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241篇 您的检索式:作者名="ZHANG ShuGuang"
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1Southern rice black-streaked dwarf virus:A new proposed Fijivirus species in the family Reoviridae显示文摘For the past several years, a novel dwarf disease has been observed on rice (Oryza sativa) in some regions of Guangdong Province and Hainan Province, southern China. Infected plants showed stunting, dark leaf and small enations on stem and leaf back. Typical Fijivirus viroplasma containing crystalline arrayed spherical virons approximately 70―75 nm in diameter and tubular structures were detected in ultrathin sections by an electron microscope in parenchyma phloem cells of the infected plants. The virus was transmitted to rice seedlings by white-backed planthoppers, Sogatella furcifera (Hemiptera: Delphacidae), collected in the diseased fields. Analysis of dsRNA extracts from infected plants revealed ten linear segments, which were similar to the electrophoretic profile of Rice black-streaked dwarf virus (RBSDV). RT-PCR with a single primer which matched to a linker sequence ligated to both 3′ ends of the viral genomic dsRNAs resulted in amplification of genome segments 9 (S9) and 10 (S10) cDNA products. The complete nucleotide sequences of S9 and S10 were obtained from clones of the RT-PCR amplicon exhibited characteristic properties of Fijivirus including low GC content (34.5% and 35.6%), genus conserved 5′ and 3′ termini sequences and similar genome organization. Blast searches indicated that the sequences of S9 and S10 shared 68.8%―74.9% and 67.1%―77.4% nucleotide identities with those of viruses in the Fijivirus group 2, respectively. These values were similar to those among other viruses in the Fijivirus group 2 and considerably lower than those among RBSDV isolates. Phylogenetic trees based on S9 and S10 nucleotide sequences and their putative amino acid sequences showed that this virus represented a separate branch among other Fijiviruses. The virus was also detected by a nested RT-PCR assay in corn (Zea mays), barnyard grass (Echinochloa crusgalli), Juncellus serotinus and flaccidgrass (Pennisetum flaccidum) in and/or adjacent to the infected rice fields. It is proposed that this virus be considered as a new species, Southern rice black-streaked dwarf virus, in the group 2 of the genus Fijivirus in the family Reoviridae.ZHOU GuoHui WEN JingJung CAI DeJiang LI Peng XU DongLin ZHANG ShuGuang 2008Chinese Science Bulletin2008,53,23:124
2Clinical and biochemical indexes from 2019-nCoV infected patients linked to viral loads and lung injury显示文摘The outbreak of the 2019-nCoV infection began in December 2019 in Wuhan,Hubei province,and rapidly spread to many provinces in China as well as other countries.Here we report the epidemiological,clinical,laboratory,and radiological characteristics,as well as potential biomarkers for predicting disease severity in 2019-nCoV-infected patients in Shenzhen,China.All 12 cases of the 2019-nCoV-infected patients developed pneumonia and half of them developed acute respiratory distress syndrome (ARDS).The most common laboratory abnormalities were hypoalbuminemia,lymphopenia,decreased percentage of lymphocytes (LYM) and neutrophils (NEU),elevated C-reactive protein (CRP) and lactate dehydrogenase (LDH),and decreased CD8 count.The viral load of 2019-nCoV detected from patient respiratory tracts was positively linked to lung disease severity.ALB,LYM,LYM (%),LDH,NEU (%),and CRP were highly correlated to the acute lung injury.Age,viral load,lung injury score,and blood biochemistry indexes,albumin (ALB),CRP,LDH,LYM (%),LYM,and NEU (%),may be predictors of disease severity.Moreover,the Angiotensin Ⅱlevel in the plasma sample from 2019-nCoV infected patients was markedly elevated and linearly associated to viral load and lung injury.Our results suggest a number of potential diagnosis biomarkers and angiotensin receptor blocker (ARB) drugs for potential repurposing treatment of 2019-nCoV infection.Yingxia Liu Yang Yang Cong Zhang Fengming Huang Fuxiang Wang Jing Yuan Zhaoqin Wang Jinxiu Li Jianming Li Cheng Feng Zheng Zhang Lifei Wang Ling Peng Li Chen Yuhao Qin Dandan Zhao Shuguang Tan Lu Yin Jun Xu Congzhao Zhou Chengyu Jiang Lei Liu 2020Science China(Life Sciences)2020,63,3:157
