This paper presents a refined method for estimating the annual extreme wave heights at a coastal or offshore project site on the basis of the data acquired at some nearby routine hydrographic stations. This method is ...This paper presents a refined method for estimating the annual extreme wave heights at a coastal or offshore project site on the basis of the data acquired at some nearby routine hydrographic stations. This method is based on the orthogonality principle in linear mean square estimation of stochastic processes. The error of the method is analyzed and compared with that of the conventional method. It is found that the method is able to effectively reduce the error so long as some feasible measures are adopted. A simulated test of the method has been conducted in a large scale wind wave flume. The test results are in good agreement with those given by theoretical error analysis. A scheme to implement the method is proposed on the basis of error analysis. The scheme is so designed as to reduce the estimation error as far as possible. This method is also suitable to utilizing satellite wave data for the estimation.展开更多
GMM inference procedures based on the square of the modulus of the model characteristic function are developed using sample moments selected using estimating function theory and bypassing the use of empirical characte...GMM inference procedures based on the square of the modulus of the model characteristic function are developed using sample moments selected using estimating function theory and bypassing the use of empirical characteristic function of other GMM procedures in the literature. The procedures are relatively simple to implement and are less simulation-oriented than simulated methods of inferences yet have the potential of good efficiencies for models with densities without closed form. The procedures also yield better estimators than method of moment estimators for models with more than three parameters as higher order sample moments tend to be unstable.展开更多
文摘This paper presents a refined method for estimating the annual extreme wave heights at a coastal or offshore project site on the basis of the data acquired at some nearby routine hydrographic stations. This method is based on the orthogonality principle in linear mean square estimation of stochastic processes. The error of the method is analyzed and compared with that of the conventional method. It is found that the method is able to effectively reduce the error so long as some feasible measures are adopted. A simulated test of the method has been conducted in a large scale wind wave flume. The test results are in good agreement with those given by theoretical error analysis. A scheme to implement the method is proposed on the basis of error analysis. The scheme is so designed as to reduce the estimation error as far as possible. This method is also suitable to utilizing satellite wave data for the estimation.
文摘GMM inference procedures based on the square of the modulus of the model characteristic function are developed using sample moments selected using estimating function theory and bypassing the use of empirical characteristic function of other GMM procedures in the literature. The procedures are relatively simple to implement and are less simulation-oriented than simulated methods of inferences yet have the potential of good efficiencies for models with densities without closed form. The procedures also yield better estimators than method of moment estimators for models with more than three parameters as higher order sample moments tend to be unstable.
