The stationary Gamma-OU processes are recommended to be the volatility of the financial assets. A parametric estimation for the Gamma-OU processes based on the discrete observations is considered in this paper. The es...The stationary Gamma-OU processes are recommended to be the volatility of the financial assets. A parametric estimation for the Gamma-OU processes based on the discrete observations is considered in this paper. The estimator of an intensity parameter A and its convergence result are given, and the simulations show that the estimation is quite accurate. Assuming that the parameter A is estimated, the maximum likelihood estimation of shape parameter c and scale parameter a, whose likelihood function is not explicitly computable, is considered. By means of the Gaver-Stehfest algorithm, we construct an explicit sequence of approximations to the likelihood function and show that it converges the true (but unkown) one. Maximizing the sequence results in an estimator that converges to the true maximum likelihood estimator and the approximation shares the asymptotic properties of the true maximum likelihood estimator. Some simulation experiments reveal that this method is still quite accurate in most of rational situations for the background of volatility.展开更多
[Objective] The research aimed to carry out the cloning, identification and sequence analysis of full-length cDNA of carp interferon γ-2β （IFNγ-2β）. [Method] The cDNA library of peripheral blood leucocytes which...[Objective] The research aimed to carry out the cloning, identification and sequence analysis of full-length cDNA of carp interferon γ-2β （IFNγ-2β）. [Method] The cDNA library of peripheral blood leucocytes which were separated from carp and stimulated with mitogen was screened by a probe labeled with DIG. The IFNγ- 2β EST sequence was picked out from the constructed cDNA library of peripheral blood leucocyte, and the full length of carp interferon γ-2β was cloned. In addition, the sequence analysis was carried out. [Result] Three positive clones were obtained. Sequence analysis indicated that the sequence had a 119 bp 5’-UTR and a 218 bp 3’-UTR, and the open reading frame （ORF）of this gene was 537 bp which putatively coded 178 amino acids and there were several instable motifs for mRNA （ATTTA） in the 3’-untranslated region. Its homology with IFN from GenBank was up to 97% . Analysis on protein sequence and structure showed that the predicted protein sequence was identified as an IFN family signature. [Conclusion] The research laid the foundation for further studying the expression manner, function characteristic and regulation mechanism of IFNγ-2β in vivo and the action mechanism in the inflammatory reaction, emergency reaction and immune response.展开更多
The catalytic property of AICl(3) catalyst immobilized on gamma -Al2O3 for isobutene polymerization has been studied. It was found that the activity, selectivity and stability of the catalyst are dependent greatly on ...The catalytic property of AICl(3) catalyst immobilized on gamma -Al2O3 for isobutene polymerization has been studied. It was found that the activity, selectivity and stability of the catalyst are dependent greatly on geometric characteristic pf the pore structure and size of catalyst. Although the activity and selectivity of the catalysts with micro- and meso-pore structure are all high in initial stage, but their stability is low, while those with bimodal meso- and macro-pore structure are excellent. Increasing granularity of the catalyst(particle become fine) brings about an increase in isobutene conversion, but a decrease in selectivity, resulting in lower average molecular weight and iis broader distribution.展开更多
基金This work was supported by National Natural Science Foundation of China (Grant No. 10371074).
文摘The stationary Gamma-OU processes are recommended to be the volatility of the financial assets. A parametric estimation for the Gamma-OU processes based on the discrete observations is considered in this paper. The estimator of an intensity parameter A and its convergence result are given, and the simulations show that the estimation is quite accurate. Assuming that the parameter A is estimated, the maximum likelihood estimation of shape parameter c and scale parameter a, whose likelihood function is not explicitly computable, is considered. By means of the Gaver-Stehfest algorithm, we construct an explicit sequence of approximations to the likelihood function and show that it converges the true (but unkown) one. Maximizing the sequence results in an estimator that converges to the true maximum likelihood estimator and the approximation shares the asymptotic properties of the true maximum likelihood estimator. Some simulation experiments reveal that this method is still quite accurate in most of rational situations for the background of volatility.
基金Supported by the National Natural Science Foundation of China (30972277)the Fundamental Research Fund of Jilin University (200903250)~~
文摘[Objective] The research aimed to carry out the cloning, identification and sequence analysis of full-length cDNA of carp interferon γ-2β （IFNγ-2β）. [Method] The cDNA library of peripheral blood leucocytes which were separated from carp and stimulated with mitogen was screened by a probe labeled with DIG. The IFNγ- 2β EST sequence was picked out from the constructed cDNA library of peripheral blood leucocyte, and the full length of carp interferon γ-2β was cloned. In addition, the sequence analysis was carried out. [Result] Three positive clones were obtained. Sequence analysis indicated that the sequence had a 119 bp 5’-UTR and a 218 bp 3’-UTR, and the open reading frame （ORF）of this gene was 537 bp which putatively coded 178 amino acids and there were several instable motifs for mRNA （ATTTA） in the 3’-untranslated region. Its homology with IFN from GenBank was up to 97% . Analysis on protein sequence and structure showed that the predicted protein sequence was identified as an IFN family signature. [Conclusion] The research laid the foundation for further studying the expression manner, function characteristic and regulation mechanism of IFNγ-2β in vivo and the action mechanism in the inflammatory reaction, emergency reaction and immune response.
文摘The catalytic property of AICl(3) catalyst immobilized on gamma -Al2O3 for isobutene polymerization has been studied. It was found that the activity, selectivity and stability of the catalyst are dependent greatly on geometric characteristic pf the pore structure and size of catalyst. Although the activity and selectivity of the catalysts with micro- and meso-pore structure are all high in initial stage, but their stability is low, while those with bimodal meso- and macro-pore structure are excellent. Increasing granularity of the catalyst(particle become fine) brings about an increase in isobutene conversion, but a decrease in selectivity, resulting in lower average molecular weight and iis broader distribution.
