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Nonlinear Least Squares Estimation of Log-ACD Models 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2018, 卷号: 34, 期号: 3, 页码: 516-533
Authors:  Chen, Zhao;  Liu, Wei;  Wang, Christina Dan;  Wu, Wu-qing;  Wu, Yao-hua
Favorite  |  View/Download:32/0  |  Submit date:2018/09/08
Log-ACD model  nonlinear least squares estimation  Log-GARCH model  heavy-tail  
Sure explained variability and independence screening 期刊论文
JOURNAL OF NONPARAMETRIC STATISTICS, 2017, 卷号: 29, 期号: 4, 页码: 849-883
Authors:  Chen, Min;  Lian, Yimin;  Chen, Zhao;  Zhang, Zhengjun
Favorite  |  View/Download:43/0  |  Submit date:2018/07/30
Feature screening  sure screening property  generalised measures of correlation  nonparametric inference  model-free approach