CSpace

浏览/检索结果: 共14条,第1-10条 帮助

已选(0)清除 条数/页:   排序方式:
Volatility communicator or receiver? Investigating volatility spillover mechanisms among Bitcoin and other financial markets 期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2022, 卷号: 59, 页码: 14
作者:  Jiang, Shangrong;  Li, Yuze;  Lu, Quanying;  Wang, Shouyang;  Wei, Yunjie
收藏  |  浏览/下载:128/0  |  提交时间:2022/04/02
Volatility spillover  Financial property  TVP-VAR model  Variational mode decomposition  Hypotheses testing  
Comparative studies on the adequacy check of parametric measurement error models with auxiliary variable 期刊论文
STATISTICAL PAPERS, 2020, 页码: 29
作者:  Sun, Zhihua;  Luo, Dongshan;  Zhou, Xiaohua;  Zhang, Qingzhao
收藏  |  浏览/下载:130/0  |  提交时间:2020/05/24
Weighted integrated squared distance test  U-statistic test  Empirical process based test  Power comparisons  Measurement error  
The indirect method for stochastic logistic growth models 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017, 卷号: 46, 期号: 3, 页码: 1506-1518
作者:  Hu Xuemei
收藏  |  浏览/下载:100/0  |  提交时间:2018/07/30
Indirect inference  likelihood ratio-type indirect test  stochastic logistic growth models  62G08  62G20  
testinginequalityconstraintsinalinearregressionmodelwithsphericallysymmetricdisturbances 期刊论文
journalofsystemsscienceandcomplexity, 2014, 卷号: 27, 期号: 6, 页码: 1204
作者:  Zhu Rong;  Zhou Sherry Z F
收藏  |  浏览/下载:98/0  |  提交时间:2020/01/10
Testing inequality constraints in a linear regression model with spherically symmetric disturbances 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2014, 卷号: 27, 期号: 6, 页码: 1204-1212
作者:  Zhu Rong;  Zhou Sherry Z F
收藏  |  浏览/下载:100/0  |  提交时间:2021/01/14
SQUARED ERROR LOSS  SAMPLING PERFORMANCE  RESTRICTED ESTIMATOR  HYPOTHESIS  PRETEST  COEFFICIENTS  PARAMETER  VARIANCE  PRICES  Inequality constraint  spherically symmetric distribution  Wald test  
Hypothesis Testing and Confidence Regions for the Mean Sojourn Time of an M/M/1 Queueing System 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2011, 卷号: 40, 期号: 1, 页码: 28-39
作者:  Xu, Xingzhong;  Zhang, Qian;  Ding, Xiaobo
收藏  |  浏览/下载:116/0  |  提交时间:2018/07/30
Confidence interval  M  M  1 queueing system  Mean sojourn time  p value  Uniformly most accurate confidence bounds  Uniformly most powerful tests  
GENERALIZED p-VALUES FOR TESTING REGRESSION COEFFICIENTS IN PARTIALLY LINEAR MODELS 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2010, 卷号: 23, 期号: 6, 页码: 1118-1132
作者:  Hu, Huimin;  Xu, Xingzhong;  Li, Guoying
收藏  |  浏览/下载:97/0  |  提交时间:2018/07/30
Fiducial inference  frequency property  generalized p-value  hypothesis testing  partially linear model  
generalizedpvaluesfortestingregressioncoefficientsinpartiallylinearmodels 期刊论文
journalofsystemsscienceandcomplexity, 2010, 卷号: 23, 期号: 6, 页码: 1118
作者:  Hu Huimin;  Xu Xingzhong;  Li Guoying
收藏  |  浏览/下载:101/0  |  提交时间:2020/01/10
DISPERSION COMPARISONS OF TWO PROBABILITY VECTORS UNDER MULTINOMIAL SAMPLING 期刊论文
Acta Mathematica Scientia, 2010, 卷号: 30, 期号: 3, 页码: 907
作者:  Xiong Shifeng;  Li Guoying
收藏  |  浏览/下载:80/0  |  提交时间:2018/07/30
On the sensitivity of the one-sided t test to covariance misspecification 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2009, 卷号: 100, 期号: 8, 页码: 1593-1609
作者:  Qin, Huaizhen;  Wan, Alan T. K.;  Zou, Guohua
收藏  |  浏览/下载:86/0  |  提交时间:2018/07/30
AR(1)  Linear regression  MA(1)  Power  Rule of thumb  Sensitivity  Size