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Abstract. The limiting process of partial sums of residuals in stationary and invertible autoregressive moving-average models is studied. It is shown that the partial sums converge to a standard Brownian motion under the assumptions that estimators of unknown parameters are root- n consistent and that innovations are independent and identically distributed random variables with zero mean and finite variance or, more generally, are martingale differences with moment restrictions specified in Theorem 1. Applications for goodness-of-fit and change-point problems are considered. The use of residuals for constructing nonparametric density estimation is discussed. 相似文献
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Journal of Materials Science - 相似文献
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Pingguang Xu Bingzhe Bai Hongsheng Fang Zhenjia Wang Jianping Wang Yongkun Pan 《北京科技大学学报(英文版)》2003,10(2)
A new hot-rolled low alloy high strength steel with grain boundary allotriomorphic ferrite/granular bainite duplex micro-structure has been developed through novel microstructure and alloying designs without any noble metal elements such as nickel and molybdenum. Its as-rolled microstructure and mechanical properties, fatigue crack propagation behavior compared with single granular bainitic steel as well as continuous cooling transformation, were investigated in detail. The measured result of CCT (continuous cooling transformation) curve shows that such duplex microstructure can be easily obtained within a wide air-cooling rate range. More importantly, this duplex microstructure has much better combination of toughness and strength than the single granular bainite microstructure. It is found that the grain boundary allotriomorphic ferrite in this duplex microstructure can blunt the rni-crocrack tip, cause fatigue crack propagation route branching and curving, and thus it increases the resistance to fati 相似文献
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This paper proposes a heuristic method of constructing multivariate T2 control charts for skewed populations based on ‘weighted standard deviations’, obtained by decomposing the standard deviation into upper and lower deviations according to the direction and degree of skewness. The proposed method adjusts the variance–covariance matrix of quality characteristics and modifies the ellipsoidal probability density function contour of the multivariate normal distribution to a shape similar to that of the skewed distribution. False alarm rates and out‐of‐control average run lengths of the proposed control chart are compared with those of the standard control chart for multivariate lognormal, Weibull and gamma distributions, and the results show that considerable improvement over the standard method can be achieved when the distribution is skewed. Copyright © 2003 John Wiley & Sons, Ltd. 相似文献
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D.Q Peng X.D Bai X.W Chen Q.G Zhou X.Y Liu R.H Yu P.Y Deng 《Materials Research Bulletin》2004,39(10):1417-1429
In order to study the effects of zirconium and molybdenum ion bombardment on the aqueous corrosion behavior of zirconium, one group of specimens was implanted with zirconium ions with ions surface densities ranging from 1 × 1015 to 2 × 1017 ions/cm2 at about 170 °C, using a metal vapor vacuum arc (MEVVA) source operated at an extraction voltage of 50 kV. The other group of specimens was bombarded with molybdenum ion with ions surface densities ranging from 1 × 1016 to 5 × 1017 ions/cm2 at about 160 °C, using a MEVVA source operated at an extraction voltage of 40 kV. The valence states and depth distribution of elements in the surface of the samples were analyzed by X-ray photoelectron spectroscopy (XPS) and Auger electron spectroscopy (AES), respectively. Polarization curves measurement was employed to evaluate the aqueous corrosion resistance of the zirconium samples in a 1N H2SO4 solution. It was found that the aqueous corrosion resistance of zirconium implanted with 5 × 1016 Zr ions/cm2 is the best in first group samples. For molybdenum ion implantation, the aqueous corrosion resistance of samples declined with raising ions surface densities. The natural corrosion potentials of zirconium samples bombarded with self-ions are more negative than that of the as-received zirconium. While, as for molybdenum ion implantation, the results are opposite. Finally, the mechanisms of the corrosion behavior of the zirconium samples implanted with zirconium and molybdenum ions are discussed. 相似文献
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Thereisanurgentneedonopticalstoragemateri alswiththedevelopmentoflaserandopticalstoragetechnologyinrecentyears .Electrontrappingopticalstoragematerials (ETM )isanewtypeofopticalstor agematerials .Theybasicallyarewide band gapⅡ Ⅵsemi conductorcompoundsdopedwithtwotypesofselectedrareearthelementsthathavegroundstatesandexcitedstateswithinthewidebandgapoftheⅡ Ⅵsemiconductorcompoundhostmaterials .Lighten ergyisstoredinthiskindofmaterialbyexposingittoultravioletorvisiblelightandisreleasedthro… 相似文献