• 제목/요약/키워드: asymptotic properties

검색결과 295건 처리시간 0.029초

ASYMPTOTIC STUDY OF MIXED ROTATING MHD SYSTEM

  • Selmi, Ridha
    • 대한수학회보
    • /
    • 제47권2호
    • /
    • pp.231-249
    • /
    • 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.

THE CENSORED REGRESSION QUANTILE ESTIMATORS FOR NONLINEAR REGRESSION MODEL

  • Park, Seung-Hoe
    • Journal of applied mathematics & informatics
    • /
    • 제13권1_2호
    • /
    • pp.373-384
    • /
    • 2003
  • In this paper, we consider the asymptotic properties of regression quantile estimators for the nonlinear regression model when dependent variables are subject to censoring time, and propose the sufficient conditions which ensure consistency and asymptotic normality for regression quantile estimators in censored nonlinear regression model. Also, we drive the asymptotic relative efficiency of the censored regression model with respect to the ordinary regression model.

Signed Linear Rank Statistics for Autoregressive Processes

  • Kim, Hae-Kyung;Kim, Il-Kyu
    • Communications for Statistical Applications and Methods
    • /
    • 제2권2호
    • /
    • pp.198-212
    • /
    • 1995
  • This study provides a nonparametric procedure for the statistical inference of the parameters in stationary autoregressive processes. 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 underthe 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.

  • PDF

Some Basic and Asymptotic Properies in INMA(q) Processes

  • Park, You-Sang;Kim, Myung-Jin
    • Journal of the Korean Statistical Society
    • /
    • 제26권2호
    • /
    • pp.155-170
    • /
    • 1997
  • We propose an integer-valued MA(q) process with Poisson disturbance. Its various properties are discussed such as the joint distribution, time reversibility and regression. We derive the asymptotic distribution of autocovariance function and estimators of the parameters in the suggested model. We also consider the relationship between INMA(q) and M/D/.infty. processes.

  • PDF

Estimation for Autoregressive Models with GARCH(1,1) Error via Optimal Estimating Functions.

  • Kim, Sah-Myeong
    • Journal of the Korean Data and Information Science Society
    • /
    • 제10권1호
    • /
    • pp.207-214
    • /
    • 1999
  • Optimal estimating functions for a class of autoregressive models with GARCH(1,1) error are discussed. The asymptotic properties of the estimator as the solution of the optimal estimating equation are investigated for the models. We have also some simulation results which suggest that the proposed optimal estimators have smaller sample variances than those of the Conditional least-squares estimators under the heavy-tailed error distributions.

  • PDF

ON ASYMPTOTIC STABILITY FOR PERTURBED DIFFERENTIAL EQUATION

  • Oh, Young-Sun;Lee, Jae-Don;An, Jeong-Hyang
    • 한국수학교육학회지시리즈B:순수및응용수학
    • /
    • 제4권2호
    • /
    • pp.167-173
    • /
    • 1997
  • In this paper, we investigated several asymptotic stability properties of the system for the type of dy/dt = $h(t)^{-1}F(t_1, k(t)y(t))$.

  • PDF

NONLINEAR ASYMMETRIC LEAST SQUARES ESTIMATORS

  • Park, Seung-Hoe;Kim, Hae-Kyung;Lee, Young
    • Journal of the Korean Statistical Society
    • /
    • 제32권1호
    • /
    • pp.47-64
    • /
    • 2003
  • In this paper, we consider the asymptotic properties of asymmetric least squares estimators for nonlinear regression models. This paper provides sufficient conditions for strong consistency and asymptotic normality of the proposed estimators and derives asymptotic relative efficiency of the pro-posed estimators to the regression quantile estimators. We give some examples and results of a Monte Carlo simulation to compare the asymmetric least squares estimators with the regression quantile estimators.

A JONCKHEERE TYPE TEST FOR THE PARALLELISM OF REGRESSION LINES

  • Jee, Eunsook
    • 한국수학교육학회지시리즈B:순수및응용수학
    • /
    • 제20권2호
    • /
    • pp.109-116
    • /
    • 2013
  • In this paper, we propose a Jonckheere type test statistic for testing the parallelism of k regression lines against ordered alternatives. The order restriction problems could arise in various settings such as location, scale, and regression problems. But most of theory about the statistical inferences under order restrictions has been developed to deal with location parameters. The proposed test is an application of Jonckheere's procedure to regression problem. Asymptotic normality and asymptotic distribution-free properties of the test statistic are obtained under some regularity conditions.

Natural Frequencies of Beams with Step Change in Cross-Section

  • Kim, Yong-Cheul;Nam, Alexander-V.
    • 한국해양공학회지
    • /
    • 제18권2호
    • /
    • pp.46-51
    • /
    • 2004
  • Natural frequencies of the transverse vibration of beams with step change in cross-section are obtained by using the asymptotic closed form solution. This closed form solution is found by using WKB method under the assumption of slowly varying properties, such as mass, cross-section, tension etc., along the beam length. However, this solution is found to be still very accurate even in the case of large variation in cross-section and tension. Therefore, this result can be easily applied to many engineering problems.