机构

• 数学与系统科学研究... [13]
• 中国科学院大学 [1]

采集方式

• OAI收割 [13]
• iSwitch采集 [1]

内容类型

• 期刊论文 [14]

发表日期

• 2022 [2]
• 2021 [3]
• 2019 [1]
• 2018 [1]
• 2017 [2]
• 2016 [1]
• 更多

学科主题

筛选

浏览/检索结果: 共14条，第1-10条 帮助 条数/页： 5101520253035404550556065707580859095100 排序方式： 请选择题名升序题名降序提交时间升序提交时间降序作者升序作者降序发表日期升序发表日期降序 Adjusted-range self-normalized confidence interval construction for censored dependent data 期刊论文  OAI收割 ECONOMICS LETTERS, 2022, 卷号: 220, 页码: 5 作者:  Sun, Jiajing;  Hong, Yongmiao;  Linton, Oliver;  Zhao, Xiaolu   |  收藏  |  浏览/下载：24/0  |  提交时间：2023/02/07 Adjusted-range  Censored dependent data  Empirical likelihood  Self-normalization  Survival analysis   Probabilistic and deterministic wind speed forecasting based on non-parametric approaches and wind characteristics information 期刊论文  OAI收割 APPLIED ENERGY, 2022, 卷号: 306, 页码: 13 作者:  Heng, Jiani;  Hong, Yongmiao;  Hu, Jianming;  Wang, Shouyang   |  收藏  |  浏览/下载：42/0  |  提交时间：2022/04/02 Probabilistic and deterministic wind speed  forecasting  Wind characteristic information  Probability density functions  Generalized Gaussian process  Pseudo-Likelihood   Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models 期刊论文  OAI收割 ECONOMETRIC REVIEWS, 2021, 卷号: 40, 期号: 6, 页码: 584-606 作者:  He, Yanan;  Han, Ai;  Hong, Yongmiao;  Sun, Yuying;  Wang, Shouyang   |  收藏  |  浏览/下载：24/0  |  提交时间：2021/10/26 ACI model  interval-valued crude oil prices  range  trading strategy  volatility forecast   Time-varying model averaging? 期刊论文  OAI收割 JOURNAL OF ECONOMETRICS, 2021, 卷号: 222, 期号: 2, 页码: 974-992 作者:  Sun, Yuying;  Hong, Yongmiao;  Lee, Tae-Hwy;  Wang, Shouyang;  Zhang, Xinyu   |  收藏  |  浏览/下载：25/0  |  提交时间：2021/06/01 Asymptotic optimality  Forecast combination  Local stationarity  Model averaging  Structural change  Time-varying model averaging   Policy assessments for the carbon emission flows and sustainability of Bitcoin blockchain operation in China 期刊论文  OAI收割 NATURE COMMUNICATIONS, 2021, 卷号: 12, 期号: 1, 页码: 10 作者:  Jiang, Shangrong;  Li, Yuze;  Lu, Quanying;  Hong, Yongmiao;  Guan, Dabo   |  收藏  |  浏览/下载：32/0  |  提交时间：2021/10/26 Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling 期刊论文  OAI收割 ENERGY ECONOMICS, 2019, 卷号: 78, 页码: 165-173 作者:  Sun, Yuying;  Zhang, Xun;  Hong, Yongmiao;  Wang, Shouyang   |  收藏  |  浏览/下载：55/0  |  提交时间：2020/01/10 Asymmetry  Crude oil prices  Gasoline prices  Threshold autoregressive interval-valued  regression  Volatility   Threshold autoregressive models for interval-valued time series data 期刊论文  OAI收割 JOURNAL OF ECONOMETRICS, 2018, 卷号: 206, 期号: 2, 页码: 414-446 作者:  Sun, Yuying;  Han, Ai;  Hong, Yongmiao;  Wang, Shouyang   |  收藏  |  浏览/下载：39/0  |  提交时间：2018/11/16 Asymmetric reaction  Interval-valued data  Minimum distance estimation  Nonlinearity  Symbolic data  Threshold autoregressive interval models   TESTING STRICT STATIONARITY WITH APPLICATIONS TO MACROECONOMIC TIME SERIES 期刊论文  OAI收割 INTERNATIONAL ECONOMIC REVIEW, 2017, 卷号: 58, 期号: 4, 页码: 1227-1277 作者:  Hong, Yongmiao;  Wang, Xia;  Wang, Shouyang   |  收藏  |  浏览/下载：20/0  |  提交时间：2018/07/30 An efficient integrated nonparametric entropy estimator of serial dependence 期刊论文  OAI收割 ECONOMETRIC REVIEWS, 2017, 卷号: 36, 期号: 6-9, 页码: 728-780 作者:  Hong, Yongmiao;  Wang, Xia;  Zhang, Wenjie;  Wang, Shouyang   |  收藏  |  浏览/下载：12/0  |  提交时间：2018/07/30 Entropy  naive bootstrap  nonlinear time series  numerical Integration  sample averaging  serial dependence  smoothed bootstrap   Analysis of crisis impact on crude oil prices: a new approach with interval time series modelling 期刊论文  OAI收割 QUANTITATIVE FINANCE, 2016, 卷号: 16, 期号: 12, 页码: 1917-1928 作者:  Yang, Wei;  Han, Ai;  Hong, Yongmiao;  Wang, Shouyang   |  收藏  |  浏览/下载：31/0  |  提交时间：2018/07/30 Interval dummy variable  Interval time series  Crisis  Crude oil prices  Speculation index  Range volatility