Whittle estimation is a common technique for fitting parametric spectral density functions to time series, in an effort to model the underlying covariance structure. However, Whittle estimators from long-range dependent processes can exhibit slow convergence to their Gaussian limit law so that...

This article develops a new blockwise empirical likelihood (BEL) method for stationary, weakly dependent time processes, called the progressive block empirical likelihood (PBEL). In contrast to the standard version of BEL, which uses data blocks of constant length for a given sample size and...

A dual loop waste heat recovery power generation system that comprises an upper trilateral cycle and a lower organic Rankine cycle, in which discharged exhaust gas heat is recovered and re-used for propulsion power, was theoretically applied to an internal combustion engine for propulsion in a...