The geophysical mechanism behind astronomical time-latitude residuals （ATLR） are discussed. The photoelectric astrolabe at Yunnan Observatory （YO） observed apparent synchronous anomalous ATLR before the Wenchuan M...The geophysical mechanism behind astronomical time-latitude residuals （ATLR） are discussed. The photoelectric astrolabe at Yunnan Observatory （YO） observed apparent synchronous anomalous ATLR before the Wenchuan M8.0 earthquake （EQ） in May 12, 2008 and the Lushan M7.0 EQ n April 20, 2013. We compared the ATLR from the YO photoelectric astrolabe and EQ data since 1976. Anomalous ATLR was observed before several strong EQs in the Yunnan Province. We believe the photoelectric astrolabe can be used to predict strong EQs and the anomalous ATLR are a potential EQ precursor.展开更多
This paper analyzes the problem of testing for parameters change in ARCH errors models with deterministic trend based on residual cusum test. It is shown that the asymptotically limiting distribution of the residual c...This paper analyzes the problem of testing for parameters change in ARCH errors models with deterministic trend based on residual cusum test. It is shown that the asymptotically limiting distribution of the residual cusum test statistic is still the sup of a standard Brownian bridge under null hypothesis. In order to check this, we carry out a Monte Carlo simulation and examine the return of IBM data. The results from both simulation and real data analysis support our claim. We also can explain this phenomenon from a theoretical viewpoint that the variance in ARCH model in mainly determined by its parameters.展开更多
基金supported by the Ministry of Science and Technology of P.R.China(No.2012BAK19B01-07)
文摘The geophysical mechanism behind astronomical time-latitude residuals （ATLR） are discussed. The photoelectric astrolabe at Yunnan Observatory （YO） observed apparent synchronous anomalous ATLR before the Wenchuan M8.0 earthquake （EQ） in May 12, 2008 and the Lushan M7.0 EQ n April 20, 2013. We compared the ATLR from the YO photoelectric astrolabe and EQ data since 1976. Anomalous ATLR was observed before several strong EQs in the Yunnan Province. We believe the photoelectric astrolabe can be used to predict strong EQs and the anomalous ATLR are a potential EQ precursor.
基金the National Natural Science Foundation of China (Nos.60375003 60972150)the Science and Technology Innovation Foundation of Northwestern Polytechnical University (No.2007KJ01033)
文摘This paper analyzes the problem of testing for parameters change in ARCH errors models with deterministic trend based on residual cusum test. It is shown that the asymptotically limiting distribution of the residual cusum test statistic is still the sup of a standard Brownian bridge under null hypothesis. In order to check this, we carry out a Monte Carlo simulation and examine the return of IBM data. The results from both simulation and real data analysis support our claim. We also can explain this phenomenon from a theoretical viewpoint that the variance in ARCH model in mainly determined by its parameters.
