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Asymptotic efficiency and probabilistic error bound for maximum likelihood-based identification of finite impulse response systems with binary-valued observations and unreliable communications 期刊论文
INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING, 2020, 页码: 18
Authors:  Guo, Jin;  Cheng, Jing;  Xue, Wenchao;  Zhao, Yanlong
Favorite  |  View/Download:1/0  |  Submit date:2020/10/12
binary-valued observations  FIR systems  packet losses  parameter identification  transmission errors  
Continuous time hidden Markov model for longitudinal data 期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2020, 卷号: 179, 页码: 16
Authors:  Zhou, Jie;  Song, Xinyuan;  Sun, Liuquan
Favorite  |  View/Download:7/0  |  Submit date:2020/09/23
Continuous-time HMMs  Longitudinal data  ML estimator  Unknown number of hidden states  SCAD penalty  
Modeling basketball games by inverse Gaussian processes 期刊论文
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2020, 页码: 11
Authors:  Tian, Xinyu;  Gao, Yiran;  Shi, Jian
Favorite  |  View/Download:7/0  |  Submit date:2020/09/23
Bayesian method  Betting  In-game prediction  Inverse Gaussian process  
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:5/0  |  Submit date:2020/09/23
Heteroscedasticity-robust  model averaging  multiplicative heteroscedasticity  plug-in  squared prediction risk  
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:13/0  |  Submit date:2020/01/10
Queueing  Interval censored data  Maximum-likelihood estimation (MLE)  Parametric bootstrap  Delta method  
Parameter Estimation Based on Set-valued Signals: Theory and Application 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2019, 卷号: 35, 期号: 2, 页码: 255-263
Authors:  Wang, Ting;  Zhang, Hang;  Zhao, Yan-long
Favorite  |  View/Download:11/0  |  Submit date:2020/01/10
set-valued signals  parameter estimation  one-time completed algorithms  iterative estimation algorithms  recursive estimation algorithms  
Quantum gate identification: Error analysis, numerical results and optical experiment 期刊论文
AUTOMATICA, 2019, 卷号: 101, 页码: 269-279
Authors:  Wang, Yuanlong;  Yin, Qi;  Dong, Daoyi;  Qi, Bo;  Petersen, Ian R.;  Hou, Zhibo;  Yonezawa, Hidehiro;  Xiang, Guo-Yong
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Quantum system  Quantum tomography  Quantum gate identification  Computational complexity  
Some Notes on Concordance between Optimization and Statistics 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2019, 页码: 6
Authors:  Mu, Weiyan;  Wei, Qiuyue;  Xiong, Shifeng
Favorite  |  View/Download:11/0  |  Submit date:2019/03/05
parameterestimationbasedonsetvaluedsignalstheoryandapplication 期刊论文
actamathematicaeapplicataesinica, 2019, 卷号: 35, 期号: 2, 页码: 255
Authors:  Wang Ting;  Zhang Hang;  Zhao Yanlong
Favorite  |  View/Download:11/0  |  Submit date:2020/01/10
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:18/0  |  Submit date:2018/07/30
Heston model  stochastic volatility model  parameter estimation  normal maximum likelihood estimation  pseudo maximum likelihood estimation  consistent extended Kalman filter