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Estimation and Testing for the Parameters of AR(p)-ARCH(q) under Ordered Restriction
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作者 王德辉 宋立新 +1 位作者 史宁中 李荣华 《Northeastern Mathematical Journal》 CSCD 2004年第4期379-382,共4页
Suppose that the time series Xt satisfieswhere α0≥δ>0,αi≥0 for i=1,2,…,q;βi,i=1,…,p, are real numbers; p and q are the order of the model. The sequence {ξt};(0,1) and is independent of {hs,s≤t} for fixed ... Suppose that the time series Xt satisfieswhere α0≥δ>0,αi≥0 for i=1,2,…,q;βi,i=1,…,p, are real numbers; p and q are the order of the model. The sequence {ξt};(0,1) and is independent of {hs,s≤t} for fixed t. The above model is usually written as AR(p)-ARCH(q).We consider stationary series AR(p)-ARCH(q) model and assume the stationary field is θ0. We express this statement asH1:α1≥α2…≥αq,β1≥β2≥…≥βp and we consider an order restricted testing problem, which is to testH0:α1=α2=…=αq,β1=β2=…=βpagainst H1-H0. We derive the likelihood ratio (LR) test statistic and its asymptotic distri- 展开更多
关键词 AR(p)-ARCH(q) model ordered restriction maximum likelihood estimator asymptotic properties quadratic program
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Estimation and Testing for the Parameters of AR(p)-ARCH(q) under Ordered Restriction
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作者 王德辉 宋立新 史宁中 《Northeastern Mathematical Journal》 CSCD 2005年第4期475-491,共17页
In this paper, we study a stationary AR(p)-ARCH(q) model with parameter vectors α and β. We propose a method for computing the maximum likelihood estimator (MLE) of parameters under the nonnegative restriction... In this paper, we study a stationary AR(p)-ARCH(q) model with parameter vectors α and β. We propose a method for computing the maximum likelihood estimator (MLE) of parameters under the nonnegative restriction. A similar method is also proposed for the case that the parameters are restricted by a simple order: α1≥α2≥…≥αq and β1≥β2≥…≥βp. The strong consistency of the above two estimators is discussed. Furthermore, we consider the problem of testing homogeneity of parameters against the simple order restriction. We give the likelihood ratio (LR) test statistic for the testing problem and derive its asymptotic null distribution. 展开更多
关键词 AR(p)-ARCH(q) model ordered restriction maximum likelihood estimator asymptotic properties quadratic program
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伪抛物型p-Kirchhoff方程的爆破解
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作者 李锋杰 李平 《数学物理学报(A辑)》 CSCD 北大核心 2024年第3期717-736,共20页
该文研究了一类具有变指数的伪抛物型p-Kirchhoff方程的齐次Dirichlet初边值问题.首先,采用改进的势阱法和辅助函数法,对初始能量进行最优分类,得到解的爆破和整体存在的判据.其次,分别得到了解的爆破时间估计和整体解的大时间性态.
