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Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models 期刊论文
ECONOMETRIC REVIEWS, 2021, 卷号: 40, 期号: 6, 页码: 584-606
Authors:  He, Yanan;  Han, Ai;  Hong, Yongmiao;  Sun, Yuying;  Wang, Shouyang
Favorite  |  View/Download:57/0  |  Submit date:2021/10/26
ACI model  interval-valued crude oil prices  range  trading strategy  volatility forecast  
Residual life prediction for complex systems with multi-phase degradation by ARMA-filtered hidden Markov model 期刊论文
QUALITY TECHNOLOGY AND QUANTITATIVE MANAGEMENT, 2019, 卷号: 16, 期号: 1, 页码: 19-35
Authors:  Sheng, Zhidong;  Hu, Qingpei;  Liu, Jian;  Yu, Dan
Favorite  |  View/Download:91/0  |  Submit date:2019/03/05
System reliability  residual life prediction  multi-phase degradation  hidden Markov model  
四层参数自调整BP神经网络模型及其在人口死亡率预测中的应用 期刊论文
系统科学与数学, 2018, 卷号: 038, 期号: 006, 页码: 702
Authors:  相鑫;  刘秀丽
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Weighted least absolute deviations estimation for periodic ARMA models 期刊论文
ACTA MATHEMATICA SINICA-ENGLISH SERIES, 2015, 卷号: 31, 期号: 8, 页码: 1273-1288
Authors:  Pan, Baoguo;  Chen, Min;  Wang, Yan
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Periodic ARMA  WLADE  asymptotic normality  strict periodic stationarity  periodic ergodicity  
A bootstrapped spectral test for adequacy in weak ARMA models 期刊论文
JOURNAL OF ECONOMETRICS, 2015, 卷号: 187, 期号: 1, 页码: 113-130
Authors:  Zhu, Ke;  Li, Wai Keung
Favorite  |  View/Download:59/0  |  Submit date:2018/07/30
Block-wise random weighting method  Diagnostic checking  Least squares estimation  Spectral test  Weak ARMA models  Wild bootstrap  
LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2015, 卷号: 110, 期号: 510, 页码: 784-794
Authors:  Zhu, Ke;  Ling, Shiqing
Favorite  |  View/Download:61/0  |  Submit date:2018/07/30
ARMA(p, q) models  Asymptotic normality  G/ARCH noises  Heavy-tailed noises  LADE  Random weighting approach  Self-weighted LADE  Sign-based portmanteau test  Strong consistency  
NEW METHOD OF ORDER ESTIMATION FOR ARMA/ARMAX PROCESSES 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2010, 卷号: 48, 期号: 6, 页码: 4157-4176
Authors:  Chen, Han-Fu;  Zhao, Wen-Xiao
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ARMA  ARMAX  order estimation  convergence rate  strong consistency  
用函数求根法解系统控制问题 期刊论文
系统科学与数学, 2009, 卷号: 000, 期号: 010, 页码: 1299
Authors:  陈翰馥
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Identification of errors-in-variables systems with ARMA observation noises 期刊论文
SYSTEMS & CONTROL LETTERS, 2008, 卷号: 57, 期号: 5, 页码: 420-424
Authors:  Song, Qi-jiang;  Chen, Han-Fu
Favorite  |  View/Download:56/0  |  Submit date:2018/07/30
errors-in-variables  identification  recursive estimate  strong consistency  stochastic approximation  ARMA  
人民币汇率预测的两种模型 期刊论文
系统工程理论与实践, 2008, 卷号: 028, 期号: 005, 页码: 64
Authors:  郭琨;  汪寿阳
Favorite  |  View/Download:31/0  |  Submit date:2020/01/10