• 제목/요약/키워드: asymptotic

검색결과 2,062건 처리시간 0.029초

An Alternative Proof of the Asymptotic Behavior of GLSE in Polynomial MEM

  • Myung-Sang Moon
    • Communications for Statistical Applications and Methods
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    • 제3권3호
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    • pp.75-81
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    • 1996
  • Polynomial measurement error model(MEM) with one predictor is considered. It is briefly mentioned that Chan and Mak's generalized least squares estimator(GLSE) can be derived more easily if Hermite polynomial concept is applied. It is proved that GLSE derived using new procedure is equivalent to the estimator obtained from corrected score function. Finally, much simpler proof of the asymptotic behavior of GLSE than that of Chan and Mak is provided. Much simpler formula of asymptotic covariance matrix of GLSE is a part of that proof.

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영역조건평균에 기초한 난류연소속도의 직접수치해법검증 (Validation of an asymptotic zone conditional expression for turbulent burning velocity against DNS database)

  • 김수엽;허강열
    • 한국연소학회지
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    • 제9권4호
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    • pp.1-8
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    • 2004
  • Zone conditional formulation for the Reynolds average reaction progress variable is used to derive an asymptotic expression for turbulent burning velocity. New DNS runs are performed for validation in a statistically one dimensional steady state configuration. Parametric study is performed with respect to turbulent intensity, integral length scale, density ratio and laminar flame speed. Results show good agreement between DNS results and the asymptotic expression in terms of measured maximum flame surface density and estimated turbulent diffusivity in unburned gas.

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Asymptotic Normality for Threshold-Asymmetric GARCH Processes of Non-Stationary Cases

  • Park, J.A.;Hwang, S.Y.
    • Communications for Statistical Applications and Methods
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    • 제18권4호
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    • pp.477-483
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    • 2011
  • This article is concerned with a class of threshold-asymmetric GARCH models both for stationary case and for non-stationary case. We investigate large sample properties of estimators from QML(quasi-maximum likelihood) and QL(quasilikelihood) methods. Asymptotic distributions are derived and it is interesting to note for non-stationary case that both QML and QL give asymptotic normal distributions.

ASYMPTOTIC BEHAVIOR OF SOLUTIONS FOR THE GENERALIZED MHD AND HALL-MHD SYSTEMS IN ℝn

  • Zhu, Mingxuan
    • 대한수학회보
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    • 제55권3호
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    • pp.735-747
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    • 2018
  • This paper deals with the asymptotic behavior of solutions to the generalized MHD and Hall-MHD systems. Firstly, the upper bound for the generalized MHD and Hall-MHD systems is investigated in $L^2$ space. Then, the effect of the Hall term is analyzed. Finally, we optimize the upper bound of decay and obtain their algebraic lower bound for the generalized MHD system by using Fourier splitting method.

A NEW UDB-MRL TEST WITH UNKNOWN CHANCE POINT

  • Na, Myung-Hwan
    • 품질경영학회지
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    • 제30권3호
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    • pp.195-202
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    • 2002
  • The problem of trend change in the mean residual life is great Interest in the reliability and survival analysis. In this paper, a new test statistic for testing whether or not the mean residual life changes its trend Is developed. It is assumed that neither the change point nor the proportion at which the trend change occurs is known. The asymptotic null distribution of test statistic is established and asymptotic critical values of the asymptotic null distribution is obtained. Monte Carlo simulation is used to compare the proposed test with previously known tests.

A Nonparametric Method for Nonlinear Regression Parameters

  • Kim, Hae-Kyung
    • Journal of the Korean Statistical Society
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    • 제18권1호
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    • pp.46-61
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    • 1989
  • This paper is concerned with the development of a nonparametric procedure for the statistical inference about the nonlinear regression parameters. A confidence region and a hypothesis testing procedure based on a class of signed linear rank statistics are proposed and the asymptotic distributions of the test statistic both under the null hypothesis and under a sequence of local alternatives are investigated. Some desirable asymptotic properties including the asymptotic relative efficiency are discussed for various score functions.

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ASYMPTOTIC BEHAVIOUR OF THE SOLUTIONS OF LINEAR IMPULSIVE DIFFERENTIAL EQUATIONS

  • Simeonov, P.S.;Bainov, D.D.
    • 대한수학회보
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    • 제31권1호
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    • pp.1-14
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    • 1994
  • In the recent several years the theory of impulsive differential equations has made a rapid progress (see [1] and [2] and the references there). The questions of stability and periodicity of the solutions of these equations have been elaborated in sufficient details while their asymptotic behaviour has been little studied. In the present paper the asymptotic behaviour of the solutions of linear impulsive differential equations is investigated, generalizing the results of J. W. Macki and J.S. Muldowney, 1970 [3], related to ordinary differential equations without impulses.

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NEW CONDITIONS ON EXISTENCE AND GLOBAL ASYMPTOTIC STABILITY OF PERIODIC SOLUTIONS FOR BAM NEURAL NETWORKS WITH TIME-VARYING DELAYS

  • Zhang, Zhengqiu;Zhou, Zheng
    • 대한수학회지
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    • 제48권2호
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    • pp.223-240
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    • 2011
  • In this paper, the problem on periodic solutions of the bidirectional associative memory neural networks with both periodic coefficients and periodic time-varying delays is discussed. By using degree theory, inequality technique and Lyapunov functional, we establish the existence, uniqueness, and global asymptotic stability of a periodic solution. The obtained results of stability are less restrictive than previously known criteria, and the hypotheses for the boundedness and monotonicity on the activation functions are removed.

ASYMPTOTIC STUDY OF MIXED ROTATING MHD SYSTEM

  • Selmi, Ridha
    • 대한수학회보
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    • 제47권2호
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    • pp.231-249
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    • 2010
  • Asymptotic behavior of three-dimensional mixed, periodic and rotating magnetohydrodynamic system is investigated as the Rossby number goes to zero. The system presents the difficulty to be singular and mixed, that is hyperbolic in the vertical direction and parabolic in the horizontal one. The divergence free condition and the spectral properties of the penalization operator are crucial in the proofs. The main tools are the energy method, the Schochet's method and products laws in anisotropic Sobolev spaces.