11,171 research outputs found
Estimation in threshold autoregressive models with a stationary and a unit root regime
No full textThis paper treats estimation in a class of new nonlinear threshold autoregressive models with both a stationary and a unit root regime. Existing literature on nonstationary threshold models have basically focused on models where the nonstationarity can be removed by differencing and/or where the threshold variable is stationary. This is not the case for the process we consider, and nonstandard estimation problems are the result. This paper proposes a parameter estimation method for such nonlinear threshold autoregressive models using the theory of null recurrent Markov chains. Under certain assumptions, we show that the ordinary least squares (OLS) estimators of the parameters involved are asymptotically consistent. Furthermore, it can be shown that the OLS estimator of the coefficient parameter involved in the stationary regime can still be asymptotically normal while the OLS estimator of the coefficient parameter involved in the nonstationary regime has a nonstandard asymptotic distribution. In the limit, the rate of convergence in the stationary regime is asymptotically proportional to n-1/4, whereas it is n-1 in the nonstationary regime. The proposed theory and estimation method are illustrated by both simulated data and a real data example.Autoregressive process; null-recurrent process; semiparametric model; threshold time series; unit root structure.
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series
No full textThis paper establishes several results for uniform convergence of nonparametric kernel density and regression estimates for the case where the time series regressors concerned are nonstationary null–recurrent Markov chains. Under suitable conditions, certain rates of convergence are also established for these estimates. Our results can be viewed as an extension of some well–known uniform consistency results for the stationary time series to the nonstationary time series case.beta–null recurrent Markov chain; nonparametric estimation; rate of convergence, uniform consistency
Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series
No full textThis paper establishes a suite of uniform consistency results for nonparametric kernel density and regression estimators when the time series regressors concerned are nonstationary null-recurrent Markov chains. Under suitable conditions, certain rates of convergence are also obtained for the proposed estimators. Our results can be viewed as an extension of some well-known uniform consistency results for the stationary time series case to the nonstationary time series case.β-null recurrent Markov chain, nonparametric estimation, rate of convergence, uniform consistency
Estimation in Threshold Autoregressive Models with Nonstationarity
No full textThis paper proposes a class of new nonlinear threshold autoregressive models with both stationary and nonstationary regimes. Existing literature basically focuses on testing for a unit–root structure in a threshold autoregressive model. Under the null hypothesis, the model reduces to a simple random walk. Parameter estimation then becomes standard under the null hypothesis. How to estimate parameters involved in an alternative nonstationary model, when the null hypothesis is not true, becomes a nonstandard estimation problem. This is mainly because models under such an alternative are normally null recurrent Markov chains. This paper thus proposes to establish a parameter estimation method for such nonlinear threshold autoregressive models with null recurrent structure. Under certain assumptions, we show that the ordinary least squares (OLS) estimates of the parameters involved are asymptotically consistent. Furthermore, it can be shown that the OLS estimator of the coefficient parameter involved in the stationary regime can still be asymptotically normal while the OLS estimator of the coefficient parameter involved in the nonstationary regime has a nonstandard asymptotic distribution. In the limit, the rate of convergence in the stationary regime is n^(-1/4) , whereas it is n^(-1) in the nonstationary regime. The proposed theory and estimation method is illustrated by both simulated and real data examples.
Semiparametric Regression Estimation in Null Recurrent Nonlinear Time Series
No full textEstimation theory in a nonstationary environment has been very popular in recent years. Existing studies focus on nonstationarity in parametric linear, parametric nonlinear and nonparametric nonlinear models. In this paper, we consider a partially linear model and propose to estimate both alpha and g semiparametrically. We then show that the proposed estimator of alpha is still asymptotically normal with the same rate as for the case of stationary time series. We also establish the asymptotic normality for the nonparametric estimator of the function g and the uniform consistency of the nonparametric estimator. The simulated example is given to show that our theory and method work well in practice.asymptotic normality; beta-null recurrent Markov chain; consistency; kernel estimator; partially linear model
A study of the modern Chinese novel, Gao Yubao and its author Gao Yubao
No full textGao Yubao, a soldier in the Chinese People's Liberation Army, was nearly illiterate when he began to write his autobiographical novel, Gao Yubao, in 1949. The PLA's literary branch helped him finish the novel and after its publication Gao and his struggle to become literate by writing a novel served as an inspiration for others striving for education. Gao Yubao was republished several times up until as late as the 1970's and each time it was republished it was revised. This paper traces the history of the novel Gao Yubao and its author with special attention being given to comparing the changes made in the various editions of the novel. The conflicts between amateurism and professionalism and between fact and romanticization and those conflicts inherent in the constant revisings demanded of an already revised work are shown to be unresolvable because of the nature of contemporary Chinese literature.Arts, Faculty ofAsian Studies, Department ofGraduat
Accommodating Nomocharis in Lilium (Liliaceae)