3Early Paleozoic granite in Nujiang River of northwest Yunnan in southwestern China and its tectonic implications显示文摘沿着在西方的云南的中国缅甸边阶的 Nujiang 区域收到了很多注意并且被认为是西藏的高原的向东南的逃跑的重要隧道。这条隧道被红 River-Ailao 山左文字的 strick 滑倒差错在这条隧道以内在西方在东方和英雄传奇 Gaoligong 正确文字的 strick 滑倒差错毗邻,它仍然不对贡尚·布洛克哪个构造单位合适清楚。尽管一些研究人员建议它是 Sundaland 岩层的北方结束,它的构造定义是相当模糊的。这篇论文报导我们 U-Pb 同位素的 geochronological 在贡尚·布洛克以内在 Gudang 片麻岩的花岗石上学习的新锆石。这研究在理解起源和西北的云南的构造环境起一个重要作用。SONG ShuGuang JI JianQing WEI ChunJing SU Li ZHENG YaDong SONG Biao ZHANG LiFei 2007Chinese Science Bulletin2007,52,17:31
4Qi-Qin Accretionary Belt in Central China Orogen: accretion by trench jam of oceanic plateau and formation of intra-oceanic arc in the Early Paleozoic Qin-Qi-Kun Ocean显示文摘Most orogenic belts have experienced a complex accretionary process with multiple episodes of sea?oor subduction and trench retreat.This accretionary process is important in continenta development and growth[1,2].Three giant orogens extend in China,e.g.,the Central Asian Orogen in the north,the Central China Orogen in the middle and the Himalayan Orogen in the southwest.They are keys for the formation of the Eurasian continent(Fig.1a).The Central China OrogenShuguang Song Liming Yang Yuqi Zhang Yaoling Niu Chao Wang Li Su Yanlin Gao 2017Science Bulletin2017,62,15:28
5The Hardy Rubber Tree Genome Provides Insights into the Evolution of Polyisoprene Biosynthesis显示文摘Eucommia ulmoides,也叫的强壮的橡胶树,是一棵经济地重要的树;然而,它的染色体顺序的缺乏 ?限制基本生物研究和这植物种的应用研究。这里,我们在场它的 1.2-Gb 染色体的一个高质量的集会(支架 N50 ?=? 1.88 Mb ) 与至少 26 ? 为 E 的 723 预言的基因。ulmoides,顺序 Garryales 的首先定序的染色体,它用联合定序的 Illumina 的综合策略被获得,定序的 PacBio,和印射的 BioNano。作为到 lamiids 和 campanulids 的姐妹 taxon, E。ulmoides 经历了三倍由核心 eudicots 而是没有进一步整个染色体的复制分享了的一个古老的染色体 ? 在最后 1.25 亿年里。E。ulmoides 为涉及压力回答和第二等的代谢物的生合成的多重基因展出高表达式层次或基因数字扩大,它可以说明它的可观的环境适应性。与橡胶树(Hevea brasiliensis ) 相对照,它生产 cis 聚异式戊二我烯, E。ulmoides 演变综合经由 farnesyl diphosphate synthases (FPS ) 的长链的 trans 聚异式戊二我烯。而且, FPS 和橡胶延伸 factor/small 橡胶粒子蛋白质基因家庭从 H 独立地被扩展。brasiliensis 系。这些结果提供新卓见进 E. 的生物学 ? ulmoides 和聚异式戊二我烯生合成的起源。Ta-na Wuyun Lin Wang Huimin Liu Xuewen Wang Liangsheng Zhang Jeffrey L. Bennetzen Tiezhu Li Lirong Yang Panfeng Liu Lanying Du Lu Wang Mengzhen Huang Jun Qing Iili Zhu Wenquan Bao Hongguo Li Qingxin Du Jingle Zhu Hong Yang Shuguang Yang Hui Liu Hui Yue Jiang Hu Suoliang Yu Yu Tian Fan Liang Jingjing Hu Depeng Wang Ruiwen Gao Dejun Li Hongyan Du 2018Molecular Plant2018,11,3:24
6The geological characteristics of oceanic-type UHP metamorphic belts and their tectonic implications: Case studies from Southwest Tianshan and North Qaidam in NW China显示文摘The geological characteristics of ultrahigh-pressure (UHP) metamorphic belts formed by deep subduction of oceanic crust are summarized in this paper. Oceanic-type UHP metamorphic belt is characterized by its protolithic assemblage of typical oceanic crust, the peak metamorphic temperature <600℃, P-T path undergoing blueschist facies during prograde and retrograde metamorphic evolution, respectively, with low geothermal gradient of cold subduction. The further study of oceanic-type UHP metamorphic belt is very significant for constructing metamorphic reaction series of cold subduction zone, for understanding how aqueous fluids were transported into deep mantle and for classifying the types of UHP metamorphism in cold subduction zone. The uplift and exhumation mechanism of oceanic UHP metamorphic rocks is one of the most challenging problems in the study of UHP metamorphism, which is very important for understanding the geodynamic mechanism of solid Earth. As a traveler subducted into the mantle depth and then uplifted to the surface, oceanic-type UHP metamorphic belts witness the bulk process from the subduction to exhumation and is an ideal target to study the geochemical behavior and cycling of elements in subduction zones. The tectonic evolution of one convergent orogenic belt can be usually divided into two stages of oceanic subduction and followed continental subduction and collision, and the two best-established examples of orogenic belts are Alps and Himalaya. Therefore, the study of oceanic-type UHP metamorphic belt is the frontier of the current plate tectonic theory. As two case studies, the current status and existing problems of oceanic-type UHP metamorphic belts in Southwest Tianshan and North Qaidam, NW China, are reviewed in this paper.ZHANG LiFei LU Zeng ZHANG GuiBin SONG ShuGuang 2008Chinese Science Bulletin2008,53,20:22
