A Local Instrumental Variable Estimation Method for Generalized Additive Volatility Models

We investigate a new separable nonparametric model for time series, which includes many ARCH models and AR models already discussed in the literature. We also propose a new estimation procedure based on a localization of the econometric method of instrumental variables. Our method has considerable computational advantages over the competing marginal integration or projection method.ARCH, kernel estimation, nonparametric, volatility.

ESTIMATION OF A SEMIPARAMETRICIGARCH(1,1) MODEL

We propose a semiparametric IGARCH model that allows for persistence invariance but also allows for more flexible functional form. We assume that thedifference of the squared process is weakly stationary. We propose an estimationstrategy based on the nonparametric instrumental variable method. We establishthe rate of convergence of our estimator.Inverse Problem, Instrumental Variable, IGARCH,Kernel Estimation, Nonparametric regression

The live method for generalized additive volatility models.

We investigate a new separable nonparametric model for time series, which includes many autoregressive conditional heteroskedastic (ARCH) models and autoregressive (AR) models already discussed in the literature. We also propose a new estimation procedure called LIVE, or local instrumental variable estimation, that is based on a localization of the classical instrumental variable method. Our method has considerable computational advantages over the competing marginal integration or projection method. We also consider a more efficient two-step likelihood-based procedure and show that this yields both asymptotic and finite-sample performance gains.

Hybrid Wing Body Multi-Bay Test Article Analysis and Assembly Final Report

This report summarizes work performed by The Boeing Company, through its Boeing Research & Technology organization located in Huntington Beach, California, under the Environmentally Responsible Aviation (ERA) project. The report documents work performed to structurally analyze and assemble a large-scale Multi-bay Box (MBB) Test Article capable of withstanding bending and internal pressure loadings representative of a Hybrid Wing Body (HWB) aircraft. The work included fabrication of tooling elements for use in the fabrication and assembly of the test article

Full-Scale Test and Analysis Results of a PRSEUS Fuselage Panel to Assess Damage Containment Features

Integrally stitched composite technology is an area that shows promise in enhancing the structural integrity of aircraft and aerospace structures. The most recent generation of this technology is the Pultruded Rod Stitched Efficient Unitized Structure (PRSEUS) concept. The goal of the PRSEUS concept relevant to this test is to provide damage containment capability for composite structures while reducing overall structural weight. The National Aeronautics and Space Administration (NASA), the Federal Aviation Administration (FAA), and The Boeing Company have partnered in an effort to assess the damage containment features of a full-scale curved PRSEUS panel using the FAA Full-Scale Aircraft Structural Test Evaluation and Research (FASTER) facility. A single PRSEUS test panel was subjected to axial tension, internal pressure, and combined axial tension and internal pressure loads. The test results showed excellent performance of the PRSEUS concept. No growth of Barely Visible Impact Damage (BVID) was observed after ultimate loads were applied. With a two-bay notch severing the central stringer, damage was contained within the two-bay region well above the required limit load conditions. Catastrophic failure was well above the ultimate load level. Information describing the test panel and procedure has been previously presented, so this paper focuses on the experimental procedure, test results, nondestructive inspection results, and preliminary test and analysis correlation

Full-Scale Test and Analysis of a PRSEUS Fuselage Panel to Assess Damage-Containment Features

Stitched composite technology has the potential to substantially decrease structural weight through enhanced damage containment capabilities. The most recent generation of stitched composite technology, the Pultruded Rod Stitched Efficient Unitized Structure (PRSEUS) concept, has been shown to successfully arrest damage at the sub-component level through tension testing of a three stringer panel with damage in the form of a two-bay notch. In a joint effort undertaken by the National Aeronautics and Space Administration (NASA), the Federal Aviation Administration (FAA), and the Boeing Company, further studies are being conducted to characterize the damage containment features of the PRSEUS concept. A full-scale residual strength test will be performed on a fuselage panel to determine if the load capacity will meet strength, deformation, and damage tolerance requirements. A curved panel was designed, fabricated, and prepared for residual strength testing. A pre-test Finite Element Model (FEM) was developed using design allowables from previous test programs to predict test panel deformation characteristics and margins of safety. Three phases of testing with increasing damage severity include: (1) as manufactured; (2) barely visible impact damage (BVID) and visible impact damage (VID); and (3) discrete source damage (DSD) where the panel will be loaded to catastrophic failure. This paper presents the background information, test plan, and experimental procedure. This paper is the first of several future articles reporting the test preparations, results, and analysis conducted in the test program

Modeling Evolving Coronal Loops with Observations from STEREO, Hinode, and TRACE

The high densities, long lifetimes, and narrow emission measure distributions observed in coronal loops with apex temperatures near 1 MK are difficult to reconcile with physical models of the solar atmosphere. It has been proposed that the observed loops are actually composed of sub-resolution ``threads'' that have been heated impulsively and are cooling. We apply this heating scenario to nearly simultaneous observations of an evolving post-flare loop arcade observed with the EUVI/\textit{STEREO}, XRT/\textit{Hinode}, and \textit{TRACE} imagers and the EIS spectrometer on \textit{HINODE}. We find that it is possible to reproduce the extended loop lifetime, high electron density, and the narrow differential emission measure with a multi-thread hydrodynamic model provided that the time scale for the energy release is sufficiently short. The model, however, does not reproduce the evolution of the very high temperature emission observed with XRT. In XRT the emission appears diffuse and it may be that this discrepancy is simply due to the difficulty of isolating individual loops at these temperatures. This discrepancy may also reflect fundamental problems with our understanding of post-reconnection dynamics during the conductive cooling phase of loop evolution.Comment: Revised version submitted to ApJ in response to referee's comment

Damage Arresting Composites for Shaped Vehicles - Phase II Final Report

This report describes the development of a novel structural concept, Pultruded Rod Stitched Efficient Unitized Structure (PRSEUS), that addresses the demanding fuselage loading requirements for the Hybrid Wing or Blended Wing Body (BWB) airplane configuration. In addition to the analytical studies, a three specimen test program was also completed to assess the concept under axial tension loading, axial compression loading, and internal pressure loading