一种新的时间序列模型的严平稳遍历性

本文讨论了一个AGARCH模型的严平稳遍历性,并给出了该模型有唯一平稳遍历解的充要条件．     

School leaders’ self-efficacy and job satisfaction over nine annual waves: A substantive-methodological synergy juxtaposing competing models of directional ordering

The school principal’s job is increasingly demanding and complex, but school principal well-being is understudied. Self-efficacy and job satisfaction are critical constructs for studying school principals’ well-being, and self-efficacy is a core predictor of job satisfaction. Cross-sectional research typically assumes a unidirectional ordering; self-efficacy predicts (and leads to) job satisfaction, not the reverse. However, this unidirectional ordering is inconsistent with theoretical models positing a bidirectional (reciprocal) ordering. Furthermore, the assumption is largely untested with appropriate longitudinal data and statistical models. We evaluated the directional ordering of job satisfaction and self-efficacy for a large (N = 5663), nationally representative, longitudinal (nine annual waves) sample of Australian school leaders. Job satisfaction and self-efficacy were moderately correlated within waves and over time. Consistently with theoretical models and a priori predictions, the two constructs were reciprocally related over time; prior measures of each had small statistically positive effects on subsequent measures of the other, with no evidence of directional predominance of one over the other. Support for reciprocal effects was remarkably consistent across competing cross-lag-panel models, multiple tests of the consistency of effects over time (measurement invariance and stationarity), control for covariates, and the addition of lag-2 paths. Methodologically, we critique competing models that estimate cross-lagged effects and evaluate directional ordering from within- and between-person perspectives. We demonstrate the value of both approaches in achieving a robust framework for assessing longitudinal panel models.. Our substantive-methodological synergy has important substantive implications for theory, policy, and practice—showing that school-leader job satisfaction and self-efficacy are mutually reinforcing.     

避孕套生产线中回旋匀胶装置平稳性分析及改良

针对避孕套生产线的回旋匀胶装置在运行中平稳性差而影响产品质量问题，分析得出主要原因是由于回旋匀胶装置的翻板弧形齿条采用先加工成齿条再弯成型，引起齿型变形而造成的。提出新的改进工艺方法：对翻板弧形齿条，采用先弯成所需的弧度。再加工轮齿，保证廓线没有锥度，啮合更流畅。经过改良实践，此啮合区域的传动平稳性上升，回旋匀胶装置的故障率明显下降。     

Vector FIGARCH process, its persistence and co-persistence in variance

1 Introduction ? Since the ARCH model and the GARCH model were introduced by Engle [2] and Bollerslev [3], respectively, many different models in the GARCH family have been extensively used in modeling financial time series. For example, LGARCH, MGARCH [4…     

ARCH型有限阶双线性模型的平稳性

给出了一个ARCH型有限阶双线性模型,讨论了这一模型的严平稳性及遍历性。进一步,做为这一新结论的应用,推导了经典的ARCH(p)模型存在平稳遍历解的充分必要条件。     

STATIONARITY OF A CLASS OF LARGE-SCALE DISCRETE-TIME STOCHASTIC SYSTEMS

ＳＴＡＴＩＯＮＡＲＩＴＹＯＦＡＣＬＡＳＳＯＦＬＡＲＧＥ－ＳＣＡＬＥＤＩＳＣＲＥＴＥ－ＴＩＭＥＳＴＯＣＣＨＡＳＴＩＣＳＹＳＴＥＭＳＷａｎｇＴａｏ（王涛）；ＳｈｅｎｇＺｈａｏｈａｎ（盛昭瀚）（ＩｎｓｔｉｔｕｔｅｏｆＳｙｓｔｅｍｓＥｎｇｉｎｅｅｒｉｎｇ）Ｓ...