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科研机构
上海财经大学 [19]
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期刊论文 [19]
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2018 [4]
2017 [2]
2015 [4]
2013 [1]
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2011 [4]
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内容类型:期刊论文
专题:上海财经大学
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BIAS REDUCTION FOR NONPARAMETRIC AND SEMIPARAMETRIC REGRESSION MODELS
期刊论文
STATISTICA SINICA, 2018, 卷号: 28, 期号: 4, 页码: 2749-2770
作者:
Cheng, Ming-Yen
;
Huang, Tao
;
Liu, Peng
;
Peng, Heng
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2019/08/22
Simultaneous confidence band
undersmoothing
variance function estimation
Bootstrapping volatility functionals: a local and nonparametric perspective
期刊论文
BIOMETRIKA, 2018, 卷号: 105, 期号: 2, 页码: 463-469
作者:
Kong, Xin-Bing
;
Xu, Shao-Jun
;
Zhou, Wang
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/08/22
Bootstrap
Ito process
Realized volatility functional
Variance estimation for semiparametric regression models by local averaging
期刊论文
TEST, 2018, 卷号: 27, 期号: 2, 页码: 453-476
作者:
Zhao, Jingxin
;
Peng, Heng
;
Huang, Tao
收藏
  |  
浏览/下载:9/0
  |  
提交时间:2019/08/22
Variance estimation
Local averaging
Partial consistency
Semiparametric model
Non parametric regression analysis for longitudinal data with time-depending autoregressive error process
期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2018, 卷号: 47, 期号: 18, 页码: 4503-4533
作者:
Hang, Yin
;
Liu, Shu
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/08/22
Local linear estimator
longitudinal model
time-depending autoregressive error process
two-stage estimator
within-subject correlation structure
Improved estimation of fixed effects panel data partially linear models with heteroscedastic errors
期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2017, 卷号: 154, 页码: 96-111
作者:
Hu, Jianhua
;
You, Jinhong
;
Zhou, Xian
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  |  
浏览/下载:5/0
  |  
提交时间:2019/08/22
Consistent estimator
Fixed effects
Heteroscedastic errors
Incidental parameter
Partially linear
Self-coordination in time inconsistent stochastic decision problems: A planner-doer game framework
期刊论文
JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2017, 卷号: 75, 页码: 91-113
作者:
Cui, Xiangyu
;
Li, Duan
;
Shi, Yun
收藏
  |  
浏览/下载:31/0
  |  
提交时间:2019/08/22
Time inconsistency
Self-coordination
Two-tier planner-doer game framework
Commitment by punishment
Cost of self-coordination
Dynamic mean-variance formulation
Partially linear transformation models with varying coefficients for multivariate failure time data
期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2015, 卷号: 142, 页码: 144-166
作者:
Qiu, Zhiping
;
Zhou, Yong
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/08/22
Transformation model
Multivariate failure time
Estimating equations
Local polynomials
Varying-coefficients
Delete-a-group jackknife
SEMIPARAMETRIC LONGITUDINAL MODEL WITH IRREGULAR TIME AUTOREGRESSIVE ERROR PROCESS
期刊论文
STATISTICA SINICA, 2015, 卷号: 25, 期号: 2, 页码: 507-527
作者:
Bai, Yang
;
Huang, Jian
;
Li, Rui
;
You, Jinhong
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  |  
浏览/下载:3/0
  |  
提交时间:2019/08/22
Asymptotic normality
irregular and subject-specific observation times
locally linear estimation
nonstationary autoregressive process
profile least squares
Time cardinality constrained mean-variance dynamic portfolio selection and market timing: A stochastic control approach
期刊论文
AUTOMATICA, 2015, 卷号: 54, 页码: 91-99
作者:
Gao, Jianjun
;
Li, Duan
;
Cui, Xiangyu
;
Wang, Shouyang
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2019/08/22
Multi-period portfolio selection
Multi-period mean-variance formulation
Stochastic control
Cardinality constraint
Market timing
Asymptotics for nonparametric and semiparametric fixed effects panel models
期刊论文
JOURNAL OF ECONOMETRICS, 2015, 卷号: 185, 期号: 2, 页码: 420-434
作者:
Li, Cong
;
Liang, Zhongwen
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2019/08/22
Panel data
Fixed effects
Nonparametric estimation
Backfitting
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