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OPTIMAL MODEL AVERAGING BASED ON GENERALIZED METHOD OF MOMENTS 期刊论文
STATISTICA SINICA, 2021, 卷号: 31, 期号: 4, 页码: 2103-2122
作者:  Zhang, Xinyu
收藏  |  浏览/下载:126/0  |  提交时间:2022/04/02
Asymptotic optimality  consistency  generalized method of moments  model averaging  
The structure of entrance laws for time-inhomogeneous Ornstein-Uhlenbeck processes with Levy noise in Hilbert spaces 期刊论文
INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, 2021, 卷号: 24, 期号: 02, 页码: 23
作者:  Majid, Narges Rezvani;  Roeckner, Michael
收藏  |  浏览/下载:133/0  |  提交时间:2021/10/26
Entrance laws  evolution system of measures  Ornstein Uhlenbeck processes  Levy processes  integral representations  
Model averaging based on generalized method of moments 期刊论文
ECONOMICS LETTERS, 2021, 卷号: 200, 页码: 5
作者:  Wang, Weiwei;  Zhang, Qi;  Zhang, Xinyu;  Li, Xinmin
收藏  |  浏览/下载:135/0  |  提交时间:2021/04/26
Generalized method of moments  Model averaging  Cross-validation criterion  Asymptotic optimality