中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
首页
机构
成果
学者
登录
注册
登陆
×
验证码:
换一张
忘记密码?
记住我
×
校外用户登录
CAS IR Grid
机构
数学与系统科学研究... [12]
长春光学精密机械与物... [1]
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 [13]
会议论文 [1]
发表日期
2021 [4]
2017 [1]
2015 [1]
2014 [1]
2013 [1]
2009 [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:
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
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
Kernel Averaging Estimators
期刊论文
OAI收割
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2021, 页码: 13
作者:
Zhu, Rong
;
Zhang, Xinyu
;
Wan, Alan T. K.
;
Zou, Guohua
  |  
收藏
  |  
浏览/下载:33/0
  |  
提交时间:2022/04/02
Asymptotic optimality
Cross-validation
Kernel estimation
Model average
Nonparametric regression
Statistical estimation in passenger-to-train assignment models based on automated data
期刊论文
OAI收割
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2021, 页码: 21
作者:
Xiong, Shifeng
;
Li, Chunya
;
Sun, Xuan
;
Qin, Yong
;
Wu, Chien-Fu Jeff
  |  
收藏
  |  
浏览/下载:50/0
  |  
提交时间:2022/04/02
EM algorithm
Gaussian process interpolation
nonparametric density estimation
passenger flow
spline
Forecasting Tourism Demand With a New Time-Varying Forecast Averaging Approach
期刊论文
OAI收割
JOURNAL OF TRAVEL RESEARCH, 2021, 页码: 19
作者:
Sun, Yuying
;
Zhang, Jian
;
Li, Xin
;
Wang, Shouyang
  |  
收藏
  |  
浏览/下载:38/0
  |  
提交时间:2022/04/02
forecast combination
nonparametric estimation
structural changes
tourism demand
time-varying jackknife model averaging
Direct local linear estimation for Sharpe ratio function
期刊论文
OAI收割
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2021, 页码: 23
作者:
Lin, Hongmei
;
Tong, Tiejun
;
Wang, Yuedong
;
Xu, Wenchao
;
Zhang, Riquan
  |  
收藏
  |  
浏览/下载:22/0
  |  
提交时间:2022/04/02
Heteroscedasticity
local likelihood estimation
local linear regression
nonparametric regression
Sharpe ratio function
Recursive Identification of Hammerstein Systems: Convergence Rate and Asymptotic Normality
期刊论文
OAI收割
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2017, 卷号: 62, 期号: 7, 页码: 3277-3292
作者:
Mu, Biqiang
;
Chen, Han-Fu
;
Wang, Le Yi
;
Yin, George
;
Zheng, Wei Xing
  |  
收藏
  |  
浏览/下载:26/0
  |  
提交时间:2018/07/30
Asymptotic normality
Hammerstein system
kernel function
nonparametric approach
recursive estimation
stochastic approximation
strong consistency
A varying-coefficient approach to estimating multi-level clustered data models
期刊论文
OAI收割
TEST, 2015, 卷号: 24, 期号: 2, 页码: 417-440
作者:
You, Jinhong
;
Wan, Alan T. K.
;
Liu, Shu
;
Zhou, Yong
  |  
收藏
  |  
浏览/下载:19/0
  |  
提交时间:2018/07/30
Asymptotic normality
Correlation
Nonparametric
Clustered data
Two-stage estimation
Estimation in a semi-varying coefficient model for panel data with fixed effects
期刊论文
OAI收割
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2014, 卷号: 27, 期号: 3, 页码: 594-604
作者:
Hu Xuemei
  |  
收藏
  |  
浏览/下载:17/0
  |  
提交时间:2021/01/14
PARTIALLY LINEAR-MODELS
EFFICIENT ESTIMATION
NONPARAMETRIC-ESTIMATION
Fixed effect
profile likelihood
semi-varying coefficient model for panel data
Efficient estimation of seemingly unrelated additive nonparametric regression models
期刊论文
OAI收割
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2013, 卷号: 26, 期号: 4, 页码: 595-608
作者:
Yuan Yuan
;
You Jinhong
;
Zhou Yong
  |  
收藏
  |  
浏览/下载:27/0
  |  
提交时间:2021/01/14
BAYESIAN-INFERENCE
CONSISTENCY
Additive structure
asymptotic normality
nonparametric modelling
polynomial spline
seemingly unrelated regression
two-stage estimation
Shape-preserving interpolation and smoothing for options market implied volatility
期刊论文
iSwitch采集
Journal of optimization theory and applications, 2009, 卷号: 142, 期号: 1, 页码: 243-266
作者:
Yin, H.
;
Wang, Y.
;
Qi, L.
收藏
  |  
浏览/下载:22/0
  |  
提交时间:2019/05/10
Option price function
Risk-neutral density
Implied volatility
Shape-preserving interpolation
Nonparametric estimation
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
;
Choi, Yoon K.
;
Zhou, Yong
  |  
收藏
  |  
浏览/下载:16/0
  |  
提交时间:2018/07/30
nonparametric regression
wavelet coefficient
change points
kernel estimation
local polynomial smoother
conditional heteroscedastic variance
alpha-mixing