关键词 伪抛物型p-Kirchhoff方程 大时间性态 爆破时间 初始能量 变指数
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GRADIENT ESTIMATES AND ENTROPY FORMULAE FOR WEIGHTED p-HEAT EQUATIONS ON SMOOTH METRIC MEASURE SPACES 被引量:4
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作者 王宇钊 杨杰 陈文艺 《Acta Mathematica Scientia》 SCIE CSCD 2013年第4期963-974,共12页
Let (M,g, e^-fdv) be a smooth metric measure space. In this paper, we con- sider two nonlinear weighted p-heat equations. Firstly, we derive a Li-Yau type gradient estimates for the positive solutions to the followi... Let (M,g, e^-fdv) be a smooth metric measure space. In this paper, we con- sider two nonlinear weighted p-heat equations. Firstly, we derive a Li-Yau type gradient estimates for the positive solutions to the following nonlinear weighted p-heat equationand f is a smooth function on M under the assumptionthat the m-dimensional nonnegative Bakry-Emery Ricci curvature. Secondly, we show an entropy monotonicity formula with nonnegative m-dimensional Bakry-Emery Ricci curva- ture which is a generalization to the results of Kotschwar and Ni [9], Li [7]. 展开更多
关键词 gradient estimates weighted p-heat equation entropy monotonicity formula m-Bakry-t^mery Ricci curvature
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Parameter Estimation for the NEAR(p) Model
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作者 赵世舜 朱复康 王德辉 《Northeastern Mathematical Journal》 CSCD 2005年第4期383-386,共4页
As to the acronym NEAR(p), it means “New Exponential Autoregressive Process of order p”. The NEAR(p) model is defined by
关键词 AUTOREGRESSIVE conditional least square estimation EXpONENTIAL maximum quasi-likelihood estimation NEAR(p model weighted conditional least square estimation
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基于截断核范数和PM算子的稀疏面阵角度估计算法
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作者 龙伟军 徐艺卓 +1 位作者 郭宇轩 杜川 《雷达科学与技术》 北大核心 2024年第4期400-409,共10页
与均匀阵列相比,稀疏阵列可以使天线阵列成本降低,减少数据处理,同时带来更大的阵列孔径提高信号解析能力,在信号处理中有着广泛的应用。但是由于其排布的不规则性,计算量较大,二维面阵合成协方差矩阵存在空洞,对角度估计的准确性造成... 与均匀阵列相比,稀疏阵列可以使天线阵列成本降低,减少数据处理,同时带来更大的阵列孔径提高信号解析能力,在信号处理中有着广泛的应用。但是由于其排布的不规则性,计算量较大,二维面阵合成协方差矩阵存在空洞,对角度估计的准确性造成负面影响,增强了系统对噪声的敏感度。为了克服这些问题,本文提出了一种新的角度估计方法,采用截断核范数以降低噪声的影响,并通过ℓ_(p)范数优化提升信号的稀疏表示,利用交替方向乘子法(Alternating Direction Method of Multipliers,ADMM)算法构造子问题恢复出完整的阵列信号。随后采用子阵划分技术和基于最小二乘的传播算子模型(Propagator Method,PM)对恢复的信号处理,精确估计信号源的方位和俯仰角。仿真结果表明,所提出的角度估计算法在角度精度和时间复杂度方面具有优越性。 展开更多
关键词 ℓ_(p)范数 截断核范数 子阵划分 矩阵填充 二维角度估计
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一类带Hardy项的p-Laplace方程正解的先验估计
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作者 闫慧敏 谢君辉 《延边大学学报(自然科学版)》 CAS 2024年第1期23-30,共8页
研究了一类带Hardy项椭圆型p-Laplace方-Δ_(p)u=u^(q)|x|^(a)+h(x,u,■u)解的先验估计,其中3<p<N,p-1<q<(N-α)(p-1)N-p,0<a<2.在假设h(s,u,Vu)满足一定的条件下,首先运用Doubling引理证明了解的一个衰减估计,然后运... 研究了一类带Hardy项椭圆型p-Laplace方-Δ_(p)u=u^(q)|x|^(a)+h(x,u,■u)解的先验估计,其中3<p<N,p-1<q<(N-α)(p-1)N-p,0<a<2.在假设h(s,u,Vu)满足一定的条件下,首先运用Doubling引理证明了解的一个衰减估计,然后运用blowup技巧并结合Liouville定理证明了非负解的先验估计。 展开更多
