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Unweighted estimation based on optimal sample under measurement constraints
期刊论文
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2022, 页码: 19
作者:
Wang, Jing
;
Wang, HaiYing
;
Xiong, Shifeng
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  |  
浏览/下载:9/0
  |  
提交时间:2023/02/07
Generalized linear models
massive data
martingale central limit theorem
DISTRIBUTED ORDER ESTIMATION OF ARX MODEL UNDER
期刊论文
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2022, 卷号: 60, 期号: 3, 页码: 1519-1545
作者:
Gan, D. I. E.
;
Liu, Zhixin
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  |  
浏览/下载:0/0
  |  
提交时间:2023/02/07
distributed order estimation
cooperative excitation condition
distributed least squares
convergence
A Reliability Growth Process Model with Time-Varying Covariates and Its Application
期刊论文
MATHEMATICS, 2021, 卷号: 9, 期号: 8, 页码: 15
作者:
Tian, Xin-Yu
;
Shi, Xincheng
;
Peng, Cheng
;
Yi, Xiao-Jian
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  |  
浏览/下载:34/0
  |  
提交时间:2021/06/01
AMSAA model
reliability growth
covariate effects
maximum likelihood
statistical inference
A natural extension of Markov processes and applications to singular SDEs
期刊论文
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2020, 卷号: 56, 期号: 4, 页码: 2480-2506
作者:
Beznea, Lucian
;
Cimpean, Iulian
;
Rockner, Michael
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  |  
浏览/下载:7/0
  |  
提交时间:2021/01/14
Stochastic differential equation on Hilbert spaces
Stochastic PDE
Martingale problem
Not allowed starting point
Girsanov transform
Nonregular drift
Dirichlet form
Right process
Fine topology
Optimal regularity of stochastic evolution equations in M-type 2 Banach space
期刊论文
JOURNAL OF DIFFERENTIAL EQUATIONS, 2019, 卷号: 267, 期号: 3, 页码: 1955-1971
作者:
Hong, Jialin
;
Huang, Chuying
;
Liu, Zhihui
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  |  
浏览/下载:48/0
  |  
提交时间:2020/01/10
Stochastic evolution equation
Multiplicative noise
Well-posedness
Trajectory regularity
Factorization method
An efficient conditional Monte Carlo method for European option pricing with stochastic volatility and stochastic interest rate
期刊论文
INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 2019
作者:
Liang, Yijuan
;
Xu, Chenglong
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  |  
浏览/下载:6/0
  |  
提交时间:2019/08/22
Conditional Monte Carlo
martingale control variate
option pricing
stochastic volatility
stochastic interest rate
Quantitative stability estimates for Fokker-Planck equations
期刊论文
JOURNAL DE MATHEMATIQUES PURES ET APPLIQUEES, 2019, 卷号: 122, 页码: 125-163
作者:
Li, Huaiqian
;
Luo, Dejun
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  |  
浏览/下载:15/0
  |  
提交时间:2019/03/11
Fokker-Planck equation
Stability estimate
Kantorovich-Rubinstein distance
Superposition principle
Conditional-quantile screening for ultrahigh-dimensional survival data via martingale difference correlation
期刊论文
SCIENCE CHINA-MATHEMATICS, 2018, 卷号: 61, 期号: 10, 页码: 1907-1922
作者:
Xu, Kai
;
Huang, Xudong
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  |  
浏览/下载:6/0
  |  
提交时间:2019/08/22
ultrahigh-dimensional survival data
martingale difference correlation
censored-conditional-quantile screening
sure-screening property
62G08
62G20
62H20
Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach
期刊论文
MATHEMATICS OF OPERATIONS RESEARCH, 2018, 卷号: 43, 期号: 2, 页码: 347-376
作者:
Jin, Xing
;
Luo, Dan
;
Zeng, Xudong
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  |  
浏览/下载:7/0
  |  
提交时间:2019/08/22
optimal investment
ambiguity aversion
duality method
jump diffusion
worst-case scenario
Moments of renewal shot-noise processes and their applications
期刊论文
SCANDINAVIAN ACTUARIAL JOURNAL, 2018, 期号: 8, 页码: 727-752
作者:
Jang, Jiwook
;
Dassios, Angelos
;
Zhao, Hongbiao
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  |  
浏览/下载:4/0
  |  
提交时间:2019/08/22
Renewal shot-noise processes
discounted aggregate claims
actuarial net premium
piecewise-deterministic Markov processes
martingale method
Monte Carlo exact simulation
credit risk
reliability
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