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Abstract

The paper analyses the consequences of structural change in the presenceof non-stationary stochastic processes I(1) or I(2). The structural change mayconcern the deterministic structure (in particular, the trend and the constantterm) as well as the process generating the stochastic part. The focus of thepaper is on the case of a discrete change in a regime for which the momentof switch is known. A change in the deterministic part does not alter thecharacter of the cointegration relationships but its consequences for cotrendingand cobreaking are interesting. The consequences of a change in the stochasticpart are more complex, because then the stochastic process as well as thedeterministic structure of the VECM are modified. The restrictions are analysedfor both cases.

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Authors and Affiliations

Michał Majsterek
Emilia Gosińska
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Abstract

The use of a network of reference stations instead of a single reference station allows to model some systematic errors in a region, and to increase the operational distance between the rover and reference stations. Permanent GPS reference stations exist in many countries, and GPS observations are available for the users in real-time mode and in post-processing. The paper presents DGPS post-processing positioning with the use of three reference stations. The traditional DGPS technique is based on one reference station. It has been shown that the accuracy of such positioning is about 1-2 meters, depending on the number of satellites being tracked and the resulting value of POOP (Position Dilution of Precision). The accuracy of DGPS positioning degrades when the distance between the rover and the base station increases. The paper shows that when three reference stations are used simultaneously, pseudorange corrections for a virtual reference station, located in the vicinity of an unknown station can be created, and distribution of pseudorange corrections over time can be analysed and modelled. Three reference stations give redundant observations and enable to reduce some measurement errors and biases. Practical calculations and analysis of accuracy have been presented for medium-long and long distances between the rover and reference stations.
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Authors and Affiliations

Mieczysław Bakuła

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