关键词 p-LApLACE方程 Hardy项 先验估计 Doubling引理 LIOUVILLE定理
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豫西荥阳P⁃Tr之交孙家沟组沉积环境及古气候变化 被引量:2
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作者 郑伟 刘云龙 +5 位作者 齐永安 邢智峰 李妲 付玉鑫 李婉颖 许欣 《沉积学报》 CAS CSCD 北大核心 2021年第5期1128-1143,共16页
荥阳万山地区出露的孙家沟组陆源碎屑岩沉积,保存了丰富的二叠纪—三叠纪之交陆相沉积记录,有助于探究二叠纪末生物大灭绝事件前后陆相沉积环境和古气候的变化规律。在实测野外地质剖面的基础上,结合传统岩性分析、粒度分析、沉积相分... 荥阳万山地区出露的孙家沟组陆源碎屑岩沉积,保存了丰富的二叠纪—三叠纪之交陆相沉积记录,有助于探究二叠纪末生物大灭绝事件前后陆相沉积环境和古气候的变化规律。在实测野外地质剖面的基础上,结合传统岩性分析、粒度分析、沉积相分析和微量元素地球化学分析,综合分析了研究区孙家沟组的沉积环境及其古气候变化特征。结果表明:孙家沟组主要为早中期的河流沉积过渡为三角洲平原亚相和三角洲前缘亚相的陆相浅水富氧沉积环境;孙家沟组沉积期的古气候主要为温暖湿润,前期出现了几次干热变化,且整个沉积期风化剧烈。 展开更多
关键词 p-tr之交 孙家沟组 陆相沉积环境 古气候 荥阳
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应用ROC曲线评价TR6、P53及增殖指数对膀胱癌的诊断价值 被引量:1
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作者 潘林江 钟腾飞 +1 位作者 黄素宁 陈罡 《中国医药导报》 CAS 2014年第33期7-10,共4页
目的探讨TR6、P53和肿瘤细胞增殖指数(PI)及其联合检测对膀胱癌的诊断价值。方法免疫组织化学法检测224例膀胱癌组织标本(膀胱癌组)和56例正常膀胱组织标本(正常膀胱组)的TR6、P53和Ki-67 PI表达,并应用受试者工作特征曲线(ROC)分析3项... 目的探讨TR6、P53和肿瘤细胞增殖指数(PI)及其联合检测对膀胱癌的诊断价值。方法免疫组织化学法检测224例膀胱癌组织标本(膀胱癌组)和56例正常膀胱组织标本(正常膀胱组)的TR6、P53和Ki-67 PI表达,并应用受试者工作特征曲线(ROC)分析3项指标及联合对膀胱癌诊断的临床价值。结果 TR6(36.2%比10.7%)、P53(41.5%比1.8%)及PI(49.1%比5.4%)在膀胱癌组中的表达均明显高于正常膀胱组(均P<0.01)。TR6、P53及PI单独检测对膀胱癌诊断的ROC曲线下面积(AUC)分别为0.627、0.699、0.719,TR6+P53、P53+PI及TR6+P53+PI的AUC均高于单独检测值,分别为0.725、0.766、0.730。三项指标单独诊断膀胱癌的灵敏度分别为0.362、0.415、0.491,联合TR6+P53、P53+PI及TR6+P53+PI的灵敏度均优于单独检测值,其中最高者为三者联合组,灵敏度为0.638。结论 TR6、P53、肿瘤细胞PI三者联合检测可显著提高膀胱癌诊断的AUC和灵敏度,优于单项检测效果。 展开更多
关键词 受试者工作特征曲线 膀胱癌 tr.6 p53 增殖指数
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Panel数据模型的参数bootstrap推断 被引量:5
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作者 叶仁道 姜玲 《高校应用数学学报(A辑)》 CSCD 北大核心 2018年第4期379-386,共8页
利用广义p值和参数bootstrap方法,研究了Panel数据模型中未知参数的假设检验问题.对于回归系数,基于最小二乘估计和两步估计方法,考虑了非齐次线性假设检验问题.对于方差分量,研究了单边假设检验问题.进而利用Monte Carlo方法进行模拟研... 利用广义p值和参数bootstrap方法,研究了Panel数据模型中未知参数的假设检验问题.对于回归系数,基于最小二乘估计和两步估计方法,考虑了非齐次线性假设检验问题.对于方差分量,研究了单边假设检验问题.进而利用Monte Carlo方法进行模拟研究.模拟结果表明,参数bootstrap检验方法既能较好控制犯第一类错误的概率,又具有较高的功效,且大多数情况下优于广义p值检验方法. 展开更多
关键词 最小二乘估计 两步估计 广义p 参数bootstrap方法
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Flow-Accelerated Corrosion in Pipe Wall Downstream of Orifice for Water and Air-Water Bubble Flows
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作者 Toshihiko Shakouchi Koichi Kinoshita +1 位作者 Koichi Tsujimoto Toshitake Ando 《Journal of Flow Control, Measurement & Visualization》 2016年第3期93-103,共12页
An orifice is used widely as a flow meter or a contraction device in pipeline systems in hydro-power plants, thermal power plants, and chemical plants because of its simple construction, high reliability, and low cost... An orifice is used widely as a flow meter or a contraction device in pipeline systems in hydro-power plants, thermal power plants, and chemical plants because of its simple construction, high reliability, and low cost. However, it is well known that flow-accelerated corrosion (FAC) occurs on the pipe wall downstream of the