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Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility 期刊论文
JOURNAL OF ECONOMETRICS, 2008, 卷号: 143, 期号: 2, 页码: 227-262
作者:  Chen, Gongmeng;  Choi, Yoon K.;  Zhou, Yong
收藏  |  浏览/下载:93/0  |  提交时间:2018/07/30
nonparametric regression  wavelet coefficient  change points  kernel estimation  local polynomial smoother  conditional heteroscedastic variance  alpha-mixing  
Successive approximations of infinite dimensional SDEs with jump 期刊论文
STOCHASTICS AND DYNAMICS, 2005, 卷号: 5, 期号: 4, 页码: 609-619
作者:  Cao, GL;  He, K;  Zhang, XC
收藏  |  浏览/下载:118/0  |  提交时间:2018/07/30
successive approximations  non-Markovian  Poisson point process