Offshore drilling has attracted more attention than ever before due to the increasing worldwide energy demand especially in China. High cost, long drilling cycles, and low rate of penetration (ROP) represent critica...Offshore drilling has attracted more attention than ever before due to the increasing worldwide energy demand especially in China. High cost, long drilling cycles, and low rate of penetration (ROP) represent critical challenges for offshore drilling operations. The hydraulic pulse generator was specifically designed, based on China offshore drilling technologies and parameters, to overcome problems encountered during offshore drilling. Both laboratory and field tests were conducted to collect the characteristics of the hydraulic pulse generator. The relationships between flow rate and pressure amplitude, pressure loss and pulse frequency were obtained, which can be used to optimize operation parameters for hydraulic pulse jet drilling. Meanwhile a bottom hole assembly (BHA) for pulse jet drilling has been designed, combining the hydraulic pulse generator with the conventional BHA, positive displacement motor, and rotary steerable system (RSS) etc. Furthermore, the hydraulic pulse jet technique has been successfully applied in more than 10 offshore wells in China. The depth of the applied wells ranged from 2,000 m to 4,100 m with drilling bit diameters of 311 mm and 216 mm. The field application results showed that hydraulic pulse jet technique was feasible for various bit types and formations, and that ROP could be significantly increased, by more than 25%.展开更多
To solve the problems of blindness and inefficiency existing in the determination of meso-level mechanical parameters of particle flow code (PFC) models, we firstly designed and numerically carried out orthogonal test...To solve the problems of blindness and inefficiency existing in the determination of meso-level mechanical parameters of particle flow code (PFC) models, we firstly designed and numerically carried out orthogonal tests on rock samples to investigate the correlations between macro-and meso-level mechanical parameters of rock-like bonded granular materials. Then based on the artificial intelligent technology, the intelligent prediction systems for nine meso-level mechanical parameters of PFC models were obtained by creating, training and testing the prediction models with the set of data got from the orthogonal tests. Lastly the prediction systems were used to predict the meso-level mechanical parameters of one kind of sandy mudstone, and according to the predicted results the macroscopic properties of the rock were obtained by numerical tests. The maximum relative error between the numerical test results and real rock properties is 3.28% which satisfies the precision requirement in engineering. It shows that this paper provides a fast and accurate method for the determination of meso-level mechanical parameters of PFC models.展开更多
Based on mineral component and in-situ vane shear strength of deep-sea sediment, four kinds of simulative soils were prepared by mixing different bentonites with water in order to find the best simulative soil for the...Based on mineral component and in-situ vane shear strength of deep-sea sediment, four kinds of simulative soils were prepared by mixing different bentonites with water in order to find the best simulative soil for the deep-sea sediment collected from the Pacific C-C area. Shear creep characteristics of the simulative soil were studied by shear creep test and shear creep parameters were determined by Burgers creep model. Research results show that the shear creep curves of the simulative soil can be divided into transient creep, unstable creep and stable creep, where the unstable creep stage is very short due to its high water content. The shear creep parameters increase with compressive stress and change slightly or fluctuate to approach a constant value with shear stress, and thus average creep parameters under the same compressive stress are used as the creep parameters of the simulative soil. Traction of the deep-sea mining machine walking at a constant velocity can be calculated by the shear creep constitutive equation of the deep-sea simulative soil, which provides a theoretical basis for safe operation and optimal design of the deep-sea mining machine.展开更多
In this article, we study the Kolmogorov-Smirnov type goodness-of-fit test for the inhomogeneous Poisson process with the unknown translation parameter as multidimensional parameter. The basic hypothesis and the alter...In this article, we study the Kolmogorov-Smirnov type goodness-of-fit test for the inhomogeneous Poisson process with the unknown translation parameter as multidimensional parameter. The basic hypothesis and the alternative are composite and carry to the intensity measure of inhomogeneous Poisson process and the intensity function is regular. For this model of shift parameter, we propose test which is asymptotically partially distribution free and consistent. We show that under null hypothesis the limit distribution of this statistic does not depend on unknown parameter.展开更多
