The core can be accessed with a bounded number of blocks

We show the existence of an upper bound for the number of blocks required to get from one imputation to another provided that accessibility holds. The bound depends only on the number of players in the TU game considered. For the class of games with non-empty cores this means that the core can be reached via a bounded sequence of blocks.     

Unit root testing via the stationary bootstrap

A nonparametric, residual-based stationary bootstrap procedure is proposed for unit root testing in a time series. The procedure generates a pseudoseries which mimics the original, but ensures the presence of a unit root. Unlike many others in the literature, the proposed test is valid for a wide class of weakly dependent processes and is not based on parametric assumptions on the data-generating process. Large sample theory is developed and asymptotic validity is shown via a bootstrap functional central limit theorem. The case of a least squares statistic is discussed in detail, including simulations to investigate the procedure's finite sample performance.     

航天器的非相干高精度测速方法及实现

随着深空探测和天基测控系统的发展和应用，采用相干应答机将使星载系统变的复杂且测速精度很难提高。本文对非相干测速原理进行了讨论和公式推导，给出了系统设计方法。在精度分析的基础上，给出了设计参数图表。分析了非相干测速系统中测距音辅助捕获的实现方法，并分别讨论了ESA标准和CCSDS标准情况下非相干测速的实现方法。     

扩频测控中窄带干扰抑制算法分析

本文简要介绍了扩频测控的原理、特点，分析了系统将面临的各种干扰形式及应采取的措施，其中重点分析了对系统危害最大且较易产生的窄带干扰所应采取的抗干扰措施。最后，通过仿真验证了算法的正确性。     

MIL-STD 188-220C协议中的NAD算法

M IL-STD 188-220C是军用分组无线电C4I系统之间的互操作标准。协议的流量控制采用5种不同的网络访问延迟(Network Access Delay,NAD)算法实现。为解决不同NAD算法之间如何选择的问题,基于战术互联网应用环境,采用了网络仿真的方法,对协议进行了分析比较,在信道吞吐量、端到端时延、对信息优先级的支持、节点公平性和实现复杂性等方面,得出了不同NAD算法的性能和特点。这些结论对于协议的应用和改进都有一定的参考意义。     

Pricing Models: A Bayesian DSGE Approach for the U.S. Economy

This paper compares and estimates three pricing mechanisms in the context of a small DSGE model of the U.S. economy. We interpret our results as favoring the pricing mechanism presented in Wolman (1999 Wolman model) over the New Keynesian model with indexation ( Gali and Gertler 1999 , Smets and Wouters 2004a ) and the sticky information model of Mankiw and Reis (2002) . The key factor that explains the performance of the Wolman model is that the data reject the key assumption of the New Keynesian model that the firm's probability of price change is constant over time and independent of the contract's vintage. Our results also show that incorporating indexation in the New Keynesian model represents a poor expedient in matching the autocorrelation function of the inflation process over the last 20 years.     

uCOS-Ⅱ在C51中的应用设计

传统的嵌入式系统软件设计中广泛采用单任务顺序执行机制,应用的设计变更和功能扩展往往要带来大量的改动,导致系统频繁更新以至无法达到设计目标.MCS51系列单片机是我国目前使用最多的单片机系列之一,在相对复杂的C51应用中导入uCOS-Ⅱ,可使系统的可靠性和稳定性得到较大的提高.     

Time-varying risk The case of the American computer industry

A bivariate GARCH-in-mean model for individual stock returns and the market portfolio is designed to model volatility and to test the conditional Capital Asset Pricing Model versus the conditional Residual Risk Model. We find that a univariate model of volatility for individual stock returns is misspecified. A joint modelling of the market return and the individual stock return shows that a major force driving the conditional variances of individual stocks is the history contained in the market return variance. We find that a conditional residual risk model, where the variance of the individual stock return is used to explain expected returns, is preferred to a conditional CAPM. We propose a partial ordering of securities according to their market risk using first and second order dominance criteria.     

Ergodic properties of conditional forecast functions of stable systems

Summary This paper analyzes the behavior of conditional forecast functions in stable systems. We study convergence of optimal forecast functions, of forecast functions obtained by conditioning on previous values, and conditional and joint densities.The research was done as part of the author's master thesis under Mordecai Kurz. The author thanks Mordecai Kurz, Carsten Nielsen, and Ho-Mou Wu for a careful reading of the paper and the Statistics Department of Stanford University for financial support. This research was supported in part by Fondazione ENI Enrico Mattei of Milan, Italy.