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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:172/0  |  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  
Empirical likelihood inference for logistic equation with random perturbation 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2014, 卷号: 27, 期号: 2, 页码: 350-359
作者:  Hu Xuemei
收藏  |  浏览/下载:112/0  |  提交时间:2021/01/14
MOMENT RESTRICTIONS  Empirical likelihood ratio statistic  estimating equations  logistic equation with random perturbation  maximum empirical likelihood estimations  maximum likelihood estimation  
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:115/0  |  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  
Choice of weights in FMA estimators under general parametric models 期刊论文
SCIENCE CHINA-MATHEMATICS, 2013, 卷号: 56, 期号: 3, 页码: 443-457
作者:  Zhang XinYu;  Zou GuoHua;  Liang Hua
收藏  |  浏览/下载:98/0  |  提交时间:2021/01/14
REGRESSION  SELECTION  asymptotic optimality  likelihood inference  model averaging  model selection  model selection diagnostics  
Analyzing Left-truncated and Right-censored Data under Cox Models with Long-term Survivors 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2013, 卷号: 29, 期号: 2, 页码: 241-252
作者:  Zhang Feipeng;  Zhou Yong
收藏  |  浏览/下载:99/0  |  提交时间:2021/01/14
HAZARDS CURE MODEL  PROPORTIONAL HAZARDS  MIXTURE-MODELS  REGRESSION-MODEL  TIME  semiparametric proportional hazards models  left-truncated and right-censored data  long-term survivors  
Functional coefficient autoregressive conditional root model 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2012, 卷号: 25, 期号: 5, 页码: 998-1013
作者:  Zhou Jianjun;  Chen Min
收藏  |  浏览/下载:118/0  |  提交时间:2021/01/14
NONLINEAR TIME-SERIES  REGRESSION-MODELS  DIVERGING NUMBER  LIKELIHOOD  PARAMETERS  Ergodicity  functional coefficient  polynomial spline function  
Rejoinder for Gaining efficiency via weighted estimators for multivariate failure time data 期刊论文
SCIENCE IN CHINA SERIES A-MATHEMATICS, 2009, 卷号: 52, 期号: 6, 页码: 1137-1138
作者:  Fan JianQing;  Zhou Yong;  Cai JianWen;  Chen Min
收藏  |  浏览/下载:170/0  |  提交时间:2021/01/14
NONCONCAVE PENALIZED LIKELIHOOD  SELECTION  
EDGEWORTH EXPANSION AND BOOTSTRAP APPROXIMATION FOR THE STUDENTIZED MLE FROM RANDOMLY CENSORED EXPONENTIAL SAMPLES 期刊论文
数学物理学报:B辑英文版, 2000, 卷号: 000, 期号: 004, 页码: 522-532
作者:  Wang QH(王启华)
收藏  |  浏览/下载:111/0  |  提交时间:2021/01/14
Maxlihood  likelihood  estimate  edgeworth  expansion  bootstrap  approxima-  tion?