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This paper proposes a robust semiparametric bootstrap method to estimate predictive distributions of GARCH-type models. The method is based on a robust estimation of parametric GARCH models and a robustified resampling scheme for GARCH residuals that contr ...
Designing a measurement system is usually performed using only engineering judgment and experience. Thus, it may result in either a large amount of redundant data or insufficient data leading to ambiguous results. This paper presents a systematic approach ...
Co-opetition is a new field of business and of thinking. It occurs when companies collaborate joining their efforts for creating new value, while maintaining their rivalries, aspiring to outperform the other firms in the network. This new perspective advoc ...
Interpreting measurement data to extract meaningful information for damage detection is a challenge for continuous monitoring of structures. This paper presents an evaluation of two model-free data interpretation methods: moving principal component analysi ...
Stochastic modeling is a challenging task for low-cost sensors whose errors can have complex spectral structures. This makes the tuning process of the INS/GNSS Kalman filter often sensitive and difficult. For example, first-order Gauss–Markov processes are ...
Interpreting measurement data from continuous monitoring of civil structures for structural health monitoring (SHM) is a challenging task. This task is even more difficult when measurement data are influenced by environmental variations, such as temperatur ...
To restore walking after transfemoral amputation, various actuated exoprostheses have been developed, which control the knee torque actively or via variable damping. In both cases, an important issue is to find the appropriate control that enables user-dom ...
Time series modeling and analysis is central to most financial and econometric data modeling. With increased globalization in trade, commerce and finance, national variables like gross domestic productivity (GDP) and unemployment rate, market variables lik ...
We study the problem of distributed estimation based on the affine projection algorithm (APA), which is developed from Newton's method for minimizing a cost function. The proposed solution is formulated to ameliorate the limited convergence properties of l ...
Structural health monitoring (SHM) has the potential to provide quantitative and reliable data on the real condition of structures, observe the evolution of their behaviour and detect degradation This paper presents two methodologies for model-free data in ...