An optimal control problem governed by an unilateral obstacle problem is considered. The problem is discretzed by using linear finite elements for the state and the obstacle and a variational discrete approach for the control. Based on strong stationarity and a quadratic growth condition we establish a priori error estimates which turn out to be quasi-optimal under additional assumptions on the...

This paper investigates the empirical evidence on the link between foreign direct investment and trade (export and import) in Turkey over the period from 1992:01 to 2008:04 by using the minimum LM unit root test for stationarity; Granger and Dolado-Lüthkepohl tests for causality. The test results based on the bi-variate VAR model indicate that there is no evidence of causality between foreign d...

A theoretical framework for analysis of speech enhancement algorithms is introduced for performance assessment of spectral subtraction type of methods. The quality of the enhanced speech is related to physical quantities of the speech and noise (such as stationarity time and spectral flatness), as well as to design variables of the noise suppressor. The derived theoretical results are compared ...

The vibration data obtained from ambient, drop-weight, and shaker excitation tests of the Z24 Bridge in Switzerland are analyzed to extract modal parameters such as natural frequencies, damping ratios, and mode shapes. System identification techniques including Frequency Domain Decomposition and Eigensystem Realization Algorithm are employed for the extraction of modal parameters and the statio...

Stationarity tests exhibit extreme size distortions if the observable process is stationary yet highly persistent. In this paper we provide a theoretical explanation for the size distortion of the KPSS test for DGPs with a broad range of first order autocorrelation coefficient. Considering a near-integrated, nearly stationary process we show that the asymptotic distribution of the test contains...

While walking, human beings continuously adjust step length (SpL), step time (SpT), step speed (SpS = SpL/SpT) and step width (SpW) by integrating both feedforward and feedback mechanisms. These motor control processes result in correlations of gait parameters between consecutive strides (statistical persistence). Constraining gait with a speed cue (treadmill) and/or a rhythmic auditory cue (me...

Recent tests using long data series find evidence in favor of long-run PPP. These tests may have reached the wrong conclusion. Using artificial data calibrated to nominal exchange rates and disaggregated data on prices, we show that tests on long-run PPP have serious size biases. In the baseline case, unit root and cointegration tests with a nominal size of 5% have true sizes that range from 0....

In this article, we study two classes of nonstationary processes respectively parameterized by time-varying autoregressions and time-varying lattice filters. The processes considered are induced by solutions to certain convex optimization problems with local or global constraints, and are consistent with standard models of their stationary counterparts. We show that an underlying nesting proper...

were nonstationary at first positions for the ingroup at P = 0.01 using the chi-square test in PAUP*. The chi-square test in PAUP∗ appears to do a good job of identifying the worst offenders and although crude, is effective for a large data set when analyzing individual genes. We certainly anticipate that as more refined tests of stationarity are implemented (e.g., Foster, 2004), discrimination...

The nature of impairment in hand motor control after stroke and its relationship to hand function are still not well understood. In this study, we investigated digit independence in patients with subcortical stroke (n = 8) and moderate hand impairment, defined by wrist and hand Fugl-Meyer scale scores < or =25/33, and age-matched controls (n = 8). Subjects made cyclical flexion-extension moveme...