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Asset selection based on high frequency Sharpe ratio 期刊论文
JOURNAL OF ECONOMETRICS, 2022, 卷号: 227, 期号: 1, 页码: 168-188
Authors:  Wang, Christina Dan;  Chen, Zhao;  Lian, Yimin;  Chen, Min
Favorite  |  View/Download：108/0  |  Submit date：2022/04/29
Asset selection  High frequency Sharpe ratio  Ultrahigh dimensional  Serial correlation  Sure screening property  
Eddy heat exchange at the boundary under white noise turbulence 期刊论文
PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES, 2022, 卷号: 380, 期号: 2219, 页码: 13
Authors:  Flandoli;  Galeati, L;  Luo, DJ
Favorite  |  View/Download：79/0  |  Submit date：2023/03/14
turbulence  eddy diffusion  vortex patch  covariance matrix  Dirichlet boundary condition  first eigenvalue  
A semiparametric additive rate model for a modulated renewal process 期刊论文
LIFETIME DATA ANALYSIS, 2018, 卷号: 24, 期号: 4, 页码: 675-698
Authors:  Chen, Xin;  Ding, Jieli;  Sun, Liuquan
Favorite  |  View/Download：156/0  |  Submit date：2019/03/05
Additive rate model  Block bootstrap  Estimating equation  Mixing condition  Modulated renewal process  Recurrent event data  
A central limit theorem and law of the iterated logarithm for a random field with exponential decay of correlations 期刊论文
CANADIAN JOURNAL OF MATHEMATICS-JOURNAL CANADIEN DE MATHEMATIQUES, 2004, 卷号: 56, 期号: 1, 页码: 209-224
Authors:  Schmuland, B;  Sun, W
Favorite  |  View/Download：51/0  |  Submit date：2018/07/30
law of the iterated logarithm  
Strong consistency of nearest neighbor kernel regression estimation for stationary dependent samples 期刊论文
SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY, 1998, 卷号: 41, 期号: 9, 页码: 918-926
Authors:  Lu, ZD;  Cheng, P
Favorite  |  View/Download：54/0  |  Submit date：2018/07/30
alpha-mixing stationary sequence  nearest neighbor density  nearest neighbor kernel regression  modified nearest neighbor kernel regression  strong consistency  nonlinear time series  
Distribution-free strong consistency for nonparametric kernel regression involving nonlinear time series 期刊论文
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1997, 卷号: 65, 期号: 1, 页码: 67-86
Authors:  Lu, ZD;  Cheng, P
Favorite  |  View/Download：66/0  |  Submit date：2018/07/30
alpha-mixing stationary sequence  kernel regression  modified kernel regression  distribution-free strong consistency  nonlinear time series models  
STABILITY OF RECURSIVE STOCHASTIC TRACKING ALGORITHMS 期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 1994, 卷号: 32, 期号: 5, 页码: 1195-1225
Authors:  GUO, L
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STOCHASTIC SYSTEMS  ADAPTIVE SYSTEMS  PARAMETER ESTIMATION  TRACKING ALGORITHMS  TIME VARYING  STABILITY  EXCITATION