The dynamic reactive power compensation equipment in Jiuquan Wind Power Base of above 10 GW consists of three different types of compensation devices, including: static var generator (SVG), thyristor controlled com...The dynamic reactive power compensation equipment in Jiuquan Wind Power Base of above 10 GW consists of three different types of compensation devices, including: static var generator (SVG), thyristor controlled compensator (TGR) and magnetically controlled reactor (MGR). The lack of experimental verification of performance is not conducive to voltage/var management or full utilization of device capaci- ties. In order to solve the above problems, the compensation device performance test was performed. The test items and procedures were selected based on related national standards with the consideration for different grid structures and wind farm operation modes. The testing contents included dynamic regulating range, active power loss, dynamic response time, and harmonic voltage level. Three types of compensation devices installed in different wind farms, namely SVG, TCR and MCR, were chosen and tested. The performances were compared and analyzed according to the field test results.展开更多
A differential excitation probe based on eddy current testing technology was designed. Sheet specimens of Q 235 steel with prefabricated micro-cracks of different widths and of aluminum with prefabricated micro-cracks...A differential excitation probe based on eddy current testing technology was designed. Sheet specimens of Q 235 steel with prefabricated micro-cracks of different widths and of aluminum with prefabricated micro-cracks of different depths were detected through the designed detection system. The characteristics of micro-cracks can be clearly showed after signals processing through the short-time Fourier transform( STFT). By changing the parameter and its value in detecting process,the factors including the excitation frequency and amplitude,the lift-off effect and the scanning direction were discussed,respectively. The results showed that the differential excitation probe was insensitive to dimension and surface state of the tested specimen,while it had a high degree of recognition for micro-crack detection. Therefore,when the differential excitation detection technology was used for inspecting micro-crack of turbine blade in aero-engine,and smoothed pseudo Wigner-Ville distribution was used for signal processing,micro-cracks of 0. 3 mm depth and 0. 1 mm width could be identified. The experimental results might be useful for further research on engineering test of turbine blades of aero-engine.展开更多
The robust parameter design method is a traditional approach to robust experimental design that seeks to obtain the optimal combination of factors/levels. To overcome some of the defects of the inflatable wing paramet...The robust parameter design method is a traditional approach to robust experimental design that seeks to obtain the optimal combination of factors/levels. To overcome some of the defects of the inflatable wing parameter design method, this paper proposes an optimization design scheme based on orthogonal testing and support vector machines (SVMs). Orthogonal testing design is used to estimate the appropriate initial value and variation domain of each variable to decrease the number of iterations and improve the identification accuracy and efficiency. Orthogonal tests consisting of three factors and three levels are designed to analyze the parameters of pressure, uniform applied load and the number of chambers that affect the bending response of inflatable wings. An SVM intelligent model is established and limited orthogonal test swatches are studied. Thus, the precise relationships between each parameter and product quality features, as well the signal-to-noise ratio (SNR), can be obtained. This can guide general technological design optimization.展开更多
Active infrared thermography has gained increasing popularity for nondestructive testing and evaluation in various industrial fields,especially for composite structures.In this regard,thermal wave radar(TWR)imaging is...Active infrared thermography has gained increasing popularity for nondestructive testing and evaluation in various industrial fields,especially for composite structures.In this regard,thermal wave radar(TWR)imaging is recognized as the next-generation active thermography technology to obtain great resolution and depth range over the inspected objects.A critical aspect concerns the optimal test parameter selection to guarantee reliable quality assurance required for industrial products.In this work,single-and multiple-frequency TWR was investigated in a quantitative manner with the goal of optimizing the detection parameters in terms of probing range and lateral and depth resolution.The effects of test parameters,including sampling frequency,modulation frequency,chirp duration,chirp bandwidth,etc,were investigated in detail through experiments on a glass fiber reinforced polymer specimen with multi-scale diameter-to-depth ratio defects.This paper aims to help yield a better understanding of the physical mechanism behind TWR and propose a workable scheme for testing parameter selection in practical applications.展开更多
In order to obtain the primary parameters and operating characteristics of a DC motor without directly measuring its torque and rational speed, it is proposed to use a PC and a data acquisition card to acquire both th...In order to obtain the primary parameters and operating characteristics of a DC motor without directly measuring its torque and rational speed, it is proposed to use a PC and a data acquisition card to acquire both the dynamic and static data of armature current to establish the performance of a DC permanent magnet motor. The accuracy and validity of this virtual test system proposed were verified by comparing the measurements made with the system proposed with the measurements made with conventional torque meters. It is concluded from the results of comparison that from the mathematic model established for the DC permant magnet motors, both major parameters and operating characteristics can be directly established for the DC motors without measuring their torques and rotational speed, a perfect on line measurement and test system has been established for the DC permanent magnet motors using the theory of virtual test system. The system proposed features shorter test time, higher efficiency and lower cost.展开更多
