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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:181/0  |  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  
Evaluating the Accuracy of Small P-Values In Genetic Association Studies Using Edgeworth Expansions 期刊论文
SCANDINAVIAN JOURNAL OF STATISTICS, 2018, 卷号: 45, 期号: 1, 页码: 1-33
作者:  Zheng, Gang;  Xiong, Jinghong;  Li, Qizhai;  Xu, Jinfeng;  Yuan, Ao;  Gastwirth, Joe L.
收藏  |  浏览/下载:174/0  |  提交时间:2018/07/30
chi-squared test  Edgeworth expansion  maximin efficiency robust test (MERT)  maximum likelihood estimate  nuisance parameter  
Performance output tracking for one-dimensional wave equation subject to unmatched general disturbance and non-collocated control 期刊论文
EUROPEAN JOURNAL OF CONTROL, 2018, 卷号: 39, 页码: 39-52
作者:  Zhou, Hua-Cheng;  Guo, Bao-Zhu
收藏  |  浏览/下载:177/0  |  提交时间:2018/07/30
Wave equation  Boundary control  Performance output tracking  Disturbance rejection  stabilization  
Average Consensus of Multi-Agent Systems Under Directed Topologies and Binary-Valued Communications 期刊论文
IEEE ACCESS, 2018, 卷号: 6, 页码: 55995-56006
作者:  Wang, Ting;  Zhang, Hang;  Zhao, Yanlong
收藏  |  浏览/下载:133/0  |  提交时间:2019/01/11
Binary-valued communications  multi-agent systems  average consensus  state estimation  control design  directed topologies  
HETEROGENEOUS MULTISCALE METHOD FOR OPTIMAL CONTROL PROBLEM GOVERNED BY ELLIPTIC EQUATIONS WITH HIGHLY OSCILLATORY COEFFICIENTS 期刊论文
JOURNAL OF COMPUTATIONAL MATHEMATICS, 2018, 卷号: 36, 期号: 5, 页码: 644-660
作者:  Ge, Liang;  Yan, Ningning;  Wang, Lianhai;  Liu, Wenbin;  Yang, Danping
收藏  |  浏览/下载:192/0  |  提交时间:2019/03/05
Constrained convex optimal control  Heterogeneous multiscale finite element  A priori error estimate  Elliptic equations with highly oscillatory coefficients  
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:151/0  |  提交时间:2020/01/10