Showing 1 - 10 of 21
This paper aims to analyze the characteristic of wind speed data in Al-Salman site - Iraq using Weibull distribution. Maximum likelihood method (MLM) was used to find out two essential Weibull parameters. The best wind distribution was described by using probability density function and...
Persistent link: https://www.econbiz.de/10012652344
Electrical power generated from the wind's motion is one of the most common clean and renewable energy produced. The wind turbines used to convert wind mechanical power to electricity have to be placed at a site presenting favorable conditions. This work focuses on finding an accurate method for...
Persistent link: https://www.econbiz.de/10012652353
This article discusses the finite distance properties of three likelihood-based estimation strategies for GARCH processes with non-Gaussian conditional distributions : (1) the maximum likelihood approach ; (2) the Quasi maximum Likelihood approach ; (3) a multi-steps recursive estimation...
Persistent link: https://www.econbiz.de/10008679898
This article discusses the finite distance properties of three likelihood-based estimation strategies for GARCH processes with non-Gaussian conditional distributions : (1) the maximum likelihood approach ; (2) the Quasi maximum Likelihood approach ; (3) a multi-steps recursive estimation...
Persistent link: https://www.econbiz.de/10010603661
In this article, reliability sampling plans are developed for the Weibull distribution when the life test is progressively first-failure censored. We use the maximum likelihood method to obtain the point estimators of the model parameters. We propose an approach to establish reliability sampling...
Persistent link: https://www.econbiz.de/10010577739
We propose here a robust extension of the bivariate Birnbaum–Saunders (BS) distribution derived recently by Kundu et al. (2010). This extension is based on scale mixtures of normal (SMN) distributions that are used for modeling symmetric data. This type of bivariate Birnbaum–Saunders...
Persistent link: https://www.econbiz.de/10011041898
In Taiwan, the hillside is about 70 % of total area. These areas also have steep topography and geological vulnerability. When an event of torrential rain comes during a typhoon, the landslide disasters usually occur at these areas due to the long duration and high intensity of rainfall....
Persistent link: https://www.econbiz.de/10010996586
This paper is dealing with high power broadband signals (multisines) applied in Stand-Still Frequency Response (SSFR) technique for the measuring and modelling of electrical machine characteristics. The powerful excitation signals used are periodic functions with controllable amplitude spectrum....
Persistent link: https://www.econbiz.de/10010748554
This article questions the empirical usefulness of leverage effects to describe the dynamics of equity returns. Using a recursive estimation scheme that accurately disentangles the asymmetry coming from the conditional distribution of returns and the asymmetry that is related to the past return...
Persistent link: https://www.econbiz.de/10010753974
This study investigates the wind speed characteristics recorded in the urban area of Palermo, in the south of Italy, by a monitoring network composed by four weather stations. This article has two main objectives: the first one, to describe with clarity and simplicity the numerical procedures...
Persistent link: https://www.econbiz.de/10010806616