简介:随机波动(SV)模型是一种重要的具有隐性波动的时间序列模型。本文在对SV模型进行Cook局部影响分析的基础上,探讨方法对参数估计精度的稳健性,从而评价局部影响分析方法应用在时间序列模型的优劣。
简介:针对中国股票型开放式基金收益波动中是否存在杠杆效应的问题,在对该类基金整体及所选取的三支具有代表性的单个基金分析的基础上,运用一个带杠杆效应的SV模型对其收益的波动性建模,并利用MCMC方法对模型进行参数估计。结果显示:不同于一般对股票市场的研究结论,无论股票型开放式基金整体还是单个基金,其收益率序列的波动中均不存在显著的杠杆效应。
简介:捷豹特别车辆运营(SVO)部门最近在古德伍德速度节上发布了有史以来最强悍、最灵巧的捷豹公路车——捷豹XESVProject8,它采用全轮驱动系统,搭载5.0升机械增压V8发动机,最大功率为600马力,极速为320公里/小时.这是SVO为收藏家推出的第二款车,前一款是2014年的F-TYPEProject7,专为满足驾驭激情而设计,限量生产300辆.
简介:摘要随着电网自动化和计算机通信技术的进步,智能变电站将作为未来变电站的主流,智能变电站与常规站相比有诸多优点,但是智能变电站在运维过程中会遇到各类SV、GOOSE网络断链问题,此类问题在常规站中并不存在,因此本文将对智能站特有的SV、GOOSE断链问题进行研究。
简介:Inthisarticle,weanalyzethecharactersofSV-componentreceiverfunctionofteleseismicbodywavesanditsadvantagesinmappingtheS-wavevelocitystructureofcrustindetail.Similartoradialreceiverfunction,SV-componentreceiverfunctioncanbeobtainedbydirectlydeconvolvingtheP-componentfromtheSV-componentofteleseismicrecordings.OuranalysesindicatethatthechangeofamplitudeofSV-componentreceiverfunctionagainstthechangeofepicentraldistanceislessthanthatofradialreceiverfunction.Moreover,thewaveformofSV-componentreceiverfunctionissimplerthantheradialreceiverfunctionandgivesprominencetothePSconvertedphasesthatarethemostsensitivetotheshearwavevelocitystructureintheinversion.ThesynthetictestsshowthattheconvergenceofSV-componentreceiverfunctioninversionisfasterthanthatoftheradialreceiverfunctioninversion.Asanexample,weinvestigatetheS-wavevelocitystructurebeneathHIAstationbyusingtheSV-componentreceiverfunctioninversionmethod.
简介:ThestatisticalpropertiesofthemodeconvertedSVwavespecklesinthebackscatteringspacewerestudiedasultrasonicPwaveswereincidentonastronglyscatteringinterface.BasedontheFrensel-Huygenstheoryandthecorrelationprinciple,theRayleighdistributionoftheSVwavespeckleamplitudeandtheformulaforcalculatingtheaveragelateralsizeoftheSVwavespeckleswereobtained.Besides,theprobabilitydensityfunctionofthenormalizedintensityoftheSVwavespecklesreceivedbyatransversewaveprobewithanapertureofsomesizewasdeduced.Theprobabilitydensityfunctionwasrelatedtotheaveragenumberofthespecklesreceivedbytheprobe.TwotransversewaveprobeswithaperturesindifferentsizewereemployedtomeasurethesoundintensityoftheSVwavespecklesintheexperiment.Aftertheexperimentaldataofthespeckleintensitywereanalyzedstatistically,itwasshownthattheexperimentalresultswereingoodagreementwiththetheoreticalones.Thus,thepresentedtheoreticalconclusionswereprovedtobecorrect.
简介:Usingrecursivemethod,thispaperstudiesthequeuesizepropertiesatanyepochn+inGeom/G/1(E,SV)queueingmodelwithfeedbackunderLASDA(latearrivalsystemwithdelayedaccess)setup.Somenewresultsabouttherecursiveexpressionsofqueuesizedistributionatdifferentepoch(n+,n,n-)areobtained.Furthermoretheimportantrelationsbetweenstationaryqueuesizedistributionatdifferentepochsarediscovered.TheresultsaredifferentfromtherelationsgiveninM/G/1queueingsystem.Themodeldiscussedinthispapercanbewidelyappliedinmanykindsofcommunicationsandcomputernetwork.