Objective:A computational model of insulin secretion and glucose metabolism for assisting the diagnosis of diabetes mellitus in clinical research is introduced.The proposed method for the estimation of parameters for...Objective:A computational model of insulin secretion and glucose metabolism for assisting the diagnosis of diabetes mellitus in clinical research is introduced.The proposed method for the estimation of parameters for a system of ordinary differential equations(ODEs)that represent the time course of plasma glucose and insulin concentrations during glucose tolerance test(GTT)in physiological studies is presented.The aim of this study was to explore how to interpret those laboratory glucose and insulin data as well as enhance the Ackerman mathematical model.Methods:Parameters estimation for a system of ODEs was performed by minimizing the sum of squared residuals(SSR)function,which quantifies the difference between theoretical model predictions and GTT's experimental observations.Our proposed perturbation search and multiple-shooting methods were applied during the estimating process.Results:Based on the Ackerman's published data,we estimated the key parameters by applying R-based iterative computer programs.As a result,the theoretically simulated curves perfectly matched the experimental data points.Our model showed that the estimated parameters,computed frequency and period values,were proven a good indicator of diabetes.Conclusion:The present paper introduces a computational algorithm to biomedical problems,particularly to endocrinology and metabolism fields,which involves two coupled differential equations with four parameters describing the glucose-insulin regulatory system that Ackerman proposed earlier.The enhanced approach may provide clinicians in endocrinology and metabolism field insight into the transition nature of human metabolic mechanism from normal to impaired glucose tolerance.展开更多
The electrical parameters of the rock and soil are closely related to the physical parameters.By measuring the resistivity and polarizability of rock and soil reasonably,information on physical parameters such as mois...The electrical parameters of the rock and soil are closely related to the physical parameters.By measuring the resistivity and polarizability of rock and soil reasonably,information on physical parameters such as moisture content,pore ratio and compaction degree can be obtained.A system for testing the electrical parameters of soil samples based on the middle step quadrupole method is developed in this article.The system uses a series of copper needles as the electrodes of the soil-mounted test tube,and uses a multi-point multi-layer test method for layered data acquisition,which can solve the problems caused by the capacitance phenomenon and the heterogeneity of the soil sample.At the same time,factors affecting the test results,such as uneven soil preparation and water addition and electrode disturbance,are regarded as noise.A data-analysis method based on median filtering is proposed to process and analyse the test results,and the relationships between resistivity,polarizability,moisture content and compaction degree of the sample are obtained.The results show that the resistivity decreases nonlinearly as moisture content increases,and the correlation with compaction is not strong;the polarizability increases as moisture content increases with fluctuation,and it first increases and then decreases with an increase in compaction.展开更多
With an advanced foreign hydraulic automatic transmission as the objective,an analytical method for the gear-shifting schedule is proposed.First the demanded maximum gradient of test is estimated.Then a test scheme an...With an advanced foreign hydraulic automatic transmission as the objective,an analytical method for the gear-shifting schedule is proposed.First the demanded maximum gradient of test is estimated.Then a test scheme and analytical procedure is formulated by initial test and hypothetical shift parameters.Finally through gear-shifting tests under different road conditions,load,accelerator pedal position limitation,throttle opening and output shaft speed are found to be the gear-shifting parameters.Under a common road condition,the gear-shifting schedule is a double-parameter schedule.Based on the driver's demands on braking and dynamic performance,different shift schedules are made under downhill,uphill and quick releasing acceleration pedal conditions.The operation criteria of down-shift schedule on abrupt grade are proposed.展开更多
This paper examines the Granger causal relationship between capital flows and economic growth in China over the period 1998Q1–2019Q2,allowing for real effective exchange rate(REER)effects.As parameter instability tes...This paper examines the Granger causal relationship between capital flows and economic growth in China over the period 1998Q1–2019Q2,allowing for real effective exchange rate(REER)effects.As parameter instability tests indicate structural changes,we use bootstrap rolling window causality tests,which suggest that the causal nexus between capital flows and GDP growth is time-varying.We find that the causal links between foreign direct investments(FDIs)and GDP growth are hardly affected by the REER,whereas the REER plays a more important role in affecting the causal connections between portfolio investments and other investments and GDP growth.Our results suggest that cumulative portfolio inflows and cumulative other investment inflows harm GDP growth,whereas cumulative portfolio outflows and cumula-tive other investment outflows positively affect GDP growth.展开更多
