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Statistical inference for M-t/G/Infinity queueing systems under incomplete observations 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2019, 卷号: 279, 期号: 3, 页码: 882-901
Authors:  Li, Dongmin;  Hu, Qingpei;  Wang, Lujia;  Yu, Dan
Favorite  |  View/Download:18/0  |  Submit date:2020/01/10
Queueing  Interval censored data  Maximum-likelihood estimation (MLE)  Parametric bootstrap  Delta method  
Parameter estimates of Heston stochastic volatility model with MLE and consistent EKF algorithm 期刊论文
SCIENCE CHINA-INFORMATION SCIENCES, 2018, 卷号: 61, 期号: 4, 页码: 17
Authors:  Wang, Ximei;  He, Xingkang;  Bao, Ying;  Zhao, Yanlong
Favorite  |  View/Download:26/0  |  Submit date:2018/07/30
Heston model  stochastic volatility model  parameter estimation  normal maximum likelihood estimation  pseudo maximum likelihood estimation  consistent extended Kalman filter  
parameterestimatesofhestonstochasticvolatilitymodelwithmleandconsistentekfalgorithm 期刊论文
sciencechinainformationscience, 2018, 卷号: 61, 期号: 4, 页码: 17
Authors:  Wang Ximei;  He Xingkang;  Bao Ying;  Zhao Yanlong
Favorite  |  View/Download:15/0  |  Submit date:2020/01/10
Empirical likelihood inference for logistic equation with random perturbation 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2014, 卷号: 27, 期号: 2, 页码: 350-359
Authors:  Hu Xuemei
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MOMENT RESTRICTIONS  Empirical likelihood ratio statistic  estimating equations  logistic equation with random perturbation  maximum empirical likelihood estimations  maximum likelihood estimation  
Unbiased invariant minimum norm estimation in generalized growth curve model 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2006, 卷号: 97, 期号: 8, 页码: 1718-1741
Authors:  Wu, Xiaoyong;  Zou, Guohua;  Chen, Jianwei
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generalized growth curve model  MINQE(U, I)  MINQLE(U, I)  UMVIQUE  
Estimation of the location parameter of the l(1)-norm symmetric matrix variate distributions 期刊论文
STATISTICS & PROBABILITY LETTERS, 2002, 卷号: 57, 期号: 3, 页码: 269-280
Authors:  Fang, BQ
Favorite  |  View/Download:7/0  |  Submit date:2018/07/30
unbiased estimator  MLE  UMVUE  exponential distribution