ON THE UNIMODALITY OF THE EXACT LIKELIHOOD FUNCTION FOR NORMAL AR(2) SERIES

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.     

SOME PROPERTIES OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN THE SIMULTANEOUS SWITCHING AUTOREGRESSIVE MODEL

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.     

工业过程的先进控制

在分析工业过程特点的基础上，总结了工业过程先进控制的发展现状，阐述了PID控制器参数整定和模型预测控制的基本概念和内容，讨论了工业过程先进控制的核心内容及其带来的可观的经济效益，并探讨了先进控制软件的产业化问题。     

全自动机器人在涤纶长丝生产中的应用

"机器换人"是荣盛石化股份有限公司在化纤生产中的一次设备革新,也是将传统生产逐步过渡到智能化生产的一次大胆尝试。介绍了从德国引进的高端工业自动化落丝包装一体化设备,通过全自动机器人的运用,实现从落丝—输送—检测—中间立体仓储—包装等全自动一体化功能,帮助企业提高了自动化程度,节省了人工成本,提高了生产效益。     

对“一业为主、多种经营”的三点认识

浦市化工总厂１５年多种经营的体会有三条：由于中小矿山规模小、交通不便，从事多种经营既是自身生存发展的必由之路，又要着眼于填补市场空白，不断优化产品结构，开发新产品的同时必须狠抓经营管理；不断完善规章制度。面对变化、竞争的市场，缺乏足够的产品开发资金和快速反应的机制，还有一些其他不利因素，必须由国家采取调控手段才能加以解决。     

Maximum principle for mean-field jump–diffusion stochastic delay differential equations and its application to finance

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.     

基于新型混合模型的欠定盲分离方法

针对欠定盲分离问题,提出了一种新的源恢复方法. 在时频域局部区域采用复高斯分布对源信号进行建模,将语音信号的稀疏性和局部平稳性结合在一起,提出了一种新的混合模型来描述观测信号在局部区域的概率分布.通过该模型,将每个时频点的源信号状态的判断问题转换成模型的参数估计和后验概率的计算问题,最后通过子混合矩阵的逆恢复出源信号. 实验结果表明,该方法具有很快的收敛速度,并且比已有方法具有更好的分离性能.     

Agroecological analysis and economic benefit of organic resources and fertiliser in till and no-till sorghum production after a 6-year fallow in semi-arid West Africa

A field experiment was conducted in Gampela (Burkina Faso) in 2000 and 2001 to assess the impact of organic and mineral sources of nutrients and combinations thereof in optimising crop production in till and no-till systems and to assess the economic benefit of these options. The study showed that under conditions of rainfall deficiency, the use of a single organic resource at an equivalent dose of 40 kg N ha⁻¹ better secured crop yield than the application of an equivalent amount as urea-N, while a combination of organic resources and fertiliser was better in increasing crop yield than the application of the same N amount in the form of urea. In a year of rainfall deficiency, a mix of organic resources and fertiliser in both till and no-till systems increased crop water use efficiency, with the result that the farmer was able to purchase only half of the normal quantity of N fertiliser to obtain a higher yield that he would have done when all of the N was supplied in the form of urea. Under conditions where soil N is deficient, an economic benefit was achieved when urea was combined with easily decomposable organic material (e.g. sheep dung); mixing the urea at a dose of 40 kg N ha⁻¹ with maize straw was not sufficient in alleviating the negative interaction due to the enhanced N immobilisation. The results demonstrate that the use of N fertiliser alone was risky and that a higher yield, with the accompanying economic benefit, was scarcely achieved under the prevailing rainfall conditions. The application of soil and water conservation measures can contribute greatly to increasing the economic benefit of mineral, organic or combined organic and mineral-derived nutrient application under semi-arid conditions.     

乡镇矿山科学管理出效益的体会

柳树沟磷矿开工时技术力量十分薄弱，以自己培养为主．广泛争取设计院等单位支持．基建工程严格按设计施工，并且建立健全各项规章制度，实行科学管理，安全生产文明生产，扩大生产规模，已由年产９万ｔ扩大到２０万ｔ，企业经济效益、社会效益十分显著，成为乡镇矿山典范，磷矿企业的标兵．