A grey model with periodic term for sea-level analysis is presented.The present model keeps some advantages of tea GM (1, 1 )model, which well reflects the trend of sea-level changes and gives out the change rate as ...A grey model with periodic term for sea-level analysis is presented.The present model keeps some advantages of tea GM (1, 1 )model, which well reflects the trend of sea-level changes and gives out the change rate as well as the acceleration of sea level conveniently.level conveniently.In addition, the present model can reproduce the periodic phenomena of sealevel, hence, it overcomes the shortcomings of the GM(1,1) model that is unsuitable for forecasting monthly mean sealevel with apparent periodicity, and its prediction accuracy is improved.The present model is used to analyse Guangxi coast sea level,the results show that the rise rates of relative sea level at Beihai, Weizhou and Bailongwei are 1 .67,2 .51 and 0.89 mm/a respectively, the relative sea level at Shitoubu has a falling trend with a rate of 0. 5- 1 .0 mm/a, the rise rate of eustatic sea level along the Guangxi coast is 2 .0 mm/a. In comparison with the model with a lineartrend term plus a periodic term, the simulation accuracies of both models are about the same.展开更多
A term structure model bearing features of stochastic volatility and stochastic mean drift with jump （SVJ-SD model for short） is built in the paper to describe the stochastic behavior of interest rates.Based on samp...A term structure model bearing features of stochastic volatility and stochastic mean drift with jump （SVJ-SD model for short） is built in the paper to describe the stochastic behavior of interest rates.Based on sample data of an interest rate of national bond repurchase,maximum likelihood （ML）,linear Kalman filter and efficient method of moments （EMM） are used to estimate the model.While ML works well for simple models,it may lead to considerable deviation in parameter estimation when dynamic risks of interest rates are considered in them.Linear Kalman filter is a tractable and reasonably accurate technique for estimation cases where ML was not feasible.Moreover,when compared with the first two approaches,using EMM can obtain better parameter estimates for complex models with non-affine structures.展开更多
The value distribution of entire functions defined by Dirichlet series are studied in this present article.It is proved that entire functions defined by Dirichlet series have the pits property,which improve the relati...The value distribution of entire functions defined by Dirichlet series are studied in this present article.It is proved that entire functions defined by Dirichlet series have the pits property,which improve the relative results on lacunary Taylor series obtained by Littlewood J.E.and Offord A.C.展开更多
文摘A grey model with periodic term for sea-level analysis is presented.The present model keeps some advantages of tea GM (1, 1 )model, which well reflects the trend of sea-level changes and gives out the change rate as well as the acceleration of sea level conveniently.level conveniently.In addition, the present model can reproduce the periodic phenomena of sealevel, hence, it overcomes the shortcomings of the GM(1,1) model that is unsuitable for forecasting monthly mean sealevel with apparent periodicity, and its prediction accuracy is improved.The present model is used to analyse Guangxi coast sea level,the results show that the rise rates of relative sea level at Beihai, Weizhou and Bailongwei are 1 .67,2 .51 and 0.89 mm/a respectively, the relative sea level at Shitoubu has a falling trend with a rate of 0. 5- 1 .0 mm/a, the rise rate of eustatic sea level along the Guangxi coast is 2 .0 mm/a. In comparison with the model with a lineartrend term plus a periodic term, the simulation accuracies of both models are about the same.
基金Sponsored by the National Natural Science Foundation of China(60979010)
文摘A term structure model bearing features of stochastic volatility and stochastic mean drift with jump （SVJ-SD model for short） is built in the paper to describe the stochastic behavior of interest rates.Based on sample data of an interest rate of national bond repurchase,maximum likelihood （ML）,linear Kalman filter and efficient method of moments （EMM） are used to estimate the model.While ML works well for simple models,it may lead to considerable deviation in parameter estimation when dynamic risks of interest rates are considered in them.Linear Kalman filter is a tractable and reasonably accurate technique for estimation cases where ML was not feasible.Moreover,when compared with the first two approaches,using EMM can obtain better parameter estimates for complex models with non-affine structures.
基金supported by National Basic Research Program of China(973 Program,2005CB321902)National Natural Science Foundation of China(10771011)
文摘The value distribution of entire functions defined by Dirichlet series are studied in this present article.It is proved that entire functions defined by Dirichlet series have the pits property,which improve the relative results on lacunary Taylor series obtained by Littlewood J.E.and Offord A.C.
