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浏览/检索结果: 共6条，第1-6条 帮助 已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 A new method for estimating Sharpe ratio function via local maximum likelihood 期刊论文 JOURNAL OF APPLIED STATISTICS, 2022, 页码: 19 作者:  Xu, Wenchao;  Lin, Hongmei;  Tong, Tiejun;  Zhang, Riquan 收藏  |  浏览/下载：6/0  |  提交时间：2023/02/07 Direct method  heteroscedastic non-parametric regression  joint limiting distribution  local polynomial smoothing  Sharpe ratio function   New dynamics between volume and volatility 期刊论文 Physica A: Statistical Mechanics and its Applications, 2019, 卷号: 525, 页码: 1343-1350 作者:  Li, Baowen;  Stanley, H.Eugene;  Zheng ZY(郑泽宇);  Gui J(桂珺);  Qiao, Zhi 收藏  |  浏览/下载：24/0  |  提交时间：2019/04/27 Dynamics  Volume  Volatility  Local maximum volatility  Scaling   Time series piecewise linear representation based on trend feature points 会议论文 Changchun, China, July 1, 2017 - July 2, 2017 作者:  Ma, Dong-Lin;  Zhang, Yu-Li 收藏  |  浏览/下载：11/0  |  提交时间：2020/11/15 Data compression ratio  Data mining  Intelligent systems  Intelligent vehicle highway systems  Time series  Fitting error  Local maximum  Low compression ratios  Piecewise linear representation  Stable performance  Time series data mining  Trend feature point  Variation amplitude of slope   New dynamics between volume and volatility 期刊论文 Physica A: Statistical Mechanics and its Applications, 2019, 卷号: 525, 页码: 1343-1350 作者:  Zheng ZY(郑泽宇);  Gui J(桂珺);  Qiao, Zhi;  Fu Y(傅洋);  Stanley, H.Eugene 收藏  |  浏览/下载：0/0  |  提交时间：2019/04/27 Dynamics  Volume  Volatility  Local maximum volatility  Scaling   Chemical composition, sources, and processes of urban aerosols during summertime in northwest China: insights from high-resolution aerosol mass spectrometry (SCI) 期刊论文 Atmospheric Chemistry and Physics, 2014, 卷号: 14, 期号: 23, 页码: 12593-12611 Xu J.; Zhang Q.; Chen M.; Ge X.; Ren J.; Qin D. 收藏  |  浏览/下载：27/0  |  提交时间：2015/11/29 Score Tests for Hyperbolic GARCH Models 期刊论文 http://dx.doi.org/10.1198/jbes.2011.10024, 2011 Li, Muyi; Li, Guodong; Li, Wai Keung; 李木易 收藏  |  浏览/下载：2/0  |  提交时间：2015/07/22 AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY  MAXIMUM-LIKELIHOOD-ESTIMATION  TIME-SERIES MODELS  MOVING-AVERAGE  ARCH(INFINITY) MODELS  ARMA MODELS  LONG MEMORY  HETEROSCEDASTICITY  STATIONARITY  VOLATILITY