7Glucocorticoid receptor and sequential P53 activation by dexamethasone mediates apoptosis and cell cycle arrest of osteoblastic MC3T3-E1 cells显示文摘Li Hui Yao Jianfeng Liu Hui Liu Shuguang Xu Peng Ma Jianbing Zhang Yumin 2012美中国际创伤杂志2012,11,1:22
8Advances in the reintroduction of rare and endangered wild plant species显示文摘Human disturbance and climate change have increased the risk of extinction for rare and endangered wild plant species.One effective way to conserve these rare and endangered species is through reintroduction.In this review,we summarize the advances in wild plant reintroduction from five perspectives:the establishment of reintroduction biology as an important tool for biodiversity conservation;the importance of genetic diversity in reintroduction;reintroduction under global climate change;recruitment limitation in reintroduction;and reintroduction and ecological restoration.In addition,we consider the future of plant reintroduction strategies.REN Hai JIAN ShuGuang LIU HongXiao ZHANG QianMei LU HongFang 2014Science China(Life Sciences)2014,57,6:20
9A huge oceanic-type UHP metamorphic belt in southwestern Tianshan, China: Peak metamorphic age and P-T path显示文摘Recent progress in the study of the UHP metamorphic belt in southwestern Tianshan,China,is summarized in this paper.This about 80-km-long and over 10-km-wide UHP belt has been recognized by the discovery of coesite,coesite pseudomorphs and other UHP minerals.It is the largest oceanic-type UHP metamorphic belt reported so far.It has formed due to northward subduction of the Tianshan Paleo-Ocean.U-Pb dating of metamorphic rims of zircons from a coesite-bearing garnet-phengite schist yields a peak UHP metamorphic ages of 320±3.7 Ma.Combined with ages of 233–226 Ma obtained from rims of zircons from retrograded eclogites,a long retrograde metamorphic evolution(>70 Ma)has been revealed.According to phase equilibria modeling,the P-T paths of both coesite-bearing eclogites and garnet-phengite schists are characterized by thermal relaxation,i.e.,the metamorphic temperature peak lags behind the pressure peak,indicating that the UHP rocks experienced slow and long heating and decompression during exhumation in the subduction channel.On the basis of the field observation that a small amount of eclogite lenses is wrapped in large volumes of metapelites,and the similar P-T paths of both rock types,we propose that the exhumation of the UHP eclogites from southwestern Tianshan,China,may have resulted from the exhumation of large volumes of low-density metapelites,which carried the denser eclogites to the Earth’s surface.ZHANG LiFei DU JinXue Lü Zeng YANG Xin GOU LongLong XIA Bin CHEN ZhenYu WEI ChunJing SONG ShuGuang 2013Chinese Science Bulletin2013,58,35:19
10Zircon SHRIMP U-Pb ages and trace element geochemistry of the Kuhai gabbro and the Dur'ngoi diorite in the southern east Kunlun tectonic belt, Qinghai, Western China and their geological implications显示文摘Timing of the intermediate-basic igneous rocks developed in the area of Kuhai-A'nyêmaqên along the southern east Kunlun tectonic belt is a controversial issue. This paper presents new zircon SHRIMP U-Pb dating data for igneous zircons from the Kuhai gabbro and the Dur'ngoi diorite in the Kuhai-A'nyemaqen tectonic belt, which are 555±9 Ma and 493±6 Ma, respectively. The trace element geochemical features of the Kuhai gabbro and the Dur'ngoi diorite are similar to those of ocean island basalts (OIB) and island arc basalts (IAB), respectively. Thus, the Kuhai gabbro with the age of 555±9 Ma and OIB geochemical features is similar to the Yushigou oceanic ophiolite in the North Qilian orogen, whereas the Dur'ngoi diorite with the age of 493±6 Ma and IAB geochemical features is similar to the island arc volcanic rocks developed in the north Qaidam. The Late Neoproterozoic to Early Ordovician ophiolite complex in the area of Kuhai-A'nyêmaqên suggests that the southern margin of the 'Qilian-Qaidam-Kunlun' archipelagic ocean in this period was located in the southern east Kunlun tectonic belt. Therefore, the southern east Kunlun tectonic belt in the early Paleozoic is not comparable to the Mianlüe tectonic belt in the Qinling orogenic belt.LI WangYe LI ShuGuang GUO AnLin SUN YanGui ZHANG GuoWei 2007Science China Earth Sciences2007,50,z2:17
