基于改进精估计与FrFT的Chirp信号参数估计

为了解决Chirp信号参数估计在低信噪比下保持高精度等问题，提出了一种基于粗精二次估计的Chirp参数算法。粗估计采用分数阶傅里叶变换（Fractional Fourier Transform，FrFT），能够在低信噪比下检测到Chirp信号并估计出调频率的范围。同时，提出了一种FrFT插值算法提高FrFT估计中心频率的精度。精估计根据信号能量和周期长度一定时Chirp信号频谱幅度的平方与调频率成反比的特性，不断地用已知Chirp信号的共轭与未知Chirp信号相乘，寻找使相乘后频谱幅度平方最大的已知Chirp信号的调频率。为了提高精估计算法性能，用提出的H-Rife算法估计中心频率和相乘后信号的频谱中最大的幅值。〖JP2〗用二分法代替等步长使精估计在粗估计出的调频率范围内搜索，极大降低了复杂度。在信噪比不小于-10 dB时，该算法估计调频率归一化均方误差（Normalized Mean Square Error，NMSE）较FrFT线性提升，估计中心频率NMSE较FrFT线性提升，接近克拉美罗界。     

A threshold stochastic volatility model with explanatory variables

In this paper, we introduce a threshold stochastic volatility model with explanatory variables. The Bayesian method is considered in estimating the parameters of the proposed model via the Markov chain Monte Carlo (MCMC) algorithm. Gibbs sampling and Metropolis–Hastings sampling methods are used for drawing the posterior samples of the parameters and the latent variables. In the simulation study, the accuracy of the MCMC algorithm, the sensitivity of the algorithm for model assumptions, and the robustness of the posterior distribution under different priors are considered. Simulation results indicate that our MCMC algorithm converges fast and that the posterior distribution is robust under different priors and model assumptions. A real data example was analyzed to explain the asymmetric behavior of stock markets.     

Measuring Discontinuities in Time Series Obtained with Repeated Sample Surveys

A key requirement of repeated surveys conducted by national statistical institutes is the comparability of estimates over time, resulting in uninterrupted time series describing the evolution of finite population parameters. This is often an argument to keep survey processes unchanged as long as possible. It is nevertheless inevitable that a survey process will need to be redesigned from time to time, for example, to improve or update methods or implement more cost-effective data collection procedures. It is important to quantify the systematic effects or discontinuities of a new survey process on the estimates of a repeated survey to avoid a disturbance in the comparability of estimates over time. This paper reviews different statistical methods that can be used to measure discontinuities and manage the risk due to a survey process redesign.     

基于农业经济增长的山东省财政农业支出最优规模的确定

国内学术界对财政农业支出的最优规模的研究结论呈现较大的差异性,主要是受到统计口径、选用模型等差异的影响。文章结合山东省的财政农业支出、农业生产总值等相关经济数据,运用Ram的两部门生产模型构造目标方程,根据Hansen的门限回归模型对目标方程进行检验分析,得出山东省财政农业支出的最优规模,以期为山东省的社会主义新农村建设提供理论依据与经验借鉴。     

一种改进的RSSI测距定位算法

针对接收信号强度指示(Received Signal Strength Indication,RSSI)定位模型易受环境影响导致测距误差较大的问题，提出了采用天牛须搜索(Beetle Antennae Search,BAS)优化后向传播（Back Propagation，BP）神经网络拟合测距模型，克服了对数衰减模型易受环境干扰、参数取经验值等问题。首先，利用卡尔曼滤波对RSSI值进行校正，将校正后的数据输入BAS-BP网络拟合出测距模型并通过测距模型输出距离值；然后，利用极大似然估计法求解未知节点的坐标。实验结果表明，与BP模型和粒子群优化的BP模型相比，改进方法收敛速度快，定位精度提高更加明显。     

Combining Data from New and Traditional Sources in Population Surveys

This paper is a review of some applications of the combination of data sets, such as combining census or administrative data and survey data, constructing expanded data sets through linkage, combining large‐scale commercial databases with survey data and harnessing designed data collection to be able to make use of non‐probability samples. It is aimed to highlight their commonalities and differences and to formulate some general principles for data set combination.     

Estimation and inference of dynamic structural factor models with over-identifying restrictions

This paper develops a new estimator for the impulse response functions in structural factor models with a fixed number of over-identifying restrictions. The proposed identification scheme nests the conventional just-identified recursive scheme as a special case. We establish the asymptotic distributions of the new estimator and develop test statistics for the over-identifying restrictions. Simulation results show that adding a few more over-identifying restrictions can lead to a substantial improvement in estimation accuracy for impulse response functions at both zero and nonzero horizons. We estimate the effects of a monetary policy shock using a U.S. data set. The results show that our over-identified scheme can help to detect incorrect specifications that lead to spurious impulse responses.     

基于导频受限短突发通信的高精度快速频偏估计

针对导频符号辅助调制（PSAM）的导频受限短突发通信载波同步，提出了一种高精度快速的频偏估计算法。其基本原理是：利用自相关算子得到具有较大估计范围和较低信噪比门限的联合自相关算法，再利用互相关算子获得具有高精度的简化互相关算法。理论分析和仿真结果表明，提出的算法能够消除大频偏，而且还具有较低的复杂度和良好的解调性能。     

Uncertainty representation and risk management for direct segmented marketing

ABSTRACT

Mining for truly responsive customers has become an integral part of customer portfolio management, and, combined with operational tactics to reach these customers, requires an integrated approach to meeting customer needs that often involves the application of concepts from traditionally distinct fields: marketing, statistics, and operations research. This article brings such concepts together to address customer value and revenue maximisation as well as risk minimisation for direct marketing decision-making problems under uncertainty. We focus on customer lift optimisation given the uncertainty associated with lift estimation models, and develop risk management and operational tools for the multiple treatment (recommendation) problem using stochastic and robust optimisation techniques. Results from numerical experiments are presented to illustrate the effect of incorporating uncertainty on the performance of recommendation models.     

A Non-Proportional Hazards Model with Hazard Ratio Functions Free from Covariate Values

A brief survey on methods to handle non-proportional hazards in survival analysis is given with emphasis on short-term and long-term hazard ratio modelling. A drawback of the existing model of this nature is that except at time zero or infinity, the hazard ratio for a unit increase in the value of a covariate depends on the starting value. With two or more covariates, the hazard ratio for a unit increase in one covariate with other covariates held fixed depends in an unintended way on the values of the other covariates. We propose an alternative way to model short-term and long-term hazard ratios without the above drawbacks through a judicious choice of covariate-time interactions. Under the new model, it is easier to describe the time-varying effect of each covariate on the hazard. Nonparametric maximum likelihood estimation for the new model can be carried out in the same way as for the existing model. We also propose a product version of the existing model, which overcomes its second drawback but not the first. The advocated covariate–time interaction model provides a better fit to the Veterans Administration lung cancer data set than the original and product versions of the existing model.