In this paper, we consider the problem of testing for an autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Levy processes. For a test, we propose a class of test statistics construct...In this paper, we consider the problem of testing for an autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Levy processes. For a test, we propose a class of test statistics constructed by an iterated cumulative sums of squares of the difference between two adjacent observations. It is shown that each of the test statistics weakly converges to the supremum of the square of a Brownian bridge. The test statistics are evaluated by some empirical results.展开更多
基金financial support from the Program for New Century Excellent Talents in University (No. NCET-12-0971)
文摘Offshore drilling has attracted more attention than ever before due to the increasing worldwide energy demand especially in China. High cost, long drilling cycles, and low rate of penetration (ROP) represent critical challenges for offshore drilling operations. The hydraulic pulse generator was specifically designed, based on China offshore drilling technologies and parameters, to overcome problems encountered during offshore drilling. Both laboratory and field tests were conducted to collect the characteristics of the hydraulic pulse generator. The relationships between flow rate and pressure amplitude, pressure loss and pulse frequency were obtained, which can be used to optimize operation parameters for hydraulic pulse jet drilling. Meanwhile a bottom hole assembly (BHA) for pulse jet drilling has been designed, combining the hydraulic pulse generator with the conventional BHA, positive displacement motor, and rotary steerable system (RSS) etc. Furthermore, the hydraulic pulse jet technique has been successfully applied in more than 10 offshore wells in China. The depth of the applied wells ranged from 2,000 m to 4,100 m with drilling bit diameters of 311 mm and 216 mm. The field application results showed that hydraulic pulse jet technique was feasible for various bit types and formations, and that ROP could be significantly increased, by more than 25%.
基金the National Natural Science Foundation of China (Nos. 50674083 and 51074162) for its financial support
文摘To solve the problems of blindness and inefficiency existing in the determination of meso-level mechanical parameters of particle flow code (PFC) models, we firstly designed and numerically carried out orthogonal tests on rock samples to investigate the correlations between macro-and meso-level mechanical parameters of rock-like bonded granular materials. Then based on the artificial intelligent technology, the intelligent prediction systems for nine meso-level mechanical parameters of PFC models were obtained by creating, training and testing the prediction models with the set of data got from the orthogonal tests. Lastly the prediction systems were used to predict the meso-level mechanical parameters of one kind of sandy mudstone, and according to the predicted results the macroscopic properties of the rock were obtained by numerical tests. The maximum relative error between the numerical test results and real rock properties is 3.28% which satisfies the precision requirement in engineering. It shows that this paper provides a fast and accurate method for the determination of meso-level mechanical parameters of PFC models.
基金Project(51274251)supported by the National Natural Science Foundation of China
文摘Based on mineral component and in-situ vane shear strength of deep-sea sediment, four kinds of simulative soils were prepared by mixing different bentonites with water in order to find the best simulative soil for the deep-sea sediment collected from the Pacific C-C area. Shear creep characteristics of the simulative soil were studied by shear creep test and shear creep parameters were determined by Burgers creep model. Research results show that the shear creep curves of the simulative soil can be divided into transient creep, unstable creep and stable creep, where the unstable creep stage is very short due to its high water content. The shear creep parameters increase with compressive stress and change slightly or fluctuate to approach a constant value with shear stress, and thus average creep parameters under the same compressive stress are used as the creep parameters of the simulative soil. Traction of the deep-sea mining machine walking at a constant velocity can be calculated by the shear creep constitutive equation of the deep-sea simulative soil, which provides a theoretical basis for safe operation and optimal design of the deep-sea mining machine.
文摘In this article, we study the Kolmogorov-Smirnov type goodness-of-fit test for the inhomogeneous Poisson process with the unknown translation parameter as multidimensional parameter. The basic hypothesis and the alternative are composite and carry to the intensity measure of inhomogeneous Poisson process and the intensity function is regular. For this model of shift parameter, we propose test which is asymptotically partially distribution free and consistent. We show that under null hypothesis the limit distribution of this statistic does not depend on unknown parameter.