11Impact of disinfection on drinking water biofilm bacterial community显示文摘Disinfectants are commonly applied to control the growth of microorganisms in drinking water distribution systems. However, the effect of disinfection on drinking water microbial community remains poorly understood. The present study investigated the impacts of different disinfectants(chlorine and chloramine) and dosages on biofilm bacterial community in bench-scale pipe section reactors. Illumina MiS eq sequencing illustrated that disinfection strategy could affect both bacterial diversity and community structure of drinking water biofilm. Proteobacteria tended to predominate in chloraminated drinking water biofilms, while Firmicutes in chlorinated and unchlorinated biofilms. The major proteobacterial groups were influenced by both disinfectant type and dosage. In addition, chloramination had a more profound impact on bacterial community than chlorination.Zilong Mi Yu Dai Shuguang Xie Chao Chen Xiaojian Zhang 2015Journal of Environmental Sciences2015,27,11:16
12^(40)Ar/^(39)Ar isochron ages of lawsonite blueschists from Jiuquan in the northern Qilian Mountain,NW China,and their tectonic implications显示文摘Using laser 40Ar/39Ar dating method,we have gotten the metamorphic ages of lawsonite blueschist and epidote blueschist from Jiuquan,northern Qilian Mountain,NW China.The high quality laser 40Ar/39Ar dating of glaucophane from lawsonite blueschist gives an isochron age of 413±5 Ma.The isochron age obtained from phengite in epidote blueschist is 415±7 Ma.These data,combining with peak metamorphic P-T conditions and regional geological setting,allow us to infer that the lower limit of the ages of the prograde subduction metamorphism from lawsonite blueschist facies to epidote blueschist facies occurred at ca.413-415 Ma,which also suggests that the formation of lawsonite blueschist in the northern Qilian Mountain maybe resulted from the corner flow in the cold subduction zone.This study shows that the final closing time of the northern Qilian remnant oceanic basin is about 413-415 Ma,which also represents the convergent age between the North China Craton and the Qaidam block.LIN YiHui ZHANG LiFei JI JianQing WANG QianJie SONG ShuGuang 2010Chinese Science Bulletin2010,55,19:15
13Ammonium removal pathways and microbial community in GAC-sand dual media filter in drinking water treatment显示文摘A GAC-sand dual media filter(GSF) was devised as an alternative solution for drinking water treatment plant to tackle the raw water polluted by ammonium in place of expensive ozone-GAC processes or bio-pretreatments.The ammonium removal pathways and microbial community in the GSFs were investigated.The concentrations of ammonium,nitrite and nitrate nitrogen were monitored along the filter.Total inorganic nitrogen(TIN) loss occurred during the filtration.For 1 mg ammonium removal,the TIN loss was as high as 0.35 mg,DO consumption was 3.06 mg,and alkalinity consumption was 5.55 mg.It was assumed that both nitrification and denitrification processes occur in the filters to fit the TIN loss and low DO consumption.During the filtration,nitritation,nitrification and nitritation-anaerobic ammonium oxidation processes probably occur,while traditional nitrification and denitrification and simultaneous nitrification and denitrification processes may occur.In the GSFs,Nitrosomonas and Nitrospira are likely to be involved in nitrification processes,while Novosphingobium,Comamonadaceae and Oxalobacteraceae may be involved in denitrification processes.Shuo Feng Shuguang Xie Xiaojian Zhang Zhiyu Yang Wei Ding Xiaobin Liao Yuanyuan Liu Chao Chen 2012Journal of Environmental Sciences2012,24,9:14
