CSpace

浏览/检索结果: 共5条,第1-5条 帮助

限定条件    
已选(0)清除 条数/页:   排序方式:
asymptoticpropertiesofdistributedsocialsamplingalgorithm 期刊论文
sciencechinainformationscience, 2020, 卷号: 63, 期号: 1
作者:  Liu Qian;  He Xingkang;  Fang Haitao
收藏  |  浏览/下载:156/0  |  提交时间:2020/05/24
基于高频数据的非平稳GARCH(1,1)模型的拟极大指数似然估计 期刊论文
中国科学:数学, 2018, 卷号: 48.0, 期号: 003, 页码: 443-456
作者:  吴思鑫;  冯牧;  张虎;  陈敏
收藏  |  浏览/下载:168/0  |  提交时间:2021/01/14
高频数据  非平稳  GARCH模型  拟极大指数似然估计  VaR  
Estimation in a semi-varying coefficient model for panel data with fixed effects 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2014, 卷号: 27, 期号: 3, 页码: 594-604
作者:  Hu Xuemei
收藏  |  浏览/下载:111/0  |  提交时间:2021/01/14
PARTIALLY LINEAR-MODELS  EFFICIENT ESTIMATION  NONPARAMETRIC-ESTIMATION  Fixed effect  profile likelihood  semi-varying coefficient model for panel data  
Efficient estimation of seemingly unrelated additive nonparametric regression models 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2013, 卷号: 26, 期号: 4, 页码: 595-608
作者:  Yuan Yuan;  You Jinhong;  Zhou Yong
收藏  |  浏览/下载:104/0  |  提交时间:2021/01/14
BAYESIAN-INFERENCE  CONSISTENCY  Additive structure  asymptotic normality  nonparametric modelling  polynomial spline  seemingly unrelated regression  two-stage estimation  
Generalized profile LSE in varying-coefficient partially linear models with measurement errors 期刊论文
Acta Mathematicae Applicatae Sinica, English Series,, 2013, 卷号: 29, 期号: 3, 页码: 477-490
作者:  Ma Yunbei;  You Jinhong;  Zhou Yong
收藏  |  浏览/下载:73/0  |  提交时间:2021/01/14
REGRESSION-MODELS  VARIABLES  INFERENCES  Semiparametric modeling  varying-coefficient  measurement error  local polynomial  profile least squares  asymptotic normality