• Bulletin of the Korean Mathematical Society
• /
• v.47 no.5
• /
• pp.889-905
• /
• 2010

In this paper, a distribution free approach to the parameter estimation of a simple bilinear model with periodic coefficients is presented. The proposed method relies on minimum distance estimator based on the autocovariances of the squared process. Consistency and asymptotic normality of the estimator, as well as hypotheses testing, are derived. Numerical experiments on simulated data sets are presented to highlight the theoretical results.

• Journal of applied mathematics & informatics
• /
• v.27 no.1_2
• /
• pp.315-326
• /
• 2009

The unknown parameters in regression models are usually estimated by using various existing methods. There are several existing methods, such as the least squares method, which is the most common one, the least absolute deviation method, the regression quantile method, and the asymmetric least squares method. For the nonlinear time series regression models, which do not satisfy the general conditions, we will compare them in two ways: 1) a theoretical comparison in the asymptotic sense and 2) an empirical comparison using Monte Carlo simulation for a small sample size.

• The Korean Journal of Applied Statistics
• /
• v.8 no.2
• /
• pp.121-132
• /
• 1995

In this paper we consider optimal designs of partially step-stress life testing which is deviced for k-component series systems with the considerably long life time. Test items are first run simultaneously at use condition for a specified time, and the surviving items are then run at accelerated condition until a predetermined censoring time. The optimal criterion for the change time to accelerated condition is to minimized either the generalized asymptotic variance of maximum likelihood estimators of the hazard rates at use condition and the acceleration factors or the asymptotic variance of the maximum likelihood estimators of the acceleration factors.

• Journal of the Korean Statistical Society
• /
• v.24 no.1
• /
• pp.149-160
• /
• 1995

We consider the problem of optimal adaptive estiamtion of the euclidean parameter vector $\theta$ of the univariate non-linerar autogressive time series model ${X_t}$ which is defined by the following system of stochastic difference equations ; $X_t = \sum^p_{i=1} \theta_i \cdot T_i(X_{t-1})+e_t, t=1, \cdots, n$, where $\theta$ is the unknown parameter vector which descrives the deterministic dynamics of the stochastic process ${X_t}$ and ${e_t}$ is the sequence of white noises with unknown density $f(\cdot)$. Under some general growth conditions on $T_i(\cdot)$ which guarantee ergodicity of the process, we construct a sequence of adaptive estimatros which is locally asymptotic minimax (LAM) efficient and also attains the least possible covariance matrix among all regular estimators for arbitrary symmetric density.

• Kyungpook Mathematical Journal
• /
• v.32 no.2
• /
• pp.153-158
• /
• 1992

• Kyungpook Mathematical Journal
• /
• v.47 no.3
• /
• pp.341-345
• /
• 2007

In this paper we show that the second order mock theta function, given by Hikami, is bounded and satisfies the second condition for the mock theta functions.

• International Journal of Naval Architecture and Ocean Engineering
• /
• v.13 no.1
• /
• pp.50-56
• /
• 2021

An accurate evaluation of three-dimensional (3D) Time-Domain Green Function (TDGF) in infinite water depth is essential for ship's hydrodynamic analysis. Various numerical algorithms based on the TDGF properties are considered, including the ascending series expansion at small time parameter, the asymptotic expansion at large time parameter and the Taylor series expansion combines with ordinary differential equation for the time domain analysis. An efficient method (referred as "Present Method") for a better accuracy evaluation of TDGF has been proposed. The numerical results generated from precise integration method and analytical solution of Shan et al. (2019) revealed that the "Present method" provides a better solution in the computational domain. The comparison of the heave hydrodynamic coefficients in solving the radiation problem of a hemisphere at zero speed between the "Present method" and the analytical solutions proposed by Hulme (1982) showed that the difference of result is small, less than 3%.

• Journal of the Korean Society for Industrial and Applied Mathematics
• /
• v.15 no.3
• /
• pp.201-222
• /
• 2011

In the present work, the mathematical model of wire coating in a straight annular die is developed for unsteady second grade fluid in the form of partial differential equation. The Optimal Homotopy Asymptotic Method (OHAM) is applied for obtaining the solution of the model problem. This method provides us a suitable way to control the convergence of the series solution using the auxiliary constants which are optimally determined.

• Journal of the Korean Institute of Telematics and Electronics D
• /
• v.36D no.1
• /
• pp.22-28
• /
• 1999

An exact asymptotic solution for a perfect conducting wedge with H-polarized plane wave incidence is analytically derived by substituting the exact boundary fields of the perfeet conducting wedge, the well known series solution, into the dual integral exquation in the spectral domain. The validity of the derivation is assured by showing that the analytic integration gives the null fields in the complementary region. The merits taking the dual integral equation for derivation of an asymptotic solution for a perfect conduction wedge is discussed.

• Korean Journal of Mathematics
• /
• v.7 no.2
• /
• pp.159-166
• /
• 1999

For classical elliptic pseudodifferential operators $A({\lambda})$ of order $m$ > 0 with parameter ${\lambda}$ of weight ${\chi}$ > 0, it is known that $logDet_{\theta}A({\lambda})$ admits an asymptotic expansion as ${\theta}{\rightarrow}+{\infty}$. In this paper we show, with some assumptions, that the coefficients of ${\lambda}^-{\frac{n}{\chi}}$ can be expressed by the values of zeta functions at 0 for some elliptic ${\psi}$DO's on $M{\times}S^1{\times}{\cdots}{\times}S^1$ multiplied by $\frac{m}{c_{n-1}}$.