We consider a series of companies in a supply chain, each of which orders from its immediate upstream collaborators. Usually, the retailer's order do not coincide with the actual retail sales. The bullwhip effect refers to the phenomenon where orders to the supplier tend to have larger variance than sales to the buyer (i.e. demand distortion), and the distortion propagates upstream in an amplif...

Some OFDMA-based wireless commuication systems, e.g., Wireless Broadband Internet (WiBro) or Worldwide interoperability for Microwave Access (WiMAX), support frequency reuse of 1 to maximize spectral efficiency. One of the efficient methods to reduce co-channel interference (CCI) caused by frequency reuse is fractional frequency reuse (FFR). In this paper, we propose and validate a novel freque...

In multilevel modelling, the residual variation in a response variable is split into component parts that are attributed to various levels. In applied work, much use is made of the percentage of variation that is attributable to the higher-level sources of variation. Such a measure however only makes sense in simple variance components Normal response models where it is often referred to as the...

It is often of interest to undertake a general linear hypothesis testing (GLHT) problem in the one-way ANOVA without assuming the equality of the group variances. When the equality of the group variances is valid, it is well known that the GLHT problem can be solved by the classical F-test. The classical F test, however, may lead to misleading conclusions when the variance homogeneity assumptio...

The interference mitigation technique based on fractional frequency reuse (FFR) provides improved cell-edge performance with similar overall cell capacity as that of systems with the frequency reuse factor of one. Furthermore, frequency sub-band allocation by FFR has the benefit of allowing flexibility for the deployment of femto-cells through frequency partitioning. Determination of a proper f...

Ann Brown (1992) and Allan Collins (1992) introduced the term design experiment in 1992 as an innovative approach to educational research. Today, commonly termed design-based research (DBR), the approach itself is still very much being designed. There is a general consensus that DBR standards need to be set by addressing such questions as: What kinds of knowledge should DBR be expected generate...

The length of the future horizon is one of the principal “user choices” in subspace identification. It is well known that for the CCA algorithm the asymptotic variance decreases as the future horizon increases when input signals are white (or absent). There are also examples, when the input is not white, in which the asymptotic variance is minimized when the future horizon is equal to the syste...

The realized variance (RV) is known to be biased because intraday returns are contaminated with market microstructure noise, in particular if intraday returns are sampled at high frequencies. In this paper, we characterize the bias under a general specification for the market microstructure noise, where the noise may be autocorrelated and need not be independent of the latent price process. Wit...

The performance comparison of the optimally weighted LS estimate and the linear minimum variance estimate for a linear model with random input is presented. In this case optimally weighted LS estimate is not a linear estimate of a parameter given input and observation anymore while linear minimum variance estimate still is. Under a certain conditions on variance matrix invertibility, we show th...

Online Appendix In this online appendix, I first provide a brief comparison of the small noise expansion series and the Taylor expansion series. I then use separably Taylor expansion series and the small noise expansion series to derive the pricing kernel in a one-market model with two dates, and the pricing kernel in a two-market model with three dates. I thereafter, investigate whether one ob...