Y = X^τα（U）＋ ε when X are subject to missing at random. Based on the inverse probability-weighted idea, a class of empirical log-likelihood ratios, as well as two maximum empirical likelihood estimators, are developed for α（u）. The resulting statistics are shown to have standard chi-squared or normal distributions asymptotically.Simulation studies are also constructed to illustrate the finite sample properties of the proposed statistics.

关键词： varying coefficient models missing at random empirical likelihood maximum empirical likelihood estimator

Oxygen Atom Transfer Mechanism for Vanadium-Oxo Porphyrin Complexes Mediated Aerobic Olefin Epoxidation

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Chinese Journal of Chemistry 2022年第1期40卷 115-122页

作者： xiao-hui liu Jia-Ying Huang Lei-Ming Tao Hai-Yang Yu Xian-Tai Zhou Can Xue Qi Han Wen Zou Hong-Bing Ji Fine Chemical Industry Research Institute School of Chemical Engineering and TechnologySun Yat-sen UniversityZhuhaiGuangdong 519082China Fine Chemical Industry Research Institute School of ChemistrySun Yat-sen UniversityGuangzhouGuangdong 510275China School of Chemical Engineering Guangdong University of Petrochemical TechnologyMaomingGuangdong 525000China

The development of catalytic aerobic epoxidation by numerous metal complexes in the presence of aldehyde as a sacrificial reductant(Mukaiyama epoxidation)has been reported,however,comprehensive examination of oxygen atom transfer mechanism involving free radical and highly reactive intermediates has yet to be presented.Herein,meso-tetrakis(pentafluorophenyl)porphyrinatooxidovanadium(Ⅳ)(VOTPFPP)was prepared and proved to be efficient toward aerobic olefin epoxidation in the presence of isobutyraldehyde.In situ electron paramagnetic resonance spectroscopy(in situ EPR)showed the generation,transfer pathways and ascription of free radicals in the epoxidation.According to the spectral and computational studies,the side-on vanadium-peroxo complexes are considered as the active intermediate species in the reaction process.In the cyclohexene epoxidation catalyzed by VOTPFPP,the kinetic isotope effect value of 1.0 was obtained,indicating that epoxidation occurred via oxygen atom transfer mechanism.The mechanism was further elucidated using isotopically labeled dioxygen experiments and density functional theory(DFT)calculations.

关键词： Vanadium-oxo porphyrin Epoxidation Reaction mechanisms Oxygen atom transfer Radicals

Hyperoside protects the blood-brain barrier from neurotoxicity of amyloid beta 1–42

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Neural Regeneration Research 2018年第11期13卷 1974-1980页

作者： Chen-Yang liu Kuan Bai xiao-hui liu Li-Mi Zhang Gu-Ran Yu Department of Neurology Jiangsu Traditional Chinese Medicine Hospital the Affiliated Hospital of Nanjing University of Traditional Chinese Medicine Nanjing Jiangsu Province China Graduate School of Nanjing University of Traditional Chinese Medicine Nanjing Jiangsu Province China

Mounting evidence indicates that amyloid β protein（Aβ） exerts neurotoxicity by disrupting the blood-brain barrier（BBB） in Alzheimer＇s disease. Hyperoside has neuroprotective effects both in vitro and in vivo against Aβ. Our previous study found that hyperoside suppressed Aβ1-42-induced leakage of the BBB, however, the mechanism remains unclear. In this study, bEnd.3 cells were pretreated with 50, 200, or 500 μM hyperoside for 2 hours, and then exposed to Aβ1-42 for 24 hours. Cell viability was determined using 3-（4,5-dimethyl-2-thiazolyl）-2,5-diphenyl-2-H-tetrazolium bromide assay. Flow cytometry and terminal deoxynucleotidyl transferase-mediated d UTP nick-end labeling assay were used to analyze cell apoptosis. Western blot assay was carried out to analyze expression levels of Bax, Bcl-2, cytochrome c, caspase-3, caspse-8, caspase-9, caspase-12, occludin, claudin-5, zonula occludens-1, matrix metalloproteinase-2（MMP-2）, and MMP-9. Exposure to Aβ1-42 alone remarkably induced bEnd.3 cell apoptosis; increased ratios of cleaved caspase-9/caspase-9, Bax/Bcl-2, cleav ed caspase-8/caspase-8, and cleaved caspase-12/caspase-12; increased expression of cytochrome c and activity of caspase-3; diminished levels of zonula occludens-1, claudin-5, and occludin; and increased levels of MMP-2 and MMP-9. However, hyperoside pretreatment reversed these changes in a dose-dependent manner. Our findings confirm that hyperoside alleviates fibrillar Aβ1-42-induced BBB disruption, thus offering a feasible therapeutic application in Alzheimer＇s disease.

关键词： nerve regeneration Alzheimer＇s disease amyloid beta 1-42 blood-brain barrier bEnd.3 cells tight junction proteins hyperoside anti-apoptosis neural regeneration