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Asymptotic efficiency and probabilistic error bound for maximum likelihood-based identification of finite impulse response systems with binary-valued observations and unreliable communications 期刊论文
INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING, 2020, 页码: 18
作者:  Guo, Jin;  Cheng, Jing;  Xue, Wenchao;  Zhao, Yanlong
收藏  |  浏览/下载:198/0  |  提交时间:2020/10/12
binary-valued observations  FIR systems  packet losses  parameter identification  transmission errors  
Statistical inference for M-t/G/Infinity queueing systems under incomplete observations 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2019, 卷号: 279, 期号: 3, 页码: 882-901
作者:  Li, Dongmin;  Hu, Qingpei;  Wang, Lujia;  Yu, Dan
收藏  |  浏览/下载:186/0  |  提交时间:2020/01/10
Queueing  Interval censored data  Maximum-likelihood estimation (MLE)  Parametric bootstrap  Delta method  
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:160/0  |  提交时间:2020/01/10
set-valued signals  parameter estimation  one-time completed algorithms  iterative estimation algorithms  recursive estimation algorithms  
Quantum gate identification: Error analysis, numerical results and optical experiment 期刊论文
AUTOMATICA, 2019, 卷号: 101, 页码: 269-279
作者:  Wang, Yuanlong;  Yin, Qi;  Dong, Daoyi;  Qi, Bo;  Petersen, Ian R.;  Hou, Zhibo;  Yonezawa, Hidehiro;  Xiang, Guo-Yong
收藏  |  浏览/下载:136/0  |  提交时间:2019/04/02
Quantum system  Quantum tomography  Quantum gate identification  Computational complexity  
Some Notes on Concordance between Optimization and Statistics 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2019, 页码: 6
作者:  Mu, Weiyan;  Wei, Qiuyue;  Xiong, Shifeng
收藏  |  浏览/下载:154/0  |  提交时间:2019/03/05
parameterestimationbasedonsetvaluedsignalstheoryandapplication 期刊论文
actamathematicaeapplicataesinica, 2019, 卷号: 35, 期号: 2, 页码: 255
作者:  Wang Ting;  Zhang Hang;  Zhao Yanlong
收藏  |  浏览/下载:152/0  |  提交时间:2020/01/10
Parameter estimates of Heston stochastic volatility model with MLE and consistent EKF algorithm 期刊论文
SCIENCE CHINA-INFORMATION SCIENCES, 2018, 卷号: 61, 期号: 4, 页码: 17
作者:  Wang, Ximei;  He, Xingkang;  Bao, Ying;  Zhao, Yanlong
收藏  |  浏览/下载:161/0  |  提交时间:2018/07/30
Heston model  stochastic volatility model  parameter estimation  normal maximum likelihood estimation  pseudo maximum likelihood estimation  consistent extended Kalman filter  
Evaluating the Accuracy of Small P-Values In Genetic Association Studies Using Edgeworth Expansions 期刊论文
SCANDINAVIAN JOURNAL OF STATISTICS, 2018, 卷号: 45, 期号: 1, 页码: 1-33
作者:  Zheng, Gang;  Xiong, Jinghong;  Li, Qizhai;  Xu, Jinfeng;  Yuan, Ao;  Gastwirth, Joe L.
收藏  |  浏览/下载:162/0  |  提交时间:2018/07/30
chi-squared test  Edgeworth expansion  maximin efficiency robust test (MERT)  maximum likelihood estimate  nuisance parameter  
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:155/0  |  提交时间:2018/07/30
Market prices of risks  GARCH diffusion model  option pricing  efficient importance sampling  maximum likelihood  particle filter  
A discrete-time and finite-state Markov Chain model for association football matches 期刊论文
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2018, 卷号: 47, 期号: 8, 页码: 2476-2485
作者:  Zou, Qingrong;  Li, Qi;  Guo, Hao;  Shi, Jian
收藏  |  浏览/下载:143/0  |  提交时间:2018/10/07
Association football  Discrete-time and finite-state Markov chain  Football outcome forecast  Maximum likelihood  Recursive algorithm  65C20  62M20  60J10  62P25