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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
Authors:  Jiang, Shangrong;  Li, Yuze;  Lu, Quanying;  Wang, Shouyang;  Wei, Yunjie
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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
Authors:  Sun, Zhihua;  Luo, Dongshan;  Zhou, Xiaohua;  Zhang, Qingzhao
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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
Authors:  Hu Xuemei
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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
Authors:  Zhu Rong;  Zhou Sherry Z F
Favorite  |  View/Download:51/0  |  Submit date: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
Authors:  Zhu Rong;  Zhou Sherry Z F
Favorite  |  View/Download:43/0  |  Submit date: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
Authors:  Xu, Xingzhong;  Zhang, Qian;  Ding, Xiaobo
Favorite  |  View/Download:69/0  |  Submit date: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
Authors:  Hu, Huimin;  Xu, Xingzhong;  Li, Guoying
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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
Authors:  Hu Huimin;  Xu Xingzhong;  Li Guoying
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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
Authors:  Xiong Shifeng;  Li Guoying
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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
Authors:  Qin, Huaizhen;  Wan, Alan T. K.;  Zou, Guohua
Favorite  |  View/Download:47/0  |  Submit date:2018/07/30
AR(1)  Linear regression  MA(1)  Power  Rule of thumb  Sensitivity  Size