CORC

浏览/检索结果: 共10条,第1-10条 帮助

限定条件                
已选(0)清除 条数/页:   排序方式:
Option pricing based on a regime switching dividend process 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019
作者:  Yan, HuaHui;  Chen, Qihong;  Shu, HuiSheng
收藏  |  浏览/下载:24/0  |  提交时间:2019/08/22
Estimation and testing of nonparametric hidden Markov model with application in stock market 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019
作者:  Huang, