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浏览/检索结果: 共5条，第1-5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 Likelihood ratio-type tests in weighted composite quantile regression of DTARCH models 期刊论文 SCIENCE CHINA-MATHEMATICS, 2019, 卷号: 62, 期号: 12, 页码: 2571-2590 作者:  Liu, Xiaoqian;  Song, Xinyuan;  Zhou, Yong 收藏  |  浏览/下载：64/0  |  提交时间：2020/05/24 DTARCH model  quantile  weighted composite quantile regression  modified likelihood ratio test  restricted WCQR estimators  unrestricted WCQR estimators   基于广义谱和MCS检验的VaR模型预测绩效评估 期刊论文 2015 张玉鹏; 洪永淼 收藏  |  浏览/下载：10/0  |  提交时间：2016/05/17 VaR模型  预测绩效  涨跌停板制度  广义谱检验  MCS检验  VaR model  predictive performance  price limit system  generalized spectral test  MCS test   A New Test for Superior Predictive Ability 研究报告 2013 Zongwu Cai(Department of Mathematics & Statistics, University of North Carolina at Charlotte, Charlotte,NC 28223, USA); Jiancheng Jiang(Department of Mathematics & Statistics, University of North Carolina at Charlotte, Charlotte,NC 28223, USA); Jingshuang Zhang(Department of Mathematics & Statistics, University of North Carolina at Charlotte, Charlotte,NC 28223, USA) 收藏  |  浏览/下载：6/0  |  提交时间：2013/11/08   Covariance matrix estimation  Data snooping  Generalized likelihood Ratio test  Reality check  SPA test  Technical trading rules.     LEARNING LOCAL DIRECTED ACYCLIC GRAPHS BASED ON MULTIVARIATE TIME SERIES DATA 其他 2013-01-01 Deng Wanlu; Geng Zhi; Li Hongzhe 收藏  |  浏览/下载：11/0  |  提交时间：2015/11/11 Bayesian network,Composite likelihood ratio test,Genetic network,PCD-PCD algorithm   LEARNING LOCAL DIRECTED ACYCLIC GRAPHS BASED ON MULTIVARIATE TIME SERIES DATA 其他 2013-01-01 Deng, Wanlu; Geng, Zhi; Li, Hongzhe 收藏  |  浏览/下载：10/0  |  提交时间：2015/11/16 Bayesian network  composite likelihood ratio test  genetic network  PCD-PCD algorithm  BAYESIAN NETWORKS  T-CELLS  EXPRESSION  ACTIVATION  GROWTH  REGULARIZATION  MICROARRAY  INDUCTION  INFERENCE