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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
作者:  Wang, Ting;  Zhang, Hang;  Zhao, Yan-long
收藏  |  浏览/下载:178/0  |  提交时间:2020/01/10
set-valued signals  parameter estimation  one-time completed algorithms  iterative estimation algorithms  recursive estimation algorithms  
parameterestimationbasedonsetvaluedsignalstheoryandapplication 期刊论文
actamathematicaeapplicataesinica, 2019, 卷号: 35, 期号: 2, 页码: 255
作者:  Wang Ting;  Zhang Hang;  Zhao Yanlong
收藏  |  浏览/下载:166/0  |  提交时间: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
作者:  Wang, Ximei;  He, Xingkang;  Bao, Ying;  Zhao, Yanlong
收藏  |  浏览/下载:182/0  |  提交时间: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
作者:  Wang Ximei;  He Xingkang;  Bao Ying;  Zhao Yanlong
收藏  |  浏览/下载:152/0  |  提交时间:2020/01/10
Iterative parameter estimate with batched binary-valued observations 期刊论文
SCIENCE CHINA-INFORMATION SCIENCES, 2016, 卷号: 59, 期号: 5, 页码: 18
作者:  Zhao, Yanlong;  Bi, Wenjian;  Wang, Ting
收藏  |  浏览/下载:134/0  |  提交时间:2018/07/30
Binary-valued observation  maximum likelihood estimate  strongly convex  system identification  exponential rate  
iterativeparameterestimatewithbatchedbinaryvaluedobservations 期刊论文
sciencechinainformationsciences, 2016, 卷号: 59, 期号: 5, 页码: 18
作者:  Zhao Yanlong;  Bi Wenjian;  Wang Ting
收藏  |  浏览/下载:120/0  |  提交时间:2020/01/10