No full textControversy regarding the status of the genus Nomocharis Franchet (1889: 113) has been undergoing since its recognition by Franchet (1889). Recent molecular studies (Nishikawa et al. 1999, Hayashi & Kawano 2000, Nishikawa et al. 2001, Ronsted et al. 2005, Peruzzi et al. 2009) have resolved Nomocharis as being nested within Lilium Linaeus (1753: 302). Results of our own previous studies (Gao et al. 2012, Gao et al. 2013a, Gao et al. 2013b), with expanded sampling of species of Nomocharis have been congruent with those of previous studies by others. Thus recognition of Nomocharis would render Lilium paraphyletic. We prefer to recognize a monophyletic Lilium here, although paraphyletic groups are sometimes advocated in literature (e.g., Brummitt, 2014; Ehrendorfer & Barfuss, 2014; George, 2014; Horandl, 2014; Stuessy & Horandl, 2014; Stuessy et al., 2014). Most recently, we proposed that the morphological divergence between Nomocharis and Lilium was the result of habitat specialization (Gao et al. 2015). The extensive introgression caused by hybridization within Lilium and Nomocharis (Gao et al. 2013a, 2015) supports a single-genus concept
Adversarial Attacks against the Perception System of Autonomous Vehicles
No full textThe rapid advancement in autonomous driving technology underscores the importance of studying the fragility of perception systems in autonomous vehicles, particularly due to their profound impact on public transportation safety. These systems are of paramount importance due to their direct impact on the lives of passengers and pedestrians. Additionally, their reliability can be easily compromised given the complexity and unpredictability of driving environments. However, current research and existing regulations often fail to adequately address the adversarial robustness of autonomous vehicle perception systems. This thesis delves into the adversarial robustness of camera-based perception systems of autonomous vehicles. Our research concentrates on developing and implementing evasion attacks that use black-box gradient estimation, as well as physical attacks in traffic sign detection and classification systems. Our findings indicate that even minor perturbations can impact the accuracy of these systems, leading to detection and classification errors. This finding highlights a critical vulnerability in the perception system's robustness against adversarial attacks. Moreover, the study extends to assess the transferability of adversarial examples across diverse perception models. Our results also expose significant gaps in the current regulatory frameworks of autonomous vehicles, necessitating the establishment of more rigorous and comprehensive safety standards.https://github.com/yuxing-gao/adversarial-attack-traffic-sign-detectionMechanical Engineering | Systems and Contro
Miridiba lamellata Gao & Fang 2019
No full text<i>Miridiba lamellata</i> Gao & Fang, 2019 <p> <i>Miridiba</i> (<i>Pledina</i>) <i>lamellata</i> Gao & Fang in Gao <i>et al.</i>, 2019: 459, figs 1–18 (type loc.: Gui Yang city, Guizhou Province, China).</p> Diagnosis <p> See Gao <i>et al</i>. (2019).</p> Remarks <p> Gao <i>et al</i>. (2019) described <i>Miridiba</i> (<i>Pledina</i>) <i>lamellata</i> based on the male holotype only, deposited in the collection of Shenyang Agricultural University of China. This species was included in the subgenus <i>Pledina</i> based on the antenna 10-segmented (Gao <i>et al</i>. 2019), without specifying the features of <i>M. lamellata</i> shared with <i>M. sinensis</i> (type species of <i>Pledina</i>), which would justify considering this new species in the subgenus. We have studied herein <i>M. sinensis</i> that, together with <i>M. pseudosinensis</i>, <i>M. axanensis</i> and <i>M. quasisinensis</i>, constitute the morphotype V “ <i>Sinensis</i> ”, candidate to be subgenus <i>Pledina</i> (see Discussion and Conclusions), and we have not found enough similarities to consider <i>M. lamellata</i> belonging to morphotype V “ <i>Sinensis</i> ”. The antenna 10-segmented, the only character considered by Gao <i>et al</i>. (2019) to classify this new species in the subgenus <i>Pledina</i>, is shared by many other <i>Miridiba</i> species, those included herein in morphotypes II to VIII, and even by many other species of <i>Holotrichia</i>. Therefore, this character is not enough to consider <i>M. lamellata</i> belonging to <i>Pledina</i>. In addition to that, this new species can be separated from <i>M. sinensis</i> by the branches of parameres and setae on mentum and pygidium (Gao <i>et al</i>. 2019: figs 9, 14–17), both species are so different that <i>M. lamellata</i> cannot be considered belonging to <i>Pledina</i>. Likewise, the mentum and labrum of <i>M. lamellata</i> differ from those of <i>Miridiba</i>. Unlike <i>Miridiba</i>, the new species has the mentum with sparse pubescence on the anterior part, and the labrum more strongly depressed at its ventral part than at dorsal one (Gao <i>et al</i>. 2019: figs 5, 9). Therefore, the second author of this paper has doubts about inclusion of <i>M. lamellata</i> in the genus <i>Miridiba</i>. However, taking into account that the first author of this paper is one of the authors of the species and the second author has not studied it, <i>M. lamellata</i> is considered a species incertae sedis of <i>Miridiba</i>.</p> Distribution <p>China (Guizhou).</p>Published as part of <i>Gao, Chuan-bu & Coca-Abia, María Milagro, 2021, Revision of the genus Miridiba Reitter, 1902 (Coleoptera, Scarabaeidae, Melolonthinae): genital morphotypes and new taxonomic data, pp. 1-94 in European Journal of Taxonomy 749</i> on pages 82-83, DOI: 10.5852/ejt.2021.749.1355, <a href="http://zenodo.org/record/4770293">http://zenodo.org/record/4770293</a>
To comply or not to comply: understanding the discretion in reporting public float and SEC regulations
No full textThis paper documents how firms exercise discretion in defining affiliates and reporting public float in response to SEC regulations. I find that firms with higher expected compliance costs under Section 404 of the Sarbanes-Oxley Act (SOX) of 2002 tend to classify more shares as affiliated and report lower public float. In contrast, firms issuing seasoned equity are less likely to underreport public float, possibly due to favorable regulatory treatment for large issuers. These incentives are weakened when future regulatory changes render float less important.Peer reviewe
- …