文摘The dynamic reactive power compensation equipment in Jiuquan Wind Power Base of above 10 GW consists of three different types of compensation devices, including: static var generator (SVG), thyristor controlled compensator (TGR) and magnetically controlled reactor (MGR). The lack of experimental verification of performance is not conducive to voltage/var management or full utilization of device capaci- ties. In order to solve the above problems, the compensation device performance test was performed. The test items and procedures were selected based on related national standards with the consideration for different grid structures and wind farm operation modes. The testing contents included dynamic regulating range, active power loss, dynamic response time, and harmonic voltage level. Three types of compensation devices installed in different wind farms, namely SVG, TCR and MCR, were chosen and tested. The performances were compared and analyzed according to the field test results.
基金Supported by the Ministerial Level Advanced Research Foundation(051317030586)Ph.D.Programs Foundation of the Ministry of Education of China(20121101110018)
文摘A differential excitation probe based on eddy current testing technology was designed. Sheet specimens of Q 235 steel with prefabricated micro-cracks of different widths and of aluminum with prefabricated micro-cracks of different depths were detected through the designed detection system. The characteristics of micro-cracks can be clearly showed after signals processing through the short-time Fourier transform( STFT). By changing the parameter and its value in detecting process,the factors including the excitation frequency and amplitude,the lift-off effect and the scanning direction were discussed,respectively. The results showed that the differential excitation probe was insensitive to dimension and surface state of the tested specimen,while it had a high degree of recognition for micro-crack detection. Therefore,when the differential excitation detection technology was used for inspecting micro-crack of turbine blade in aero-engine,and smoothed pseudo Wigner-Ville distribution was used for signal processing,micro-cracks of 0. 3 mm depth and 0. 1 mm width could be identified. The experimental results might be useful for further research on engineering test of turbine blades of aero-engine.
文摘The robust parameter design method is a traditional approach to robust experimental design that seeks to obtain the optimal combination of factors/levels. To overcome some of the defects of the inflatable wing parameter design method, this paper proposes an optimization design scheme based on orthogonal testing and support vector machines (SVMs). Orthogonal testing design is used to estimate the appropriate initial value and variation domain of each variable to decrease the number of iterations and improve the identification accuracy and efficiency. Orthogonal tests consisting of three factors and three levels are designed to analyze the parameters of pressure, uniform applied load and the number of chambers that affect the bending response of inflatable wings. An SVM intelligent model is established and limited orthogonal test swatches are studied. Thus, the precise relationships between each parameter and product quality features, as well the signal-to-noise ratio (SNR), can be obtained. This can guide general technological design optimization.
基金supported by the National Natural Science Foundation of China under Grant No. 12104155the Canada Research Chairs program+2 种基金the Natural Sciences and Engineering Research Council of Canada (NSERC) for its support through and a Discovery Grantthe Canada Foundation for Innovation and the Ontario Research Fund for a John Evans Leaders Fund (CFIJELF) awardthe oNDuTy Create program funded by NSERC
文摘Active infrared thermography has gained increasing popularity for nondestructive testing and evaluation in various industrial fields,especially for composite structures.In this regard,thermal wave radar(TWR)imaging is recognized as the next-generation active thermography technology to obtain great resolution and depth range over the inspected objects.A critical aspect concerns the optimal test parameter selection to guarantee reliable quality assurance required for industrial products.In this work,single-and multiple-frequency TWR was investigated in a quantitative manner with the goal of optimizing the detection parameters in terms of probing range and lateral and depth resolution.The effects of test parameters,including sampling frequency,modulation frequency,chirp duration,chirp bandwidth,etc,were investigated in detail through experiments on a glass fiber reinforced polymer specimen with multi-scale diameter-to-depth ratio defects.This paper aims to help yield a better understanding of the physical mechanism behind TWR and propose a workable scheme for testing parameter selection in practical applications.
文摘In order to obtain the primary parameters and operating characteristics of a DC motor without directly measuring its torque and rational speed, it is proposed to use a PC and a data acquisition card to acquire both the dynamic and static data of armature current to establish the performance of a DC permanent magnet motor. The accuracy and validity of this virtual test system proposed were verified by comparing the measurements made with the system proposed with the measurements made with conventional torque meters. It is concluded from the results of comparison that from the mathematic model established for the DC permant magnet motors, both major parameters and operating characteristics can be directly established for the DC motors without measuring their torques and rotational speed, a perfect on line measurement and test system has been established for the DC permanent magnet motors using the theory of virtual test system. The system proposed features shorter test time, higher efficiency and lower cost.