14Oxidation kinetics regularity in spontaneous combustion of gas coal显示文摘In order to investigate the oxidation kinetics of gas coal at low temperatures, we derived a rate equation of oxygen con-sumption during low-temperature oxidation of gas coal and deduced an E-c equation, expressing the relation between active energy E and oxygen concentration c. The reaction order n and active energy E were calculated with this equation based on experiments of static oxygen consumption tests. In addition, we proved the rationality of the E-c equation using a kinetic compensation effect and obtained the isokinetic temperature Tc. The results show that: 1) the gas coal oxidizes easily with increasing temperature and the oxidation tends to be spontaneous at higher temperatures; 2) the oxygen concentration c affects oxygen consumption very much at lower temperatures but has only a small effect at higher temperatures; 3) the isokinetic temperature Tc was 127 °C which has been experimentally validated as the key turning point during low-temperature spontaneous combustion of gas coal.WANG Lanyun JIANG Shuguang WU Zhengyan SHAO Hao ZHANG Weiqing CHEN Yueqin ZOU Lili 2010Mining Science and Technology2010,20,1:13
15An Association of Elevated Serum Prolactin with Phthalate Exposure in Adult Men显示文摘Objective To investigate the associations of hormone circulation with phthalate exposure in adult men. Methods Semen and serum samples were collected from 118 men who were suspected of infertility. Phthalate diesters including dibutyl phthalate (DBP) and diethylhexyl phthalate (DEHP) in both semen and serum samples were measured, along with serum levels of follicle stimulating hormone (FSH), luteinizing hormone (LH), testosterone (T), estradiol (E 2 ) and prolactin (PRL). Results Serum PRL was positively associated with serum DBP and DEHP and semen DEHP in all models of Spearman correlation, linear regression and binary logistic regression. In linear regression models adjusted for potential confounders and excluding subjects with undetectable phthalates, a 10‐fold increase in semen DEHP was associated with a 23% increase in serum PRL, as well as a 26% increase in serum DBP and a 20% increase in serum DEHP. In logistic regression models all subjects demonstrated a dose‐response relationship between above reference value PRL and semen DEHP (odds ratio per tertile adjusted for potential confounders = 1.0, 1.70, 3.50; P for trend = 0.01), and serum DBP (1.0, 1.10, 2.62; P for trend = 0.04), and serum DEHP (1.0, 1.46, 4.69; P for trend < 0.01). A positive correlation between serum estradiol and semen DEHP (linear regression), and an inverse correlation between semen DBP and serum testosterone and T:E 2 ratio (Spearman correlation) were also established. Conclusions Serum PRL is suggested to be positively associated with both DBP and DEHP exposure in adult men.LI ShuGuang DAI JiCan ZHANG LiQian ZHANG Jing ZHANG ZiQiang CHEN Bo 2011Biomedical and Environmental Sciences2011,24,1:12
16Single-cell transcriptomic atlas of primate cardiopulmonary aging显示文摘Aging is a major risk factor for many diseases,especially in highly prevalent cardiopulmonary comorbidities and infectious diseases including Coronavirus Disease 2019(COVID-19).Resolving cellular and molecular mechanisms associated with aging in higher mammals is therefore urgently needed.Here,we created young and old non-human primate single-nucleus/cell transcriptomic atlases of lung,heart and artery,the top tissues targeted by SARS-CoV-2.Analysis of cell type-specific aging-associated transcriptional changes revealed increased systemic inflammation and compromised virus defense as a hallmark of cardiopulmonary aging.With age,expression of the SARS-CoV-2 receptor angiotensin-converting enzyme 2(ACE2)was increased in the pulmonary alveolar epithelial barrier,cardiomyocytes,and vascular endothelial cells.We found that interleukin 7(IL7)accumulated in aged cardiopulmonary tissues and induced ACE2 expression in human vascular endothelial cells in an NF-κB-dependent manner.Furthermore,treatment with vitamin C blocked IL7-induced ACE2 expression.Altogether,our findings depict the first transcriptomic atlas of the aged primate cardiopulmonary system and provide vital insights into age-linked susceptibility to SARS-CoV-2,suggesting that geroprotective strategies may reduce COVID-19 severity in the elderly.Shuai Ma Shuhui Sun Jiaming Li Yanling Fan Jing Qu Liang Sun Si Wang Yiyuan Zhang Shanshan Yang Zunpeng Liu Zeming Wu Sheng Zhang Qiaoran Wang Aihua Zheng Shuguang Duo Yang Yu Juan Carlos Izpisua Belmonte Piu Chan Qi Zhou Moshi Song Weiqi Zhang Guang-Hui Liu 2021Cell Research2021,31,4:10
