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Recursive identification for EIV ARMAX systems 期刊论文
SCIENCE IN CHINA SERIES F-INFORMATION SCIENCES, 2009, 卷号: 52, 期号: 11, 页码: 1964-1972
作者:  Chen HanFu
收藏  |  浏览/下载:92/0  |  提交时间:2018/07/30
multivariate ARMAX  errors-in-variables  recursive identification  convergence  
Empirical likelihood based diagnostics for heteroscedasticity in partially linear errors-in-variables models 期刊论文
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2009, 卷号: 139, 期号: 3, 页码: 916-929
作者:  Wong, Heung;  Liu, Feng;  Chen, Min;  Ip, Wai Cheung
收藏  |  浏览/下载:144/0  |  提交时间:2018/07/30
Heteroscedasticity  Empirical likelihood ratio  Partially linear models  Errors-in-variables  Nuisance parameter  
STATISTICAL INFERENCE FOR SEMIPARAMETRIC VARYING-COEFFICIENT PARTIALLY LINEAR MODELS WITH ERROR-PRONE LINEAR COVARIATES 期刊论文
ANNALS OF STATISTICS, 2009, 卷号: 37, 期号: 1, 页码: 427-458
作者:  Zhou, Yong;  Liang, Hua
收藏  |  浏览/下载:99/0  |  提交时间:2018/07/30
Ancillary variables  de-noise linear model  errors-in-variable  profile least-square-based estimator  rational expection model  validation data  wild bootstrap  
Identification of errors-in-variables systems with ARMA observation noises 期刊论文
SYSTEMS & CONTROL LETTERS, 2008, 卷号: 57, 期号: 5, 页码: 420-424
作者:  Song, Qi-jiang;  Chen, Han-Fu
收藏  |  浏览/下载:102/0  |  提交时间:2018/07/30
errors-in-variables  identification  recursive estimate  strong consistency  stochastic approximation  ARMA  
Recursive identification for multivariate errors-in-variables systems 期刊论文
AUTOMATICA, 2007, 卷号: 43, 期号: 7, 页码: 1234-1242
作者:  Chen, Han-Fu
收藏  |  浏览/下载:84/0  |  提交时间:2018/07/30
multivariate system  errors-in-variables (EIV) Yule-Walker equation  stochastic approximation  convergence  strong consistency  
Strongly consistent coefficient estimate for errors-in-variables models 期刊论文
AUTOMATICA, 2005, 卷号: 41, 期号: 6, 页码: 1025-1033
作者:  Chen, HF;  Yang, JM
收藏  |  浏览/下载:120/0  |  提交时间:2018/07/30
errors-in-variables  ARMA  identifiability  strong consistency  convergence rate  
Estimation in a semiparametric partially linear errors-in-variables model 期刊论文
ANNALS OF STATISTICS, 1999, 卷号: 27, 期号: 5, 页码: 1519-1535
作者:  Liang, H;  Hardle, W;  Carroll, RJ
收藏  |  浏览/下载:96/0  |  提交时间:2018/07/30
errors-in-variables  measurement error  nonparametric likelihood  orthogonal regression  partially linear model  semiparametric models  structural relations