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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：156/0  |  Submit date：2020/09/23
Continuous-time HMMs  Longitudinal data  ML estimator  Unknown number of hidden states  SCAD penalty  
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：124/0  |  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：98/0  |  Submit date：2020/01/10
Inference for ordered parameters in multinomial distributions 期刊论文
SCIENCE IN CHINA SERIES A-MATHEMATICS, 2009, 卷号: 52, 期号: 3, 页码: 526-538
Authors:  Xiong ShiFeng;  Li GuoYing
Favorite  |  View/Download：73/0  |  Submit date：2018/07/30
multinomial distribution  ordered parameters  weighted sum estimator  asymptotic normality