On Some Principles of Statistical Inference

Statistical theory aims to provide a foundation for studying the collection and interpretation of data, a foundation that does not depend on the particular details of the substantive field in which the data are being considered. This gives a systematic way to approach new problems, and a common language for summarising results; ideally, the foundations and common language ensure that statistical aspects of one study, or of several studies on closely related phenomena, can be broadly accessible. We discuss some principles of statistical inference, to outline how these are, or could be, used to inform the interpretation of results, and to provide a greater degree of coherence for the foundations of statistics.     

Modeling and forecasting of stock index volatility with APARCH models under ordered restriction

This article examines volatility models for modeling and forecasting the Standard & Poor 500 (S&P 500) daily stock index returns, including the autoregressive moving average, the Taylor and Schwert generalized autoregressive conditional heteroscedasticity (GARCH), the Glosten, Jagannathan and Runkle GARCH and asymmetric power ARCH (APARCH) with the following conditional distributions: normal, Student's t and skewed Student's t‐distributions. In addition, we undertake unit root (augmented Dickey–Fuller and Phillip–Perron) tests, co‐integration test and error correction model. We study the stationary APARCH (p) model with parameters, and the uniform convergence, strong consistency and asymptotic normality are prove under simple ordered restriction. In fitting these models to S&P 500 daily stock index return data over the period 1 January 2002 to 31 December 2012, we found that the APARCH model using a skewed Student's t‐distribution is the most effective and successful for modeling and forecasting the daily stock index returns series. The results of this study would be of great value to policy makers and investors in managing risk in stock markets trading.     

Asymptotic distributions of φ-divergences of hypothetical and observed frequencies on refined partitions

For a wide class of goodness-of-fit statistics based on φ-divergences between hypothetical cell probabilities and observed relative frequencies, the asymptotic normality is established under the assumption n / m _n →γ∈(0,∞), where n denotes sample size and m _n the number of cells. Related problems of asymptotic distributions of φ-divergence errors, and of φ-divergence deviations of histogram estimators from their expected values, are considered too.     

Baywatch: Two approaches to measure the effects of blocking access to The Pirate Bay

In the fight against unauthorised sharing of copyright protected material, Dutch Internet Service Providers have been summoned by courts to block their subscribers' access to The Pirate Bay and related sites. This paper studies the effectiveness of this approach towards online copyright enforcement, using both a consumer survey and a newly developed non-infringing technology for BitTorrent monitoring. While a small group of respondents download less from illegal sources or claim to have stopped doing so, no impact is found on the percentage of the Dutch population downloading from illegal sources. Slight changes are found on the distribution of Dutch peers, but these seem related to the awareness raised by blocking rather than the blocking itself.     

提升地方政府治理能力的房产税税制改革研究——以黑龙江省为例

地方政府公共服务体系的构建,城乡间公共服务差距的缩小,是地方政府治理能力水平的重要指标之一。地方政府公共服务能力的水平,有赖于地方财政收入的有利支撑。目前我国地方税收体系不够完善,地方政府很难从中取得大比例的收入支撑,建立地方主体税种,继续推进房产税改革试点,适时扩大房产税试点,对于地方财政收入,提升地方政府治理能力起到一定的促进作用。以黑龙江省为例提出了房产税改革的公平原则、财政原则与效率原则三位一体的税收原则体系。     

D-对羟基苯甘氨酸的开发应用

本文介绍了医药中间体D-对羟基苯甘氨酸(D-p-HPG)的基本性质、生产工艺和在抗生素生产中的应用及生产现状,并对-酶-酸法生产D-p-HPC项目的社会和经济效益及发展前景进行了简单分析。     

市盈率投资策略：评价与检验

本文通过选取2001年高低市盈率组合的各20家股票，计算其2001～2005年的投资回报率并进行假设检验和相关分析。本研究发现，我国股票市场投资，无论是采用高市盈率投资组合还是低市盈率投资组合，其投资回报率基本趋同，没有明显差异。投资回报主要是和股票指数相关，而与选择高市盈率组合还是低市盈率组合基本无关。从短期来看，低市盈率股票投资回报波动更大，更具有不确定性，也更具有风险性。     

技术指标与交易系统

本文通过对三个传统技术指标抛物转向指标、移动平均线系统、以及宝塔线的讨论,描述了股价趋势跟踪类交易系统构成的一般法则,即通过设立不升的买入点和不降的卖出点来保证交易系统具有“完整的交易周期”,同时保证单次交易的盈利或避险效能。基于三个指标建立了若干个规范的交易系统。由于不依靠任何先验知识,这些交易系统只能是最基本的。     

平方根变步长lp范数LMS算法的稀疏系统辨识

针对稀疏未知系统的辨识问题,提出了一种基于p(0<p<1)范数的稀疏约束变步长最小均方自适应滤波算法,并对其收敛性进行了理论分析。该算法将系统迭代过程中产生的预测误差的平方根引入到步长控制中,设置了平衡系数以平衡系统的收敛速度和稳态误差,使步长在迭代过程中能够得到实时的调整。同时,将p范数作为惩罚约束项作用在代价函数中,使得自适应过程具有吸引零滤波器系数的能力。由于p范数约束比1范数更加接近0范数,系统辨识结果较为精确。仿真结果表明,该算法在系统辨识中收敛速度和稳定性均优于现有的稀疏系统辨识方法。     

高速嵌入式系统中电源噪声抑制方法

根据平面腔体谐振模型理论推导出高速嵌入式电路电源平面对阻抗函数关系式,分 析了电源平面对的谐振特性与PCB板材、介质层厚度以及导体平面的电导率之间的关系,得 出可通过减小介质层厚度、使用高介电常数的介质材料以及增加介质损耗等3种方法来抑制 电源平面对的谐振效应,并使用全波仿真方法验证了可行性。从时域仿真了高速电路中的噪 声传播与电源平面谐振的相互关系,结果表明,通过抑制电源平面对谐振阻抗可将电源噪声 减 小至原有结构的15%,从而有效提高系统的电源完整性。