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Conformalized temporal convolutional quantile regression networks for wind power interval forecasting 期刊论文
ENERGY, 2022, 卷号: 248, 页码: 16
Authors:  Hu, Jianming;  Luo, Qingxi;  Tang, Jingwei;  Heng, Jiani;  Deng, Yuwen
Favorite  |  View/Download：19/0  |  Submit date：2023/02/07
Wind power interval prediction  Temporal convolutional network  Conformalized quantile regression  
Direct local linear estimation for Sharpe ratio function 期刊论文
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2021, 页码: 23
Authors:  Lin, Hongmei;  Tong, Tiejun;  Wang, Yuedong;  Xu, Wenchao;  Zhang, Riquan
Favorite  |  View/Download：68/0  |  Submit date：2022/04/02
Heteroscedasticity  local likelihood estimation  local linear regression  nonparametric regression  Sharpe ratio function  
Convergence of Self-Tuning Regulators under Conditional Heteroscedastic Noises with Unknown High-Frequency Gain 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2020, 页码: 15
Authors:  Zhang, Yaqi;  Guo, Lei
Favorite  |  View/Download：94/0  |  Submit date：2021/01/14
ARCH model  conditional heteroscedasticity  convergence  self-tuning regulator  weighted least-squares algorithm  
Model averaging in a multiplicative heteroscedastic model 期刊论文
ECONOMETRIC REVIEWS, 2020, 页码: 25
Authors:  Zhao, Shangwei;  Ma, Yanyuan;  Wan, Alan T. K.;  Zhang, Xinyu;  Wang, Shouyang
Favorite  |  View/Download：97/0  |  Submit date：2020/09/23
Heteroscedasticity-robust  model averaging  multiplicative heteroscedasticity  plug-in  squared prediction risk  
A Mallows-Type Model Averaging Estimator for the Varying-Coefficient Partially Linear Model 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2019, 卷号: 114, 期号: 526, 页码: 882-892
Authors:  Zhu, Rong;  Wan, Alan T. K.;  Zhang, Xinyu;  Zou, Guohua
Favorite  |  View/Download：130/0  |  Submit date：2020/01/10
Asymptotic optimality  Heteroscedasticity  Mallows criterion  Model averaging  Varying-coefficient partially linear model  
Analysis of censored data under heteroscedastic transformation regression models with unknown transformation function 期刊论文
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2018, 卷号: 46, 期号: 2, 页码: 233-245
Authors:  Wang, Qihua;  Wang, Xuan
Favorite  |  View/Download：150/0  |  Submit date：2018/07/30
Censored data  heteroscedasticity  transformation regression model  
Spatial weights matrix selection and model averaging for spatial autoregressive models 期刊论文
JOURNAL OF ECONOMETRICS, 2018, 卷号: 203, 期号: 1, 页码: 1-18
Authors:  Zhang, Xinyu;  Yu, Jihai
Favorite  |  View/Download：106/0  |  Submit date：2018/07/30
Model averaging  Model selection  Spatial autoregressive  Spatial econometrics  
returnandvolatilityspilloverseffectsstudyofasianemergingstockmarkets 期刊论文
journalofsystemsscienceandinformation, 2018, 卷号: 6, 期号: 2, 页码: 97
Authors:  Roni Bhowmik;  Abbas Ghulam
Favorite  |  View/Download：100/0  |  Submit date：2020/01/10
Buffered Autoregressive Models With Conditional Heteroscedasticity: An Application to Exchange Rates 期刊论文
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2017, 卷号: 35, 期号: 4, 页码: 528-542
Authors:  Zhu, Ke;  Li, Wai Keung;  Yu, Philip L. H.
Favorite  |  View/Download：103/0  |  Submit date：2018/07/30
Buffered AR-GARCH model  Buffered AR model  Exchange rate  GARCH model  Nonlinear time series  Threshold AR model  
Model averaging with averaging covariance matrix 期刊论文
ECONOMICS LETTERS, 2016, 卷号: 145, 页码: 214-217
Authors:  Zhao, Shangwei;  Zhang, Xinyu;  Gao, Yichen
Favorite  |  View/Download：72/0  |  Submit date：2018/07/30
Asymptotic optimality  Heteroscedasticity  Model averaging