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121.
122.
Abstract. We propose the quasi‐maximum likelihood method to estimate the parameters of an RCA(1) process, i.e. a random coefficient autoregressive time series of order 1. The strong consistency and the asymptotic normality of the estimators are derived under optimal conditions. 相似文献
123.
Abstract. For stationary second-order autoregressive normal processes, the conjecture of uniqueness of the solution of the exact likelihood equations is examined. A sufficient condition for uniqueness is given; this condition is satisfied with very high probability if the number of observations is not extremely small. Moreover, it is shown that not more than two maxima may exist. Examples of data which actually produce a likelihood function with two local maxima are given. 相似文献
124.
K HondaM Yoshimura R UchikadoT Kondo Tata N Rao D.A TrykA Fujishima M WatanabeK Yasui H Masuda 《Electrochimica acta》2002,47(27):4373-4385
Electrochemical characteristics for several redox systems at diamond films with highly ordered nanometer-scale cylindrical pores (‘nano-honeycombs’) were examined with cyclic voltammetry (CV) and electrochemical impedance measurements. The cyclic voltammetric anodic-cathodic peak separations for these nano-honeycomb electrodes were in the same range as those for polished polycrystalline diamond films, indicating that the involvement of the oxygen-terminated surface of the nano-pore walls, which should give rise to large peak separations for certain redox couples was only slight. Moreover, the peak currents in the CV were not enhanced to the extent expected on the basis of the roughness factors of the nano-honeycomb films. Ac impedance plots results indicated the existence of a concentration gradient of the reactant in the nano-pores, which is in agreement with theoretical predictions for charge transfer reactions in porous electrodes. The average concentration of the reactant (Fe2+/3+) inside the nano-pores was a factor of ca. 80 lower than that in the bulk electrolyte. The results of the impedance analysis also indicated an increase in the reaction resistances with decreasing pore diameters. 相似文献
125.
Abstract. The simultaneous switching autoregressive (SSAR) model proposed by Kunitomo and Sato (A non-linearity in economic time series and disequilibrium econometric models. In Theory and Application of Mathematical Statistics (ed. A. Takemura). Tokyo:University of Tokyo Press (in Japanese), 1994; Asymmetry in economic time series and simultaneous switching autoregressive model. Struct. Change Econ. Dyn. , forthcoming (1994).) is a Markovian non-linear time series model. We investigate the finite sample as well as the asymptotic properties of the least squares estimator and the maximum likelihood (ML) estimator. Due to a specific simultaneity involved in the SSAR model, the least squares estimator is badly biased. However, the ML estimator under the assumption of Gaussian disturbances gives reasonable estimates. 相似文献
126.
127.
利用城市垃圾焚烧飞灰煅烧水泥熟料初探 总被引:16,自引:1,他引:16
针对垃圾焚烧飞灰化学组成上的特点,进行了利用垃圾焚烧飞灰烧制水泥熟料的探索研究,通过试验研究了其对水泥生料的易烧性、烧制的水泥熟料的力学性能和水化速率等的影响规律。研究结果表明,垃圾焚烧飞灰可以用作水泥原料从而有效地降低其处置成本,减少其对环境造成的二次污染,硬化水泥浆体水化28d时各重金属浸出量低于鉴别标准规定的指标,是一种有待开发的潜在的水泥原料资源。 相似文献
128.
129.
为了分析水泥-锂渣浆体的水化程度, 采用高温煅烧法测试各龄期的化学结合水, 结果发现:水泥-锂渣浆体的化学结合水量随龄期的延长而增加, 水化3 d和7 d时能达到水化90 d时的60%和80%。高温养护、碱激发、高温和碱激发均能提高锂渣复合水泥基材料早期的化学结合水量, 最高可达3~4倍, 提高的幅度依次为碱激发和高温养护>碱激发>高温养护>标准养护。高温和复合环境养护也能提高水泥的水化程度, 1~28 d内, 锂渣掺量在40%以内时, 水泥水化程度相对指数(ψ值)均大于1;掺量为60%时, ψ值均小于1。综上, 高温养护、碱激发、高温和碱激发均能提高锂渣和水泥的水化程度, 高温和碱激发复合作用时较为显著。 相似文献
130.
This paper investigates a stochastic optimal control problem with delay and of mean-field type, where the controlled state process is governed by a mean-field jump–diffusion stochastic delay differential equation. Two sufficient maximum principles and one necessary maximum principle are established for the underlying system. As an application, a bicriteria mean–variance portfolio selection problem with delay is studied to demonstrate the effectiveness and potential of the proposed techniques. Under certain conditions, explicit expressions are provided for the efficient portfolio and the efficient frontier, which are as elegant as those in the classical mean–variance problem without delays. 相似文献