17Seeing is believing:anti-PD-1/PD-L1 monoclonal antibodies in action for checkpoint blockade tumor immunotherapy显示文摘Structural immunology,focusing on structures of host immune related molecules,enables the immunologists to see what the molecules look like,and more importantly,how they work together.Antibody-based PD-1/PD-L1 blockade therapy has achieved brilliant successes in clinical applications.The recent breakthrough of the complex structures of checkpoint blockade antibodies with their counterparts,pembrolizumab with PD-1 and avelumab with PD-L1,have made it clear how these monoclonal antibodies compete the binding of PD-1/PD-L1 and function to blockade the receptor-ligand interaction.Herein,we summarize the structural findings of these two reports and look into the future for how this information would facilitate the development of more efficient PD-1/PD-L1 targeting antibodies,small molecule drugs,and other protein or non-protein inhibitors.Shuguang Tan Catherine W-H Zhang George F Gao 2016Signal Transduction and Targeted Therapy2016,1,1:8
18Destruction mechanism of gas explosion to ventilation facilities and automatic recovery technology显示文摘In order to overcome the heavy casualties caused by gas explosion, we verified the propagation law of shock wave in pipeline and the overpressure distribution of gas explosion by similar experiments according to the analyses of reasons for casualty and ventilation system model destroyed by gas explosion in the mining face. We summarized the gas composition after the explosion and its danger, analyzed the effects of the gas explosion shock wave to ventilation system and facilities and the laws of toxic gas spread and diffusion in the ventilation network after the explosion. We presented a technical proposal to control the smoke and recover the ventilation system after a gas explosion and developed a reserve air door and control system that were embed in the lane, and could close automatically in conditions of no pressure and electricity. The results showed that the reserve air door normally opened and could close automatically controlling the smoke flow and resuming the ventilation system when the gas explosion shock wave destroyed the original shutting air door which resulted in the air short circuit.Wang Kai 2012International Journal of Mining Science and Technology2012,22,3:8
19Minimizing the Risk of Absolute Ruin Under a Diffusion Approximation Model with Reinsurance and Investment显示文摘This paper studies the optimization problem with both investment and proportional reinsurance control under the assumption that the surplus process of an insurance entity is represented by a pure diffusion process.The company can buy proportional reinsurance and invest its surplus into a Black-Scholes risky asset and a risk free asset without restrictions.The authors define absolute ruin as that the liminf of the surplus process is negative infinity and propose absolute ruin minimization as the optimization scenario.Applying the HJB method the authors obtain explicit expressions for the minimal absolute ruin function and the associated optimal investment strategy.The authors find that the minimal absolute ruin function here is convex,but not S-shaped investigated by Luo and Taksar(2011).And finally,from behavioral finance point of view,the authors come to the conclusion:It is the restrictions on investment that results in the kink of minimal absolute ruin function.BI Xiuchun ZHANG Shuguang 2015Journal of Systems Science & Complexity2015,28,1:7
20Parametric estimation of discretely sampled Gamma-OU processes显示文摘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 λ and its convergence result are given, and the simulations show that the estimation is quite accurate. Assuming that the parameter λ is estimated, the maximum likelihood estimation of shape parameter c and scale parameter α, 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.ZHANG Shibin,ZHANG Xinsheng & SUN Shuguang School of Management, Fudan University, Shanghai 200433, China Department of Mathematics, Shanghai Maritime University, Shanghai 200135, China 2006Science China Mathematics2006,49,9:7
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