检索结果-南通市图书馆

Parametric estimation of discretely sampled Gamma-OU processes

Science china Mathematics 2006年第9期49卷 1231-1257页

作者： zhang shibin,zhang xinsheng & sun shuguang school of management, fudan university, shanghai 200433, china Department of Mathematics, shanghai Maritime university, shanghai 200135, china school of management Fudan University Shanghai 200433 China Department of Mathematics Shanghai Maritime University Shanghai 200135 China

The stationary Gamma-OU processes are recommended to be the volatility of the financial assets. A parametric estimation for the Gamma-OU processes based on the discrete observations is considered in this paper. The estimator of an intensity parameter A and its convergence result are given, and the simulations show that the estimation is quite accurate. Assuming that the parameter A is estimated, the maximum likelihood estimation of shape parameter c and scale parameter a, whose likelihood function is not explicitly computable, is considered. By means of the Gaver-Stehfest algorithm, we construct an explicit sequence of approximations to the likelihood function and show that it converges the true (but unkown) one. Maximizing the sequence results in an estimator that converges to the true maximum likelihood estimator and the approximation shares the asymptotic properties of the true maximum likelihood estimator. Some simulation experiments reveal that this method is still quite accurate in most of rational situations for the background of volatility.

关键词： Gamma-OU process transition function Lévy process Lévy density stochastic volatility background driving Lévy process Laplace transformation maximum likelihood estimation

来源：

维普期刊数据库

同方期刊数据库评论

在线全文

学校读者我要写书评

暂无评论

Empirical likelihood estimation of discretely sampled processes of OU type

引用

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

来源：

维普期刊数据库

同方期刊数据库评论

在线全文

学校读者我要写书评

暂无评论

Expert Consensus on Nutritional Support for Children with Congenital Heart Disease(2023 Edition)

引用

Congenital Heart Disease 2023年第6期18卷 571-593页

作者： Xuming Mo Wei Cai Jirong Qi Zhuoming Xu Ying Wang Weihui Yan Shoujun Li Nianguo Dong Xinxin Chen Jinfen Liu Qiang Shu Jimei Chen Haibo zhang Hao zhang Quansheng Xing Qi An Xiaofeng Li Xu Wang Yan He Junwu Su Taibing Fan Teng Ming Weibing Tang Li Hong Jinghao Zheng Ming Ye Guocheng sun Yiqun Ding Liang Tao Yifeng Yang Zhongshi Wu Hua Cao Qiang Wang Keming Yang Libing zhang Ping Wen Yanqin Cui Bo Zhai Yong Zou Qingya Tang Rui Chen Chun Wu Zhiyu Feng Caixia Liu Yaping Mi Rufang zhang Ke Lin Xin Li Mingan Pi Xiangming Fan Shanshan Shi Peng Huang Zhengxia Pan Jiafeng Qi Renwei Chen shuguang Tao Yaqin Shu Huifeng zhang Lan Jiang Min Da Nishant Patel Liang Hu Cardiac Surgery Group of Pediatric Surgery Society of Chinese Medical Association and Parenteral Enteral Nutrition Society of Chinese Medical Association Department of Cardiothoracic Surgery Children’s Hospital of Nanjing Medical UniversityNanjing210008China Department of Pediatric Surgery and Nutrition Xinhua HospitalSchool of MedicineShanghai Jiao Tong UniversityShanghai200092China Department of Cardiothoracic Surgery Shanghai Children’s Medical CenterSchool of MedicineShanghai Jiao Tong UniversityShanghai200127China Division of Pediatric Gastroenterology and Nutrition Xinhua HospitalSchool of MedicineShanghai Jiao Tong UniversityShanghai200092China Pediatric Cardiac Surgery Center Fuwai HospitalNational Centre for Cardiovascular DiseasesState Key Laboratory of Cardiovascular DiseaseChinese Academy of Medical SciencesPeking Union Medical CollegeBeijing100037China Department of Cardiovascular Surgery Union HospitalTongji Medical CollegeHuazhong University of Science and TechnologyWuhan430022China Cardiovascular Center Guangzhou Women and Children’s Medical CenterGuangzhou Medical UniversityGuangzhou510623China Department of Cardiac Surgery Children’s HospitalZhejiang University School of MedicineNational Clinical Research Center for Child HealthHangzhou310052China Department of Cardiovascular Surgery Guangdong Cardiovascular InstituteGuangdong Provincial People’s HospitalGuangdong Academy of Medical SciencesSouthern Medical UniversityGuangzhou519041China Heart Center and shanghai Institue of Pediatric Congenital Heart Disease Shanghai Children’s Medical CenterNational Children’s Medical CenterSchool of MedicineShanghai Jiao Tong UniversityShanghai200127China Heart Center Qingdao Women and Children’s HospitalQingdao266034China Department of Cardiovascular Surgery West China HospitalSichuan UniversityChengdu610041China Department of Cardiac Surgery Beijing Children’s HospitalCapital Medical UniversityNational Center for Children’s HealthBeijing100045China Department of Pediatric Intensive Care Unit Fuwai HospitalChinese Academy of Medical SciencesPeking Union Medical CollegeBeijing100037China Depar

The second edition of the expert consensus on pediatric nutrition was formed based on a global update of pedia-tric nutrition guidelines or consensus worldwide,the management of congenital heart disease,and the results of multi-center clinical nutrition research for congenital heart disease following theﬁrst Chinese consensus edition of *** consensus was also shaped by the results of three discussion sessions and two questionnaires con-ducted by the 13-member collaboration *** process was informed by both clinical guidelines and expert *** quality of literature,both in English and Chinese,and the level of recommendations were evaluated using the Grading of Recommendations Assessment,Development,and Evaluations(GRADE)system.

