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Least Absolute Deviation Estimation of Autoregressive Conditional Duration Model
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作者 Wei Liu Hui-min Wang Min Chen 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2011年第2期243-254,共12页
This paper studies the least absolute deviation estimation of the high frequency financial autoregressive conditional duration (ACD) model. The asymptotic properties of the estimator are studied given mild regularit... This paper studies the least absolute deviation estimation of the high frequency financial autoregressive conditional duration (ACD) model. The asymptotic properties of the estimator are studied given mild regularity conditions. Furthermore, we develop a Wald test statistic for the linear restriction on the parameters. A simulation study is conducted for the finite sample properties of our estimator. Finally, we give an empirical study of financial duration. 展开更多
关键词 least absolute deviation estimation ACD model heavy tail
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Estimate pose deviation of on-orbit deployable mechanisms based on cross-ratio invariability
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作者 Peiran ZHANG Fuqiang ZHOU +2 位作者 Zhipeng SONG Wentao GUO Haishu TAN 《Chinese Journal of Aeronautics》 SCIE EI CAS CSCD 2024年第10期483-492,共10页
With the rapid development of space science projects,large deployable mechanisms have been widely used.However,due to the effects of mechanical friction and gravitational acceleration,on-orbit mechanisms cannot be alw... With the rapid development of space science projects,large deployable mechanisms have been widely used.However,due to the effects of mechanical friction and gravitational acceleration,on-orbit mechanisms cannot be always deployed to the expected pose.For some precision optical mechanisms,even a minor deviation can result in significant error,so it needs to be measured and corrected.In this paper,the deployment process was modeled and simplified as rotation under single-rotation-axis constraint and translation under single-direction constraint.To solve the problem,a method based on cross-ratio invariability was proposed.The proposed method does not rely on camera calibration techniques,as well as artificial marking points,both of which are necessary in PnP.Instead,only three calibration images before launch and a measurement image on orbit were required.Simulations and experiments demonstrated that the proposed method is more accurate than PnP.In addition,experiments also proved that the feasibility of the proposed method under dark conditions with the aid of a light source and some reflective marking points. 展开更多
关键词 Cross-ratio invariability Deployable mechanism Pose deviation estimation Single-DOF constraint Vision measurement
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Moderate Deviations for M-estimators in Linear Models with φ-mixing Errors 被引量:2
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作者 Jun FAN 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2012年第6期1275-1294,共20页
In this paper, the moderate deviations for the M-estimators of regression parameter in a linear model are obtained when the errors form a strictly stationary Ф-mixing sequence. The results are applied to study many d... In this paper, the moderate deviations for the M-estimators of regression parameter in a linear model are obtained when the errors form a strictly stationary Ф-mixing sequence. The results are applied to study many different types of M-estimators such as Huber's estimator, L^P-regression estimator, least squares estimator and least absolute deviation estimator. 展开更多
关键词 Moderate deviations M-ESTIMATOR least absolute deviation estimator linear regression
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RANDOM WEIGHTING METHOD FOR CENSORED REGRESSION MODEL 被引量:7
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作者 ZHAOLincheng FANGYixin 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2004年第2期262-270,共9页
Rao and Zhao (1992) used random weighting method to derive the approximate distribution of the M-estimator in linear regression model.In this paper we extend the result to the censored regression model (or censored “... Rao and Zhao (1992) used random weighting method to derive the approximate distribution of the M-estimator in linear regression model.In this paper we extend the result to the censored regression model (or censored “Tobit” model). 展开更多
关键词 censored regression least absolute deviations estimates random weighting BOOTSTRAP
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Navigation message designing with high accuracy for NAV
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作者 Wang Luxiao Huang Zhigang Zhao Yun 《Chinese Journal of Aeronautics》 SCIE EI CAS CSCD 2014年第4期994-1001,共8页
Navigation message designing with high accuracy guarantee is the key to efficient navigation message distribution in the global navigation satellite system(GNSS). Developing high accuracy-aware navigation message de... Navigation message designing with high accuracy guarantee is the key to efficient navigation message distribution in the global navigation satellite system(GNSS). Developing high accuracy-aware navigation message designing algorithms is an important topic. This paper investigates the high-accuracy navigation message designing problem with the message structure unchanged.The contributions made in this paper include a heuristic that employs the concept of the estimated range deviation(ERD) to improve the existing well-known navigation message on L1 frequency(NAV) of global positioning system(GPS) for good accuracy service; a numerical analysis approximation method(NAAM) to evaluate the range error due to truncation(RET) of different navigation messages; and a basic positioning parameters designing algorithm in the limited space allocation. Based on the predicted ultra-rapid data from the ultra-rapid data from the international GPS service for geodynamic(IGU), ERDs are generated in real time for error correction.Simulations show that the algorithms developed in this paper are general and flexible, and thus are applicable to NAV improvement and other navigation message designs. 展开更多
关键词 Error correction Estimated range deviation NAVIGATION ORBIT Range error due to truncation
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