orifice. Some of the authors have examined FAC through experimental and numerical analyses and have reported that one of the major governing parameters of FAC for single-phase water flow is the pressure fluctuation p’ on the pipe wall, and also that pipe wall thinning rate TR can be estimated by p’. In addition, they have presented the effects of the ori-fice geometry on p’ or TR, and have described a method for suppressing p’ or TR. In the present study, FAC for a two-phase air-water bubble flow is examined and compared with the single-phase water flow experimentally. Further, it is shown that because p’ is also considered a governing parameter of FAC for a two-phase air-water bubble flow, TR can be estimated using p’. It is also indicated that, by using a downstream pipe with a smaller diameter than that of the upstream pipe, p’ or TR can be suppressed. 展开更多
关键词 Flow-Accelerated Corrosion (FAC) Wall Thinning Rate (tr) ORIFICE Gas-Liquid Bubble Flow Turbulent Kinetic Energy pressure Fluctuation (p’) estimation of p’ or tr Suppression of p’ or tr
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基于通用可调(p,q)阶Rife-Vincent自乘-卷积窗的改进四谱线插值高精度谐波分析算法
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作者 雷可君 李明皓 +4 位作者 汪旭明 张银行 胡力 王向明 杨喜 《中南大学学报(自然科学版)》 EI CAS CSCD 北大核心 2023年第10期3926-3936,共11页
加窗快速傅里叶变换(WIFFT)是一类重要的谐波参数估计方法。然而,快速傅里叶变换固有的栅栏效应以及非同步采样产生的频谱泄漏对谐波参数的估计精度有较大影响。为此,利用具有最大旁瓣衰减特性的I类Rife-Vincent窗作为父窗,提出一种新... 加窗快速傅里叶变换(WIFFT)是一类重要的谐波参数估计方法。然而,快速傅里叶变换固有的栅栏效应以及非同步采样产生的频谱泄漏对谐波参数的估计精度有较大影响。为此,利用具有最大旁瓣衰减特性的I类Rife-Vincent窗作为父窗,提出一种新型的通用可调(p,q)阶Rife-Vincent自乘-卷积窗(RVSMC p-q),其特点在于通过改变乘积阶数和卷积阶数可以灵活地改变窗函数的主瓣宽度、旁瓣峰值和衰减速度。在此基础上,提出一种基于RVSMC p-q窗的四谱线插值高精度谐波参数估计方法,利用最小二乘拟合原理给出谐波信号的幅值、频率及相位参数的低复杂度多项式估计公式。在复杂谐波、间谐波及基波频率波动的情况下对基于RVSMC p-q窗的四谱线插值谐波参数估计方法的效果进行仿真。研究结果表明:在较低的乘积和卷积阶数条件下,新算法可以获得比经典的基于自乘积窗或自卷积窗的WIFFT算法更为优越的参数估计精度,且算法复杂度较低。 展开更多
关键词 谐波分析 参数估计 (p q)阶Rife-Vincent自乘-卷积窗(RVSMC p-q) 四谱线插值 低复杂度
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基于P波位移增长特征的矩震级时域估算方法
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作者 王江 马强 +2 位作者 陶冬旺 解全才 薛韬 《自然灾害学报》 CSCD 北大核心 2023年第5期21-32,共12页
震时震级估计是地震预警(EEW)系统的关键环节之一,通过有限记录的幅值和频率成分与震级的统计关系实现震源规模快速估计。然而统计方法未采用客观表征地震能量的物理量,对震源破裂传播过程考虑不足,不能直接量化地震矩。在地震场景应用... 震时震级估计是地震预警(EEW)系统的关键环节之一,通过有限记录的幅值和频率成分与震级的统计关系实现震源规模快速估计。然而统计方法未采用客观表征地震能量的物理量,对震源破裂传播过程考虑不足,不能直接量化地震矩。在地震场景应用中,EEW系统存在震级估算结果离散,大震震级低估等问题。为实时量化地震破裂能量,推导了中、小地震P波位移波形参数(位移峰值P_(d)和峰值时刻t_(pd))与地震矩的理论关系,并通过日本地震的震源时间函数库验证。采用日本K-net台网记录,分析近场强震动记录P波位移增长特征,尝试从P_(d)曲线中提取特征参数P_(d)和t_(pd),构建预测矩震级的新参数Pdt。离线数据的矩震级估算结果表明,构造参数Pdt能够可靠地预测地震的矩震级,优于经典预警震级参数P_(d)。该时域矩震级估算方法为EEW系统的地震能量评估提供了新的思路。 展开更多
关键词 地震预警 矩震级估计 p波位移 时域方法 震源时间函数
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AN INTEGRAL ESTIMATE AND THE EQUIVALENT NORMS ON F(p, q, s, k) SPACES IN THE UNIT BALL 被引量:8
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作者 张学军 黎深莲 +1 位作者 尚清丽 郭雨婷 《Acta Mathematica Scientia》 SCIE CSCD 2018年第6期1861-1880,共20页
