In this paper we study high moment partial sum processes based on residuals of a stationary ARMA model with or without a unknown mean parameter. We show that they can be approximated in probability by the analogous processes which are obtained from the independent and identically distributed...

En gestion de projet, le dépassement des délais ou des coûts est fréquent. Le contrôle de projet ou la mesure de la performance s’avère important. À cet égard, l’outil de mesure de performance disponible est la valeur acquise, laquelle repose sur une planification de base PERT / CPM....

Le présent article présente un modèle intégré de veille stratégique, méthodologie de base en gestion de projet. Les étapes importantes sont : étalonnage, gestion des connaissances, isomorphisme, aspiration. Le modèle permet de mieux identifier les risques lors des innovations menant à...

In this paper, a comprehensive cost-benefit analysis is implemented for the project of Yueyang-Zhuzhou Oil Product Pipeline, considering all members of society as whole. We focus on the social welfare aspects of the project as well as the project's risk resistance capacity.

The Agricultural Development Bank of China (ADBC) seeks a complete economic evaluation of the Loaning Funds Program to support private agricultural product processing factories. This paper aims at economically evaluate one loaning project of ADBC : the soybean processing of Huabao Industrial Co....

This paper proposes an adaptive version for the Metropolis adjusted Langevin algorithm with a truncated drift (T-MALA). The scale parameter and the covariance matrix of the proposal kernel of the algorithm are simultaneously and recursively updated in order to reach the optimal acceptance rate...

We study a long-range dependence Gaussian process which we call “sub-fractional Brownian motion” (sub-fBm), because it is intermediate between Brownian motion (Bm) and fractional Brownian motion (fBm) in the sense that it has properties analogous to those of fBm, but the increments on...

In this paper we generalize Yu’s strong invariance principle for associated sequences to the multi-parameter case, under the assumption that the covariance coefficient u(n) decays exponentially as n - (infinity symbol). The main tools will be the Berkes-Morrow multi-parameter blocking...

We establish a mathematical framework that formally validates the two-phase “superpopulation viewpoint” proposed by Hartley and Sielken (1975), by defining a product probability space which includes both the design space and the model space. We develop a general methodology that combines...

In this paper, we use the Markov chain censoring technique to study infinite state Markov chains whose transition matrices possess block-repeating entries. We demonstrate that a number of important probabilistic measures are invariant under censoring. Informally speaking, these measures involve...