机构

• 数学与系统科学研究院 [8]
• 地理科学与资源研究所 [1]
• 自动化研究所 [1]

采集方式

• OAI收割 [10]

内容类型

• 期刊论文 [9]
• SCI/SSCI论文 [1]

发表日期

• 2022 [1]
• 2019 [1]
• 2018 [1]
• 2013 [1]
• 2008 [2]
• 2007 [3]
• 更多

学科主题

筛选

浏览/检索结果: 共10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 A new method for estimating Sharpe ratio function via local maximum likelihood 期刊论文  OAI收割 JOURNAL OF APPLIED STATISTICS, 2022, 页码: 19 作者:  Xu, Wenchao;  Lin, Hongmei;  Tong, Tiejun;  Zhang, Riquan   |  收藏  |  浏览/下载：26/0  |  提交时间：2023/02/07 Direct method  heteroscedastic non-parametric regression  joint limiting distribution  local polynomial smoothing  Sharpe ratio function   Nonlinear least squares with local polynomial interpolation for quantitative analysis of IR spectra 期刊论文  OAI收割 SPECTROCHIMICA ACTA PART A-MOLECULAR AND BIOMOLECULAR SPECTROSCOPY, 2019, 卷号: 206, 页码: 147-153 作者:  Wu, Yifan;  Peng, Silong;  Xie, Qiong;  Xu, Pengcheng   |  收藏  |  浏览/下载：57/0  |  提交时间：2018/11/16 Spectroscopy  Quantitative analysis  Nonlinear least squares  Local polynomial interpolation   Nonlinear least squares with local polynomial interpolation for quantitative analysis of IR spectra 期刊论文  OAI收割 SPECTROCHIMICA ACTA PART A-MOLECULAR AND BIOMOLECULAR SPECTROSCOPY, 2019, 卷号: 206, 页码: 147-153 作者:  Wu, Yifan;  Peng, Silong;  Xie, Qiong;  Xu, Pengcheng   |  收藏  |  浏览/下载：46/0  |  提交时间：2019/04/29 Spectroscopy  Quantitative analysis  Nonlinear least squares  Local polynomial interpolation   Generalized profile LSE in varying-coefficient partially linear models with measurement errors 期刊论文  OAI收割 Acta Mathematicae Applicatae Sinica, English Series,, 2013, 卷号: 29, 期号: 3, 页码: 477-490 作者:  Ma Yunbei;  You Jinhong;  Zhou Yong   |  收藏  |  浏览/下载：26/0  |  提交时间：2021/01/14 REGRESSION-MODELS  VARIABLES  INFERENCES  Semiparametric modeling  varying-coefficient  measurement error  local polynomial  profile least squares  asymptotic normality   Detections of changes in return by a wavelet smoother with conditional heteroscedastic volatility 期刊论文  OAI收割 JOURNAL OF ECONOMETRICS, 2008, 卷号: 143, 期号: 2, 页码: 227-262 作者:  Chen, Gongmeng   |  收藏  |  浏览/下载：17/0  |  提交时间：2018/07/30 nonparametric regression  wavelet coefficient  change points  kernel estimation  local polynomial smoother  conditional heteroscedastic variance  alpha-mixing   Functional-coefficient partially linear regression model 期刊论文  OAI收割 JOURNAL OF MULTIVARIATE ANALYSIS, 2008, 卷号: 99, 期号: 2, 页码: 278-305 作者:  Wong, Heung;  Zhang, Riquan;  Ip, Wai-cheung;  Li, Guoying   |  收藏  |  浏览/下载：21/0  |  提交时间：2018/07/30 Back-fitting technique  Functional-coefficient model  Local linear polynomial technique  Nonlinear time series   Statistical inference of partially linear regression models with heteroscedastic errors 期刊论文  OAI收割 JOURNAL OF MULTIVARIATE ANALYSIS, 2007, 卷号: 98, 期号: 8, 页码: 1539-1557 作者:  You, Jinhong;  Chen, Gemai;  Zhou, Yong   |  收藏  |  浏览/下载：10/0  |  提交时间：2018/07/30 semiparametric regression model  heteroscedasticity  local polynomial  asymptotic normality  model selection   Local likelihood with time-varying additive hazards model 期刊论文  OAI收割 CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2007, 卷号: 35, 期号: 2, 页码: 321-337 作者:  Li, Hui;  Yin, Guosheng;  Zhou, Yong   |  收藏  |  浏览/下载：16/0  |  提交时间：2018/07/30 additive model  asymptotic normality  censored data  local polynomial  maximum likelihood  nonparametric estimation   Non-parametric time series models for hydrological forecasting SCI/SSCI论文  OAI收割 2007 作者:  Xia J. 收藏  |  浏览/下载：24/0  |  提交时间：2012/06/08 averaged method  backfitting technique  forecasting  functional-coefficient autoregression model  transfer function model  local polynomial method  non-parametric and functional-coefficient  autoregression model  periodic autoregressive model  Semi-parametric  regression model  neural-networks  runoff   Asymptotics for partly linear regression with dependent samples and ARCH errors: consistency with rates 期刊论文  OAI收割 SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY, 2001, 卷号: 44, 期号: 2, 页码: 168-183 作者:  Lu, ZD;  Gijbels, I   |  收藏  |  浏览/下载：14/0  |  提交时间：2018/07/30 ARCH (GARCH) errors  dependent samples  local polynomial fitting  convergence rates  partly linear model  root-n consistency