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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:164/0  |  提交时间:2020/01/10
set-valued signals  parameter estimation  one-time completed algorithms  iterative estimation algorithms  recursive estimation algorithms  
M-estimation for periodic GARCH model with high-frequency data 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2017, 卷号: 33, 期号: 3, 页码: 717-730
作者:  Fan, Peng-ying;  Wu, Si-xin;  Zhao, Zi-long;  Chen, Min
收藏  |  浏览/下载:156/0  |  提交时间:2018/07/30
asymptotic normality  consistency  high-frequency data  PGARCH model  M-estimator  
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:137/0  |  提交时间:2018/07/30
seemingly unrelated  contemporaneous correlation  single-index  weighted estimation  
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:147/0  |  提交时间:2018/07/30
least absolute deviation estimation  ACD model  heavy tail