In this article, the authors give a typical integral's bidirectional estimates for allcases. At the same time, several equivalent characterizations on the F(p, q, s, k) space in theunit ball of Cn are given.
关键词 F(p Q s k) space integral estimate equivalent norm unit ball
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A novel function of p53 in TR3-MDM2 cross-talk 被引量:2
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作者 Hang-Zi Chen Qiao wu 《Cell Research》 SCIE CAS CSCD 2007年第4期293-294,共2页
TR3 (也作为 Nur77,或 NGFI-B 知道) 属于 steroid/thyroid/retinoidreceptor 总科,并且因为它的特定的 ligand 没被识别,作为孤儿受体被分类。原来, TR3 作为生长被识别因素可诱导的基因。TR3in apoptosis 的角色首先在 1994 被报... TR3 (也作为 Nur77,或 NGFI-B 知道) 属于 steroid/thyroid/retinoidreceptor 总科,并且因为它的特定的 ligand 没被识别,作为孤儿受体被分类。原来, TR3 作为生长被识别因素可诱导的基因。TR3in apoptosis 的角色首先在 1994 被报导,在 TR3 表示被显示被 T-cellreceptor 发信号导致并且为 T 房间调停受体的 apoptosis 要求了的地方。TR3 的快速的正式就职被导致 apoptosis 代理人也在刺激以后在癌症房间的不同类型观察,显示 TR3 的那正式就职贡献 apoptotic 过程。 展开更多
关键词 孤儿受体超家族 tr3 生长因子诱导基因 MDM2 p53 相互作用 细胞凋亡
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P_1-nonconforming triangular finite element method for elliptic and parabolic interface problems 被引量:2
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作者 Hongbo GUAN Dongyang SHI 《Applied Mathematics and Mechanics(English Edition)》 SCIE EI CSCD 2015年第9期1197-1212,共16页
The lowest order Pl-nonconforming triangular finite element method (FEM) for elliptic and parabolic interface problems is investigated. Under some reasonable regularity assumptions on the exact solutions, the optima... The lowest order Pl-nonconforming triangular finite element method (FEM) for elliptic and parabolic interface problems is investigated. Under some reasonable regularity assumptions on the exact solutions, the optimal order error estimates are obtained in the broken energy norm. Finally, some numerical results are provided to verify the theoretical analysis. 展开更多
关键词 p1-nonconforming finite element method (FEM) interface problem opti-mal order error estimate
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A sharp gradient estimate for the weighted p-Laplacian 被引量:2
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作者 WANG Lin-feng ZHU Yue-ping 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2012年第4期462-474,共13页
Let M be an n-dimensional complete noncompact Riemannian manifold with sectional curvature bounded from below, dμ = e^h(x) dV(x) the weighted measure and △μ,p the weighted p-Laplacian. In this paper we consider... Let M be an n-dimensional complete noncompact Riemannian manifold with sectional curvature bounded from below, dμ = e^h(x) dV(x) the weighted measure and △μ,p the weighted p-Laplacian. In this paper we consider the non-linear elliptic equation △μ,pu=-λμ,p|u|^p-2ufor p ∈ (1, 2). We derive a sharp gradient estimate for positive smooth solutions of this equation. As applications, we get a Harnack inequality and a Liouville type theorem.. 展开更多
关键词 weighted p-Laplacian gradient estimate Harnack inequality Liouville theorem.
