• Journal of the Korean Statistical Society
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• v.35 no.4
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• pp.453-458
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• 2006

It is well known fact for the iid data that the limiting standard errors of sample autocorrelations are all unity for all time lags and they are asymptotically independent for different lags (Brockwell and Davis, 1991). It is also usual practice in time series modeling that this fact continues to be valid for white noise series which is a sequence of uncorrelated random variables. This paper contradicts this usual practice for white noise. We consider a sequence of martingale differences which belongs to white noise time series and derive exact joint asymptotic distributions of sample autocorrelations. Some implications of the result are illustrated for conditionally heteroscedastic time series.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.33 no.6
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• pp.2601-2610
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• 2013

The main limiting factors of Precise Point Positioning(PPP) accuracy are errors in broadcast satellite orbits, clock errors, and the others, which are receiver-dependent errors(ionospheric, tropospheric refraction, multipath, and tides, etc.). Therefore, to facilitate high precision PPP, precise orbits/clocks corrections, the receiver-dependent errors corrections have to apply to multi frequency GNSS measurements for an ionosphere free combination and integer ambiguity resolution in real-time. Currently, there are many Analysis Centers, which offer the precise corrections stream computed in real-time using the global or regional GNSS tracking network. The goles of this research considered performances of the real-time static PPP with using RTCM corrections from NTRIP casters. For this, the corrections streams of Analysis Centers received via NTRIP does apply to GNSS data of check points individually, as well as jointly, in accordance with various session lengths. After that, have compared the PPP results from the corrections streams with each other, and with Standard Point Positioning(SPP) results.

• Journal of the Korean Statistical Society
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• v.27 no.1
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• pp.57-66
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• 1998

In the analysis of time series it is an important issue to determine whether a time series under study is stationary. For the test of the stationary of the time series the Dickey-Fuller (DF) type tests have been mainly used. In this paper, we consider the regular unit root tests and seasonal unit root tests based on the generalized Durbin-Watson (DW) statistics when the errors are independent. The limiting distributions of the proposed DW-type test statistics are the functionals of standard Brownian motions. We also obtain the finite distributions and powers of the DW-type test statistics and compare the performances with the DF-type tests. It is observed that the DW-type test statistics have good behaviors against the DF-type test statistics especially in the nonzero (seasonal) mean model.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.17 no.2
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• pp.151-160
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• 2004

In the present study, Loop scheme is applied to generate smooth surfaces. To be consistent with the limit points of target surface, the initial sampling points are properly rearranged. The pointwise errors of curvature and position in the sequence of subdivision process are evaluated in the Loop subdivision scheme. A first-order shear deformable Loop subdivision triangular element which can handle transverse shear deformation of moderately thick shell are developed. The developed element is more general than the previous one based on classical shell theory, since the new one includes the effect of transverse shear deformation and has standard six degrees of freedom per node. The quartic box spline function is used as interpolation basis function. Numerical examples for the benchmark static shell problems are analyzed to assess the performance of the developed subdivision shell element and locking trouble.