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Time-varying model averaging? 期刊论文
JOURNAL OF ECONOMETRICS, 2021, 卷号: 222, 期号: 2, 页码: 974-992
作者:  Sun, Yuying;  Hong, Yongmiao;  Lee, Tae-Hwy;  Wang, Shouyang;  Zhang, Xinyu
收藏  |  浏览/下载:275/0  |  提交时间:2021/06/01
Asymptotic optimality  Forecast combination  Local stationarity  Model averaging  Structural change  Time-varying model averaging  
Model Averaging Estimation for Varying-Coefficient Single-Index Models 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 页码: 19
作者:  Liu, Yue;  Zou, Jiahui;  Zhao, Shangwei;  Yang, Qinglong
收藏  |  浏览/下载:243/0  |  提交时间:2021/06/01
Asymptotic optimality  kernel-local smoothing method  Mallows-type criterion  model averaging  varying-coefficient single-index model  
Quantile Regression under Local Misspecification 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2020, 卷号: 36, 期号: 4, 页码: 790-802
作者:  Duan, Xiao-gang;  Wang, Qi-hua
收藏  |  浏览/下载:226/0  |  提交时间:2021/04/26
frequentist model averaging  focus information criterion  local framework  quantile regression  
Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients 期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2020, 卷号: 268, 期号: 6, 页码: 2910-2948
作者:  Liu, Wei;  Roeckner, Michael;  Sun, Xiaobin;  Xie, Yingchao
收藏  |  浏览/下载:222/0  |  提交时间:2020/05/24
Averaging principle  Local Lipschitz  Time-dependent  Strong convergence  Stochastic differential equations  
Adaptive finite element algorithms for eigenvalue problems based on local averaging type a posteriori error estimates 期刊论文
ADVANCES IN COMPUTATIONAL MATHEMATICS, 2006, 卷号: 25, 期号: 1-3, 页码: 135-160
作者:  Mao, D;  Shen, LH;  Zhou, AH
收藏  |  浏览/下载:151/0  |  提交时间:2018/07/30
a posteriori error estimate  adaptive algorithm  eigenvalue  finite element  local averaging