基金supported by a grant from the NIH(No.U42 RR16607)
文摘Objective:A computational model of insulin secretion and glucose metabolism for assisting the diagnosis of diabetes mellitus in clinical research is introduced.The proposed method for the estimation of parameters for a system of ordinary differential equations(ODEs)that represent the time course of plasma glucose and insulin concentrations during glucose tolerance test(GTT)in physiological studies is presented.The aim of this study was to explore how to interpret those laboratory glucose and insulin data as well as enhance the Ackerman mathematical model.Methods:Parameters estimation for a system of ODEs was performed by minimizing the sum of squared residuals(SSR)function,which quantifies the difference between theoretical model predictions and GTT's experimental observations.Our proposed perturbation search and multiple-shooting methods were applied during the estimating process.Results:Based on the Ackerman's published data,we estimated the key parameters by applying R-based iterative computer programs.As a result,the theoretically simulated curves perfectly matched the experimental data points.Our model showed that the estimated parameters,computed frequency and period values,were proven a good indicator of diabetes.Conclusion:The present paper introduces a computational algorithm to biomedical problems,particularly to endocrinology and metabolism fields,which involves two coupled differential equations with four parameters describing the glucose-insulin regulatory system that Ackerman proposed earlier.The enhanced approach may provide clinicians in endocrinology and metabolism field insight into the transition nature of human metabolic mechanism from normal to impaired glucose tolerance.
基金supported by the National Key R&D Program of China(2018YFC0809400).
文摘The electrical parameters of the rock and soil are closely related to the physical parameters.By measuring the resistivity and polarizability of rock and soil reasonably,information on physical parameters such as moisture content,pore ratio and compaction degree can be obtained.A system for testing the electrical parameters of soil samples based on the middle step quadrupole method is developed in this article.The system uses a series of copper needles as the electrodes of the soil-mounted test tube,and uses a multi-point multi-layer test method for layered data acquisition,which can solve the problems caused by the capacitance phenomenon and the heterogeneity of the soil sample.At the same time,factors affecting the test results,such as uneven soil preparation and water addition and electrode disturbance,are regarded as noise.A data-analysis method based on median filtering is proposed to process and analyse the test results,and the relationships between resistivity,polarizability,moisture content and compaction degree of the sample are obtained.The results show that the resistivity decreases nonlinearly as moisture content increases,and the correlation with compaction is not strong;the polarizability increases as moisture content increases with fluctuation,and it first increases and then decreases with an increase in compaction.
基金Supported by the National High Technology Research and Development Program of China(863 Program)(2012AA112101)
文摘With an advanced foreign hydraulic automatic transmission as the objective,an analytical method for the gear-shifting schedule is proposed.First the demanded maximum gradient of test is estimated.Then a test scheme and analytical procedure is formulated by initial test and hypothetical shift parameters.Finally through gear-shifting tests under different road conditions,load,accelerator pedal position limitation,throttle opening and output shaft speed are found to be the gear-shifting parameters.Under a common road condition,the gear-shifting schedule is a double-parameter schedule.Based on the driver's demands on braking and dynamic performance,different shift schedules are made under downhill,uphill and quick releasing acceleration pedal conditions.The operation criteria of down-shift schedule on abrupt grade are proposed.
文摘This paper examines the Granger causal relationship between capital flows and economic growth in China over the period 1998Q1–2019Q2,allowing for real effective exchange rate(REER)effects.As parameter instability tests indicate structural changes,we use bootstrap rolling window causality tests,which suggest that the causal nexus between capital flows and GDP growth is time-varying.We find that the causal links between foreign direct investments(FDIs)and GDP growth are hardly affected by the REER,whereas the REER plays a more important role in affecting the causal connections between portfolio investments and other investments and GDP growth.Our results suggest that cumulative portfolio inflows and cumulative other investment inflows harm GDP growth,whereas cumulative portfolio outflows and cumula-tive other investment outflows positively affect GDP growth.
基金supported by National Natural Science Foundation of China(Grant Nos.10901100 and 11071045)
文摘In this paper, we consider the problem of testing for an autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Levy processes. For a test, we propose a class of test statistics constructed by an iterated cumulative sums of squares of the difference between two adjacent observations. It is shown that each of the test statistics weakly converges to the supremum of the square of a Brownian bridge. The test statistics are evaluated by some empirical results.