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A Two-Step Test for the Two-Sample Problem of Processes of Ornstein-Uhlenbeck Type

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Journal of Systems Science & Complexity 2020年第6期33卷 2067-2079页

作者： WANG Yinfeng TANG Yanlin zhang xinsheng School of Statistics and Mathematics Shanghai Lirin University of Acounting and FinanceShanghaiChina Key Laboratory of Advanced Theory and Application in Statistics and Data Science-MOE School of StatisticsEast China Normal UniversityShanghaiChina Department of Statistics Fudan UniversityShanghaiChina

The authors propose a two-step test for the two-sample problem of processes of OrnsteinUhlenbeck type. In the first step, the authors test the equality of correlation structures, based on the least square estimators of the correlation parameters, and the test statistic follows the standard normal distribution. If the null hypothesis is not rejected in the first step, the authors consider a second step to test the equality of marginal distributions, based on the weighted deviation of the empirical characteristic functions;the test statistic has a complicated asymptotic distribution, so that sequential bootstrap method is applied to reach a temporary decision. Simulation studies and real data analysis suggest that the proposed approach performs well in finite samples.

关键词： Empirical characteristic functions hypothesis testing process of Ornstein-Uhlenbeck type sequential Bootstrap

Optimal Grouping of Heterogeneous Components in Series and Parallel Systems Under Archimedean Copula Dependence

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Journal of Systems Science & Complexity 2022年第3期35卷 1030-1051页

作者： FANG Longxiang zhang xinsheng JIN Qing Department of Mathematics and Statistics Anhui Normal UniversityWuhu 241000China Department of Statistics Fudan UniversityShanghai 200433China

This paper considers series and parallel systems comprising n components drawn from a heterogeneous population consisting of m different *** components within each subpopulation are assumed to be dependent,while the subpopulations are independent of each *** authors also assume that the subpopulations have different Archimedean copulas for their *** this setup,the authors discuss the series and parallel systems reliability for three different cases,*** authors use the theory of stochastic orders and majorization to establish the main results,and finally present some numerical examples to illustrate all the results established here.

关键词： Archimedean copula majorization parallel system reliability Schur-convex/concave function series system stochastic orders

Applied biodiversity science in China in the global context

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National Science Review 2021年第7期8卷 62-65页

作者： Thomas M.Brooks xinsheng zhang International Union for Conservation of Nature

In 2021, the city of Kunming in Yunnan Province, China,will host the fifteenth meeting of Conference of Parties of the Convention on Biological Diversity. The meeting is expected to be the pivotal moment at which the world’s governments agree on a new ‘Post-2020 Global Biodiversity Framework’(https://***/conferences/post2020). The framework is anticipated to be structured around a small number of outcome goals for 2050—a compelling case has been made that these should include explicit goals for ecosystems, species,genetic diversity and the contributions which nature makes to people [1].

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President's Message

China Communications 2015年第1期12卷 I0002-I0003页

作者： zhang xinsheng China Institute of Communications(CIC)

Happy New Year!With China continuing to drive the information and communications technology(ICT)into its next phase of growth,there has never been a more exciting time for me totake helm of China Communications Magazine ***.,a company that is playing a pivotal role in enhancing the publication quality and worldwide influence of the China Communications,the only English-language

关键词：中国通信学会通信技术总统出版质量 IEEE 研究人员通信覆盖研究论文

Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes

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Science China Mathematics 2013年第2期56卷 339-357页

作者： zhang ShiBin zhang xinsheng Department of Mathematics Shanghai Maritime University Department of Statistics Fudan University

In this paper, we consider the problem of testing for an autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Levy processes. For a test, we propose a class of test statistics constructed by an iterated cumulative sums of squares of the difference between two adjacent observations. It is shown that each of the test statistics weakly converges to the supremum of the square of a Brownian bridge. The test statistics are evaluated by some empirical results.

关键词： autocorrelation Brownian bridge cusum test Ornstein-Uhlenbeck test for parameter change,weak convergence

黄河流域生态系统服务供需的时空变化及与人类活动的空间交互作用

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水利水电技术（中英文） 2024年第5期55卷 129-140页

作者：师永强耿巍张新生李话语太原学院文化与旅游系山西太原030012 山西应用科技学院山西太原030012 武汉大学城市设计学院湖北武汉430000

【目的】随着人类活动对生态系统干扰的日益加强,分析黄河流域生态系统服务供需的变化特征及其与人类活动的交互作用,能够为生态保护和可持续发展策略的制定提供理论依据。【方法】采用当量因子法核算1980—2020年黄河流域生态系统服务... 详细信息

【目的】随着人类活动对生态系统干扰的日益加强,分析黄河流域生态系统服务供需的变化特征及其与人类活动的交互作用,能够为生态保护和可持续发展策略的制定提供理论依据。【方法】采用当量因子法核算1980—2020年黄河流域生态系统服务供给量,以土地利用开发程度、人口密度和经济密度核算生态系统服务需求量,并基于供需分析和人类活动强度的量化结果,采用双变量空间自相关分析方法揭示了两者之间的交互关系。【结果】结果表明:1980—2020年,黄河流域生态系统服务供给呈现先减少后增加趋势,总体减少了14.43×10^(8)元;生态系统服务需求增加,特别是在2000年后增加更明显,2020年呈现自西向东递增的空间格局。黄河流域低供给-高需求的地级市主要位于研究区东部地区,低供给-低需求的地级市主要位于中部地区且被高供给-低需求的地级市围绕。人类活动强度呈现东部地区较高,而西部地区较低的特征,且随时间推移在增强。黄河流域生态系统服务供需与人类活动强度之间表现为显著的空间负相关性,并且在局部尺度呈现出High-Low集聚、Low-High集聚和Low-Low集聚三种集聚模式。【结论】研究结果可视化了黄河流域生态系统服务与人类活动在空间上的权衡关系,能够为协调生态保护与人类活动的政策制定提供科学指引。

