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Convergence rates of discrete-time stochastic approximation consensus algorithms: Graph-related limit bounds 期刊论文
SYSTEMS & CONTROL LETTERS, 2018, 卷号: 112, 页码: 9-17
作者:  Tang, Huaibin;  Li, Tao
收藏  |  浏览/下载:170/0  |  提交时间:2018/07/30
Consensus  Sensor network  Martingale difference sequence  Stochastic approximation  Convergence rate  
Estimation of market prices of risks in the GARCH diffusion model 期刊论文
ECONOMIC RESEARCH-EKONOMSKA ISTRAZIVANJA, 2018, 卷号: 31, 期号: 1, 页码: 15-36
作者:  Wu, Xinyu;  Zhou, Hailin;  Wang, Shouyang
收藏  |  浏览/下载:156/0  |  提交时间:2018/07/30
Market prices of risks  GARCH diffusion model  option pricing  efficient importance sampling  maximum likelihood  particle filter  
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:124/0  |  提交时间:2019/01/11
Binary-valued communications  multi-agent systems  average consensus  state estimation  control design  directed topologies  
EFFICIENT AND QUALIFIED MESH GENERATION FOR GAUSSIAN MOLECULAR SURFACE USING ADAPTIVE PARTITION AND PIECEWISE POLYNOMIAL APPROXIMATION 期刊论文
SIAM JOURNAL ON SCIENTIFIC COMPUTING, 2018, 卷号: 40, 期号: 2, 页码: B507-B527
作者:  Liu, Tiantian;  Chen, Minxin;  Lu, Benzhuo
收藏  |  浏览/下载:162/0  |  提交时间:2018/07/30
surface mesh generation  Gaussian surface  triangulation  adaptive partition  trilinear polynomial  
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:169/0  |  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