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Analytical Expressions to Counterparty Credit Risk Exposures for Interest Rate Derivatives 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2022, 卷号: 38, 期号: 2, 页码: 254-270
作者:  Li, Shuang;  Peng, Cheng;  Bao, Ying;  Zhao, Yan-long;  Cao, Zhen
收藏  |  浏览/下载:119/0  |  提交时间:2022/06/21
forward rate agreement  counterparty credit risk  expected exposure  potential future exposure  
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:172/0  |  提交时间:2020/01/10
set-valued signals  parameter estimation  one-time completed algorithms  iterative estimation algorithms  recursive estimation algorithms  
Analyzing Right-Censored Length-Biased Data with Additive Hazards Model 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2017, 卷号: 33, 期号: 4, 页码: 893-908
作者:  Zhao, Mu;  Lin, Cun-jie;  Zhou, Yong
收藏  |  浏览/下载:148/0  |  提交时间:2018/07/30
additive hazards model  length-biased data  dependent censoring  estimating equation  
Statistical Inference on Seemingly Unrelated Single-Index Regression Models 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2016, 卷号: 32, 期号: 4, 页码: 945-956
作者:  He, Bing;  You, Jin-hong;  Chen, Min
收藏  |  浏览/下载:140/0  |  提交时间:2018/07/30
seemingly unrelated  contemporaneous correlation  single-index  weighted estimation  
Bifurcations of Periodic Solutions and Chaos in Josephson System with Parametric Excitation 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2015, 卷号: 31, 期号: 2, 页码: 335-368
作者:  Yuan, Shao-liang;  Jing, Zhu-jun
收藏  |  浏览/下载:108/0  |  提交时间:2018/07/30
Josephson system  bifurcations  chaos  second-order averaging method  Melnikov method  
A semiparametric additive rates model for clustered recurrent event data 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2013, 卷号: 29, 期号: 1, 页码: 55-62
作者:  He Sui;  Wang Fen;  Sun Liuquan
收藏  |  浏览/下载:130/0  |  提交时间:2021/01/14
FAILURE TIME DATA  REGRESSION-MODELS  RISK MODEL  additive rates  clustered failure time data  estimating equation  marginal model  recurrent events  
Least absolute deviation estimation of autoregressive conditional duration model 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2011, 卷号: 27, 期号: 2, 页码: 243-254
作者:  Liu, Wei;  Wang, Hui-min;  Chen, Min
收藏  |  浏览/下载:151/0  |  提交时间:2018/07/30
least absolute deviation estimation  ACD model  heavy tail  
Distribution estimation with smoothed auxiliary information 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2011, 卷号: 27, 期号: 1, 页码: 167-176
作者:  Liu, Xu;  Ishfaq, Ahmad
收藏  |  浏览/下载:112/0  |  提交时间:2018/07/30
Auxiliary information  Empirical likelihood  Estimating equations  Smoothed estimating function  Symmetric distribution  
Semiparametric analysis of longitudinal data with informative observation times 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2011, 卷号: 27, 期号: 1, 页码: 29-42
作者:  Sun, Liu-quan;  Mu, Xiao-yun;  Sun, Zhi-hua;  Tong, Xing-wei
收藏  |  浏览/下载:129/0  |  提交时间:2018/07/30
Estimating equations  Informative observation times  Joint modeling  Latent variables  Longitudinal data  
Mixture normal models in which the proportions of susceptibility are related to dose levels 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2010, 卷号: 26, 期号: 3, 页码: 463-472
作者:  He, Bing;  Chen, Min;  Song, Li-xin;  Wang, De-hui
收藏  |  浏览/下载:150/0  |  提交时间:2018/07/30
Dose-response  EM-algorithm  mixture normal models  susceptibility