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Heterogeneity dependence between oil prices and exchange rate: Evidence from a parametric test of Granger causality in quantiles 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2022, 卷号: 62, 页码: 15
作者:  Jiang, Yong;  Ren, Yi-Shuai;  Narayan, Seema;  Ma, Chao-Qun;  Yang, Xiao-Guang
收藏  |  浏览/下载:113/0  |  提交时间:2023/02/07
Heterogeneity dependence  Oil price  Exchange rate  Granger causality in quantiles  
Understanding the linkage-dependence structure between oil and gas markets: A new perspective 期刊论文
ENERGY, 2022, 卷号: 257, 页码: 18
作者:  Wei, Zhaohao;  Chai, Jian;  Dong, Jichang;  Lu, Quanying
收藏  |  浏览/下载:58/0  |  提交时间:2023/02/07
Oil and gas markets  Characteristic evolution  Intrinsic mechanism quantification  Non-parametric test  Multivariate GARCH-Copula  CEEMDAN-JADE-RT  
Joint modeling of generalized scale-change models for recurrent event and failure time data 期刊论文
LIFETIME DATA ANALYSIS, 2022, 页码: 33
作者:  Wang, Xiaoyu;  Sun, Liuquan
收藏  |  浏览/下载:83/0  |  提交时间:2023/02/07
Failure time  Frailty  Generalized scale-change models  Informative censoring  Joint modeling  Recurrent events  
A new method for estimating Sharpe ratio function via local maximum likelihood 期刊论文
JOURNAL OF APPLIED STATISTICS, 2022, 页码: 19
作者:  Xu, Wenchao;  Lin, Hongmei;  Tong, Tiejun;  Zhang, Riquan
收藏  |  浏览/下载:74/0  |  提交时间:2023/02/07
Direct method  heteroscedastic non-parametric regression  joint limiting distribution  local polynomial smoothing  Sharpe ratio function  
Matrix Decomposition-Based Adaptive Control of Noncanonical Form MIMO DT Nonlinear Systems 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2022, 卷号: 67, 期号: 8, 页码: 4330-4337
作者:  Zhang, Yanjun;  Zhang, Ji-Feng;  Liu, Xiao-Kang
收藏  |  浏览/下载:62/0  |  提交时间:2023/02/07
Adaptive control  matrix decomposition  noncanonical form  output tracking  
Confidence intervals for zero-inflated gamma distribution 期刊论文
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2022, 页码: 18
作者:  Wang, Xiao;  Li, Min;  Sun, Weina;  Gao, Zheng;  Li, Xinmin
收藏  |  浏览/下载:61/0  |  提交时间:2023/02/07
Confidence interval  Fiducial inference  Method of variance of estimates recovery (MOVER)  Parametric bootstrap  Zero-inflated gamma distribution  
A spectral method for stochastic fractional PDEs using dynamically-orthogonal/bi-orthogonal decomposition 期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 461, 页码: 17
作者:  Zhao, Yue;  Mao, Zhiping;  Guo, Ling;  Tang, Yifa;  Karniadakis, George Em
收藏  |  浏览/下载:58/0  |  提交时间:2023/02/07
Uncertainty quantification  Anomalous transport  Quasi Monte Carlo simulation  Generalized polynomial chaos  Long-time integration  Poly-fractonomials  
Asymptotic anatomy of the Berry phase for scalar waves in two-dimensional periodic continua 期刊论文
PROCEEDINGS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES, 2022, 卷号: 478, 期号: 2262, 页码: 28
作者:  Guzina, Bojan B.;  Oudghiri-Idrissi, Othman;  Meng, Shixu
收藏  |  浏览/下载:71/0  |  提交时间:2023/02/07
Berry phase  asymptotic model  scalar wave equation  Berry phase computation  
A convex programming solution based debiased estimator for quantile with missing response and high-dimensional covariables 期刊论文
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2022, 卷号: 168, 页码: 14
作者:  Su, Miaomiao;  Wang, Qihua
收藏  |  浏览/下载:122/0  |  提交时间:2022/04/02
High dimensions  Missing at random  Marginal response quantile  Optimal weights  Selection probability function  
Fiducial inference on gamma distributions: two-sample problems with multiple detection limits 期刊论文
ENVIRONMENTAL AND ECOLOGICAL STATISTICS, 2022, 页码: 23
作者:  Wang, Xiao;  Li, Xinmin;  Zhang, Ling;  Liu, Zhirun;  Li, Min
收藏  |  浏览/下载:119/0  |  提交时间:2022/04/02
Confidence intervals  Detection limits  Fiducial approach  Maximum likelihood estimates  Tolerance limits