We handle two major issues in applying extreme value analysis to financial time series, bias and serial dependence, jointly. This is achieved by studying bias correction method when observations exhibit weakly serial dependence, namely the β−mixing series. For estimating the extreme value index, we propose an asymptotically unbiased estimator and prove its asymptotic normality under the β−mixin...

When the natural gas pipeline is welding in service, fast flowing medium with pressure pipe will take away a lot of heat, and preheating temperature not easy to be guaranteed, so it appear hydrogen-induced crack. In this paper, in-service field under limit condition unreduced volume was studied, pre-welding test carried out by using frequency heating method. It found that below belt increases g...

This paper presents continuous-time adaptive estimation schemes associated with a class of finite dimensional, time invariant, Iinearstocbastic signal models. A global convergence theory is given for such schemes undera coloured noise/ prefiHer positive real condition, which may be side-stepped for moving average models, Attention is first focused on extended least squares (ELS) identification ...

eXtreme Programming (XP) lässt sich systematisch so anpassen, dass es für komplexe und lang laufende Projekte anwendbar wird. Dadurch können die positiven Eigenschaften des XP auch für große Projekte eingesetzt werden, ohne die Kontrolle über die Projekte zu verlieren.

Metaphor is one of the twelve practices of Extreme Programming (XP), and definitely among the more difficult ones to teach and use. We present our experience with the use of metaphors and conclude with suggested guidelines for teachers.

Using data from the PISA 2006 field trial, Rasch item response models are used to demonstrate that extreme response tendency was exhibited differentially across culturally distinct countries when answering Likert type attitude items. A single attitude scale is examined across eight culturally distinct countries in this paper. Two avenues to ameliorate this tendency are explored: first using dic...

This article explores the applicability of Extreme Programming in a scientific research context. The cultural environment at a government research center differs from the customer-centric business view. The chief theoretical difficulty lies in defining the customer to developer relationship. Specifically, can Extreme Programming be utilized when the developer and customer are the same person? E...

. .................................................................................I Acknowledgments ....................................................................II