This research focuses to develop some new techniques on statistical learning including methodology, computation and application. We also developed statistical quantification in nanomaterials. For a large number of random variables with temporal or spatial structures, we proposed shrink estimates...

This paper presents a new random weighting estimation method for dynamic navigation positioning. This method adopts the concept of random weighting estimation to estimate the covariance matrices of system state noises and observation noises for controlling the disturbances of singular...

Three main issues are explored in this thesis—volatility measurement, volatility spillover and large-dimension covariance matrices. For the first question of volatility measurement, this thesis compares two newly-proposed, high-frequency volatility measurement models, namely realized...

In this paper, the multipath time delay estimation (TDE) problem for a slow frequency hopping (SFH) system using rank revealing QR factorization method (RRQR) is considered. It gives precious information about numerical rank and null space. By applying the RRQR in association with the well-known...

Cointegration analysis has led to equilibrium-correction econometric systems being ubiquitous. But in a non-stationary world subject to structural breaks, where model and mechanism differ, equilibrium-correction models are a risky device from which to forecast. Equilibrium shifts entail...

This study estimates the transfer efficiency of government payments on Canadian agriculture. Three measures of efficiency are used: (1) the capitalization of support into farmland values, (2) the rate of income stabilization, and (3) the effect of past government support on the variance of...

This paper offers an econometric methodology for the detection of self-organisational change (defined in terms of the presence of time irreversibility, structural change and fundamental uncertainty) in economic precesses that follow logistic diffusion growth paths in historical time. The...