关键词：生态系统服务供需关系人类活动强度空间交互作用黄河流域

造穴-CO_(2)气相压裂复合技术造缝卸压增渗机理研究

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煤炭科学技术 2024年第8期52卷 63-73页

作者：闫志铭张新生张军胜杨百舸曹运兴李淑敏董润平华阳新材料科技集团有限公司山西阳泉045000 河南理工大学土木工程学院河南焦作454000 河南省非常规能源地质与开发国际联合实验室河南焦作454000 河南理工大学资源环境学院河南焦作454000 中原经济区煤层(页岩)气河南省协同创新中心河南焦作454000 河南理工大学煤层气/瓦斯地质工程研究中心河南焦作454000

我国煤矿煤与瓦斯突出灾害严重,目前增透主要采用静力型技术和动力型技术,不同程度地解决了瓦斯治理难题。为获得更好的复合造缝卸压增渗效果,开发出造穴-气相压裂复合技术,综合采用185 MPa高压力CO_(2)冲击煤样、数值模拟、光纤应变监... 详细信息

我国煤矿煤与瓦斯突出灾害严重,目前增透主要采用静力型技术和动力型技术,不同程度地解决了瓦斯治理难题。为获得更好的复合造缝卸压增渗效果,开发出造穴-气相压裂复合技术,综合采用185 MPa高压力CO_(2)冲击煤样、数值模拟、光纤应变监测3种技术手段,研究造穴-气相压裂复合技术的瓦斯治理机理。结果表明:①煤样在CO_(2)气相压裂应力波作用下,在煤基质表面新形成损伤坑(DM)和三翼型裂隙(TRW)典型显微构造。②煤层在静力型和动力型荷载复合作用下近钻孔中心范围内煤层中原始的裂隙被重新打开,形成以钻孔为中心的放射状多尺度、张剪性破坏为主的裂缝,该裂缝能够充分均化应力集中区,并使得煤层产生不可逆的破坏,其应力扰动范围为24 m。③在有效的气相压裂-造穴复合技术影响范围内,造穴孔有助于提高气相压裂应力波的能量利用效率,避免能量耗散在无效的震动区,充分导通压裂孔与造穴孔多尺度裂缝,使得煤层裂缝区域范围大、连续性强、卸压充分。研究为解决煤层低渗、难抽、高地应力的问题提供了参考。

关键词：瓦斯治理气相压裂卸压增透突出煤层造穴

Investigation of photoelectrocatalytic degradation mechanism of methylene blue by a-Fe_(2)O_(3) nanorods array

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Chinese Journal of Chemical Engineering 2023年第5期57卷 162-172页

作者： Yaqiao Liu Shuozhen Hu xinsheng zhang Shigang Sun State Key Laboratory of Chemical Engineering School of Chemical EngineeringEast China University of Science and TechnologyShanghai 200237China State Key Laboratory of Physical Chemistry of Solid Surfaces College of Chemistry and Chemical EngineeringXiamen UniversityXiamen 361005China

Efficiently and thoroughly degrading organic dyes in wastewater is of great importance and ***,vertically oriented mesoporous a-Fe_(2)O_(3)nanorods array(a-Fe_(2)O_(3)-NA)is directly grown on fluorine-doped tin oxide(FTO)glass and employed as the photoanode for photoelectrocatalytic degradation of methylene blue simulated dye *** Ovsites on the a-Fe_(2)O_(3)-NA surface are the active sites for methylene blue(MB)*** transfer from the adsorbed MB to Fe-O is *** with electrocatalytic and photocatalytic degradation processes,the photoelectrocatalytic(PEC)process exhibited the best degrading performance and the largest kinetic ***,superoxide free radicals,and photo-generated holes play a jointly leading role in the PEC degradation.A possible degrading pathway is suggested by liquid chromatography-mass spectroscopy *** work demonstrates that photoelectrocatalysis by a-Fe_(2)O_(3)-NA has a remarkable superiority over photocatalysis and electrocatalysis in MB *** in-depth investigation of photoelectrocatalytic degradation mechanism in this study is meaningful for organic wastewater treatment.

关键词： a-Fe_(2)O_(3)nanorods array Methylene blue Photoelectrocatalytic degradation mechanism Free radicals Photo-generated holes

Empirical likelihood estimation of discretely sampled processes of OU type

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Science China Mathematics 2009年第5期52卷 908-931页

作者： SUN ShuGuang zhang xinsheng School of Management Fudan UniversityShanghai 200433China

This paper presents an empirical likelihood estimation procedure for parameters of the discretely sampled process of Ornstein-Uhlenbeck type. The proposed procedure is based on the condi- tional characteristic function, and the maximum empirical likelihood estimator is proved to be consistent and asymptotically normal. Moreover, this estimator is shown to be asymptotically efficient under some mild conditions. When the background driving Lévy process is of type A or B, we show that the intensity parameter can be exactly recovered, and we study the maximum empirical likelihood estimator with the plug-in estimated intensity parameter. Testing procedures based on the empirical likelihood ratio statistic are developed for parameters and for estimating equations, respectively. Finally, Monte Carlo simulations are conducted to demonstrate the performance of proposed estimators.

关键词： process of OU type conditional characteristic function empirical likelihood instrument variable 62M02 62M05