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兰州理工大学 [4]
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期刊论文 [12]
其他 [1]
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Quasi-maximum exponential likelihood estimator and portmanteau test of double AR(p) model based on Laplace(a, b)
期刊论文
JOURNAL OF INEQUALITIES AND APPLICATIONS, 2018
作者:
Xuan, Haiyan
;
Song, Lixin
;
Ji, Un Cig
;
Sun, Yan
;
Dai, Tianjiao
收藏
  |  
浏览/下载:17/0
  |  
提交时间:2022/03/01
Double AR(p) model
Quasi-maximum exponential likelihood estimator
Portmanteau test
Autocorrelations
Quasi-maximum exponential likelihood estimator and portmanteau test of double AR(p) model based on Laplace(a, b)
期刊论文
JOURNAL OF INEQUALITIES AND APPLICATIONS, 2018
作者:
Xuan, Haiyan
;
Song, Lixin
;
Ji, Un Cig
;
Sun, Yan
;
Dai, Tianjiao
收藏
  |  
浏览/下载:17/0
  |  
提交时间:2019/11/15
Double AR(p) model
Quasi-maximum exponential likelihood estimator
Portmanteau test
Autocorrelations
Quasi-maximum exponential likelihood estimator and portmanteau test of double AR(p) model based on Laplace(a, b)
期刊论文
JOURNAL OF INEQUALITIES AND APPLICATIONS, 2018, 卷号: 2018, 页码: 233
作者:
Xuan, Haiyan
;
Song, Lixin
;
Ji, Un Cig
;
Sun, Yan
;
Dai, Tianjiao
收藏
  |  
浏览/下载:10/0
  |  
提交时间:2019/12/02
Double AR(p) model
Quasi-maximum exponential likelihood estimator
Portmanteau test
Autocorrelations
Quasi-maximum likelihood estimator of Laplace (1,1) for GARCH models
期刊论文
OPEN MATHEMATICS, 2017, 卷号: 15, 页码: 1539-1548
作者:
Xuan, Haiyan
;
Song, Lixin
;
Amin, Muhammad
;
Shi, Yongxia
收藏
  |  
浏览/下载:32/0
  |  
提交时间:2022/03/01
Asymptotic normality
GARCH model
Laplace (1,1)
Quasi-maximum likelihood estimator
Strong consistency
Quasi-maximum likelihood estimator of Laplace (1,1) for GARCH models
期刊论文
OPEN MATHEMATICS, 2017, 卷号: 15, 页码: 1539-1548
作者:
Xuan, Haiyan
;
Song, Lixin
;
Amin, Muhammad
;
Shi, Yongxia
收藏
  |  
浏览/下载:9/0
  |  
提交时间:2019/11/15
Asymptotic normality
GARCH model
Laplace (1,1)
Quasi-maximum likelihood estimator
Strong consistency
Quasi-maximum likelihood estimator of Laplace (1,1) for GARCH models
期刊论文
OPEN MATHEMATICS, 2017, 卷号: 15, 页码: 1539-1548
作者:
Xuan, Haiyan
;
Song, Lixin
;
Amin, Muhammad
;
Shi, Yongxia
收藏
  |  
浏览/下载:10/0
  |  
提交时间:2019/12/03
Asymptotic normality
GARCH model
Laplace (1,1)
Quasi-maximum likelihood estimator
Strong consistency
Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
期刊论文
JOURNAL OF ECONOMETRICS, 2016, 卷号: 194, 期号: 2, 页码: 220-230
作者:
Kim, Donggyu
;
Wang, Yazhen
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/08/22
GARCH
Ito process
Quasi-maximum likelihood estimator
Realized volatility
Stochastic differential equation
Quasi-maximum exponential likelihood estimation for a non stationary GARCH(1,1) model
期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2016, 卷号: 45, 期号: 4, 页码: 1000-1013
作者:
Pan, Baoguo
;
Chen, Min
收藏
  |  
浏览/下载:25/0
  |  
提交时间:2018/07/30
Asymptotic normality
GARCH models
Non stationarity
Quasi-maximum exponential likelihood estimator
Primary 62M10
Secondary 62F12
Estimation and tests for power-transformed and threshold GARCH models
其他
2008-01-01
Pan, Jiazhu
;
Wang, Hui
;
Tong, Howell
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2015/11/10
threshold GARCH
power transformation
asymptotic normality
quasi-maximum likelihood estimator
least absolute deviations estimation
Wald test
order selection
PTTGARCH structure
ABSOLUTE DEVIATIONS ESTIMATION
INFINITE VARIANCE
TIME-SERIES
ARCH
STATIONARITY
ERRORS
Asymptotic Normality of Maximum Quasi-Likelihood Estimators in Generalized Linear Models with Fixed Design*
期刊论文
Journal of Systems Science and Complexity, 2008, 卷号: Vol.21 No.3, 页码: 463-473
作者:
Chunhua Zhu
;
Yaohua Wu
;
Qibing Gao
;
Zhanfeng Wang
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/04/24
Asymptotic
normality
fixed
design
generalized
linear
models
maximum
quasi-likelihood
estimator
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