关键词： Congenital heart disease nutrition enteral parenteral expert consensus

来源：

维普期刊数据库评论

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

老年骨质疏松性肩关节周围骨折诊疗中国专家共识(2023版)

引用

中华创伤杂志 2023年第4期39卷 289-298页

作者：胡衍王栋梁陈晓施忠民周凤金张建政陈雁西曹烈虎王思成王剑飞王宏亮冯勇应志敏胡成栋韩庆林李明陈晓涛顾峥嵘黄标通熊蠡茗张云飞王志伟禹宝庆王勇张磊杨雷童培建刘曦明周强牛丰杨伟国张文财陈世杰贾金鹏杨强沈涛于斌张鹏张勇苗军孙廓林浩东俞银贤王金武陶坤万大千王蕾马昕易诚青刘宏建张堃刘国辉张殿英侯志勇翁习生张英泽苏佳灿中华医学会骨科学分会青年骨质疏松学组中国老年学和老年医学学会老年病学分会骨科专家委员会中国医师协会骨科医师分会青年委员会骨质疏松学组上海中西医结合学会骨质疏松专业委员会上海交通大学医学院附属新华医院上海200092 上海交通大学附属第六人民医院上海200233 西安交通大学附属红会医院西安710054 中国人民解放军总医院第七医学中心北京100007 复旦大学附属中山医院上海200032 上海市宝山区罗店医院上海201908 上海中冶医院上海200941 延安大学附属医院延安716000 阜阳市人民医院阜阳236000 华中科技大学同济医学院附属协和医院武汉430022 浙江大学医学院附属第二医院杭州310009 邯郸市中心医院邯郸056001 南通大学附属医院南通226001 宁波市第六医院宁波315040 青海省人民医院西宁810000 上海大学转化医学研究院上海200444 空军军医大学唐都医院西安710038 东方肝胆外科医院上海200433 上海市浦东新区人民医院上海200135 温州市中西医结合医院温州325001 上海中医药大学附属曙光医院上海201203 温州医科大学附属第二医院骨科温州325027 浙江省中医院杭州310003 解放军中部战区总医院武汉430000 重庆医科大学附属第三医院重庆401120 吉林大学白求恩第一医院长春130062 香港大学李嘉诚医学院中国香港999077 暨南大学附属第一医院广州510630 中南大学湘雅三医院长沙410013 中国人民解放军总医院第一医学中心北京100048 天津医院天津300211 中国医科大学附属盛京医院沈阳110004 北京协和医院北京100032 山东第一医科大学附属省立医院济南250021 南昌大学第二附属医院南昌330006 上海市第一人民医院上海200080 上海交通大学医学院附属第九人民医院上海200011 上海市第十人民医院上海200072 同济大学附属同济医院上海200065 上海交通大学医学院附属瑞金医院上海200025 复旦大学附属华山医院上海200040 复旦大学附属浦东医院上海200135 郑州大学第一附属医院郑州450001 北京大学人民医院北京100044 河北医科大学第三医院石家庄050051 不详

肩关节周围骨折是老年人最常见的骨折类型之一,术后常出现内固定失败、肱骨头缺血坏死、上肢功能障碍等不良事件,严重危害老年人群运动健康。相比骨量正常的肩关节周围骨折类型,骨质疏松性骨折类型复杂、愈合慢、康复效果差,临床处理更... 详细信息

肩关节周围骨折是老年人最常见的骨折类型之一,术后常出现内固定失败、肱骨头缺血坏死、上肢功能障碍等不良事件,严重危害老年人群运动健康。相比骨量正常的肩关节周围骨折类型,骨质疏松性骨折类型复杂、愈合慢、康复效果差,临床处理更为棘手,且目前国内尚无该类骨折诊疗的指南或共识。为此,中华医学会骨科学分会青年骨质疏松学组、中国老年学和老年医学学会老年病学分会骨科专家委员会、中国医师协会骨科医师分会青年委员会骨质疏松学组、上海中西医结合学会骨质疏松专业委员会组织相关专家制订《老年骨质疏松性肩关节周围骨折诊疗中国专家共识(2023版)》,从骨质疏松性肩关节周围骨折的诊断、治疗策略等方面提出9条推荐意见,旨在推广规范化、系统化、个性化诊疗理念,改善老龄化背景下骨质疏松性肩关节周围骨折患者功能预后与生活质量。

关键词：老年人骨质疏松肩骨折康复共识

来源：

维普期刊数据库评论

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

欢迎您,

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

在线全文

在线全文

在线全文

在线全文

请选择保存的检索档案：

请选择收藏分类：

通借通还

欢迎您,

建议与咨询 留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

在线全文

在线全文

在线全文

在线全文

请选择保存的检索档案： 新增检索档案 确定 取消

请选择收藏分类： 新增自定义分类 确定 取消

通借通还

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

请选择保存的检索档案：

请选择收藏分类：