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SECOND ORDER ASYMPTOTIC EFFICIENCY IN APARTLY AUTOREGRESSIVE MODEL
Second order asymptotic efficiency part
2007/8/7
Consider the model X_t=X_{t-l}β + g(U_t)+ ε_t for t ≥ 1. Here g is an unknownfUnction, β is an unknown parameter to be estimated and εt are i.i.d. with mean 0 andvariance σ^2 and U_t are i.i.d. random...
In this paper, the variable structure control method is improved. Based on the existence and the reaching conditions for the auto-stable region of two-order systems, a new synthesis method, auto-stabl...
We develop the interpolated finite element method to solve second-order hyperbolic equations. The standard linear finite element solution is used to generate a newsolution by quadratic interpolation o...