• Journal of the Korean Statistical Society
• /
• v.29 no.4
• /
• pp.489-499
• /
• 2000

We propose a new instrumental variable estimator of the complex parameter of a class of univariate complex-valued diffusion processes defined by the possibly non-stationary and/or nonlinear stochastic differential equations. On the basis of the exact finite sample distribution of the pivotal quantity, we construct the exact confidence intervals and the exact tests for the parameter. Monte-Carlo simulation suggests that the new estimator seems to provide a viable alternative to the maximum likelihood estimator (MLE) for nonlinear and/or non-stationary processes.

• Journal of the Korean Statistical Society
• /
• v.30 no.1
• /
• pp.31-39
• /
• 2001

For estimating parameters of possibly nonlinear and/or non-stationary seasonal autoregressive(AR) processes, we introduce a new instrumental variable method which use the direction vector of the regressors in the same period as an instrument. On the basis of the new estimator, we propose new seasonal random walk tests whose limiting null distributions are standard normal regardless of the period of seasonality and types of mean adjustments. Monte-Carlo simulation shows that he powers of he proposed tests are better than those of the tests based on ordinary least squares estimator(OLSE).

• The Transactions of The Korean Institute of Electrical Engineers
• /
• v.62 no.3
• /
• pp.387-394
• /
• 2013

A travel aid system for the visually impaired person is proposed by providing the position and heading information. The position and heading information is obtained from range difference localization estimator, and the information is notified to the visually impaired person by using braille display system. For the precise estimation of the position and heading information, we apply recently developed linear localization estimator which utilizes the instrumental variable method and the state augmentation method. The estimation results are compared with well-known Kalman filter through experiment.