An AR(1) model with ARCH(1) error structure is known as the first-order double autoregressive (DAR(1)) model. In this paper, a conditional likelihood based method is proposed to obtain inference for the two scalar par...An AR(1) model with ARCH(1) error structure is known as the first-order double autoregressive (DAR(1)) model. In this paper, a conditional likelihood based method is proposed to obtain inference for the two scalar parameters of interest of the DAR(1) model. Theoretically, the proposed method has rate of convergence O(n-3/2). Applying the proposed method to a real-life data set shows that the results obtained by the proposed method can be quite different from the results obtained by the existing methods. Results from Monte Carlo simulation studies illustrate the supreme accuracy of the proposed method even when the sample size is small.展开更多
文摘P.S测井技术是地震勘探方法之一 ,也是一种简便、快速、准确的原位测试技术。通过P.S测井可测定岩土体的弹性波速 (Vp、Vs) ,为工程设计提供所需的动弹性力学参数、划分建筑物场地类别、评价地震效应、进行场地地震反应分析和地震破坏潜势分析等。文中简述了P.S测井技术的工作原理、现场实测技术以及数据处理和资料分析过程。最后结合两个实例说明了 P.
文摘An AR(1) model with ARCH(1) error structure is known as the first-order double autoregressive (DAR(1)) model. In this paper, a conditional likelihood based method is proposed to obtain inference for the two scalar parameters of interest of the DAR(1) model. Theoretically, the proposed method has rate of convergence O(n-3/2). Applying the proposed method to a real-life data set shows that the results obtained by the proposed method can be quite different from the results obtained by the existing methods. Results from Monte Carlo simulation studies illustrate the supreme accuracy of the proposed method even when the sample size is small.
