• Communications for Statistical Applications and Methods
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• 제13권3호
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• pp.491-501
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• 2006

We consider a multiple change point model with autoregressive conditional heteroscedasticity (ARCH). The model assumes that all or the part of the parameters in the ARCH equation change over time. The occurrence of the change points is modelled as the discrete time Markov process with unknown transition probabilities. The model is estimated by Markov chain Monte Carlo methods based on the approach of Chib (1998). Simulation is performed using a variant of perfect sampling algorithm to achieve the accuracy and efficiency. We apply the proposed model to the simulated data for verifying the usefulness of the model.

• Nuclear Engineering and Technology
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• 제51권2호
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• pp.432-438
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• 2019

In the study of nuclear structure, the fast timing technique can be used to measure the lifetime of excited states. In the paper, we have developed a new fast timing system, which is made up of two $LaBr_3:Ce$ detectors and a set of waveform sampling system. The sampling system based on domino ring sampler version 4 chip (DRS4) can digitize and store the waveform information of detector signal, with a smaller volume and higher timing accuracy, and the waveform data are performed by means of digital waveform analysis methods. The coincidence time resolution of the fast timing system for two annihilation 511 keV ${\gamma}$ photon is 200ps (FWHM), the energy resolution is 3.5%@511 keV, and the energy linear response in the large dynamic range is perfect. Meanwhile, to verify the fast timing performance of the system, the $^{152}Gd-2_1^+$ state form ${\beta}^+$ decay of $^{152}Eu$ source is measured. The measured lifetime is $45.3({\pm}5.0)ps$, very close to the value of the National Nuclear Data Center (NNDC: $46.2({\pm}3.9)ps$). The experimental results indicate that the fast timing system is capable of measuring the lifetime of dozens of ps. Therefore, the system can be widely used in the research of the fast timing technology.