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Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance 期刊论文
JOURNAL OF ECONOMETRICS, 2010, 卷号: 159, 期号: 1, 页码: 183-201
作者:  Zhou, Yong;  Wan, Alan T. K.;  Xie, Shangyu;  Wang, Xiaojing
收藏  |  浏览/下载:117/0  |  提交时间:2018/07/30
lambda-sharp cusp  Asymptotic Distribution  Convergence  Discretized estimator  Integral estimator  Jump  Leave-one-out cross validation  Lipschitz continuous  Normal distribution  Resolution level selection  
Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility 期刊论文
JOURNAL OF ECONOMETRICS, 2008, 卷号: 143, 期号: 2, 页码: 227-262
作者:  Chen, Gongmeng;  Choi, Yoon K.;  Zhou, Yong
收藏  |  浏览/下载:93/0  |  提交时间:2018/07/30
nonparametric regression  wavelet coefficient  change points  kernel estimation  local polynomial smoother  conditional heteroscedastic variance  alpha-mixing  
Adaptive sampled-data based linear quadratic optimal control of stochastic systems 期刊论文
INTERNATIONAL JOURNAL OF CONTROL, 2007, 卷号: 80, 期号: 10, 页码: 1676-1689
作者:  Tan, S.;  Zhang, J. F.
收藏  |  浏览/下载:91/0  |  提交时间:2018/07/30
Adaptive computation for convection dominated diffusion problems 期刊论文
SCIENCE IN CHINA SERIES A-MATHEMATICS, 2004, 卷号: 47, 页码: 22-31
作者:  Chen, ZM;  Ji, GH
收藏  |  浏览/下载:98/0  |  提交时间:2018/07/30
a posteriori error estimator  characteristics  adaptive