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P-Δ effect on inelastic displacement ratio spectra for inelastic structures 被引量:3
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作者 翟长海 李宁 +1 位作者 马玉宏 谢礼立 《Journal of Harbin Institute of Technology(New Series)》 EI CAS 2011年第1期107-112,共6页
For the evaluation of structures with known ductility demands,the constant-ductility displacement ratio spectra(CDDRS) are particularly useful for providing inelastic displacement ratios to estimate maximum lateral in... For the evaluation of structures with known ductility demands,the constant-ductility displacement ratio spectra(CDDRS) are particularly useful for providing inelastic displacement ratios to estimate maximum lateral inelastic displacement demands from maximum elastic displacement demands.The CDDRS are computed for single-degree-of-freedom systems(SDOF) by considering or ignoring P-Δ effect for different ductility levels when subjected to 344 earthquake ground motions recorded in four site classes.The modified expressions of CDDRS for P-Δ effect are proposed.It is concluded that the P-Δ effect on CDDRS is significant,and the effect increases with the increase of ductility level.In the long-period region,the CDDRS ignoring P-Δ effect almost conforms to the equal-displacement rule.But in the case of higher ductility level,the CDDRS considering P-Δ effect are much higher than 1.0,which do not conform to the equal-displacement rule. 展开更多
关键词 constant-ductility displacement ratio spectra inelastic displacement estimation p effect ductility level structural periods
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L^p-L^q decay estimates of solutions to Cauchy problems of thermoviscoelastic systems 被引量:1
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作者 YANG Lin HUANG Li-hong KUANG Feng-lian 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2009年第4期473-482,共10页
L^p- L^q decay estimate of solution to Cauchy problem of a linear thermoviscoelastic system is studied. By using a diagonalization argument of frequency analysis, the coupled system will be decoupled micrologically. T... L^p- L^q decay estimate of solution to Cauchy problem of a linear thermoviscoelastic system is studied. By using a diagonalization argument of frequency analysis, the coupled system will be decoupled micrologically. Then with the help of the information of characteristic roots for the coefficient matrix of the system, L^p- L^q decay estimate of parabolic type of solution to the Cauchy problem is obtained. 展开更多
关键词 L^p- L^q decay estimate Cauchy problem thermoviscoelastic system
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A fault segment location method for distribution networks based on spiking neural P systems and Bayesian estimation 被引量:2
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作者 Yi Wang Tao Wang Liyuan Liu 《Protection and Control of Modern Power Systems》 SCIE EI 2023年第3期184-195,共12页
With the increasing scale of distribution networks and the mass access of distributed generation,traditional central-ized fault location methods can no longer meet the performance requirements of speed and high accura... With the increasing scale of distribution networks and the mass access of distributed generation,traditional central-ized fault location methods can no longer meet the performance requirements of speed and high accuracy.There-fore,this paper proposes a fault segment location method based on spiking neural P systems and Bayesian estimation for distribution networks with distributed generation.First,the distribution network system topology is decoupled into single-branch networks.A spiking neural P system with excitatory and inhibitory synapses is then proposed to model the suspected faulty segment,and its matrix reasoning algorithm is executed to obtain a preliminary set of location results.Finally,the Bayesian estimation and contradiction principle are applied to verify and correct the ini-tial results to obtain the final location results.Simulation results based on the IEEE 33-node system validate the feasi-bility and effectiveness of the proposed method. 展开更多
关键词 Distribution network Fault location Spiking neural p system Bayesian estimation Contradiction principle
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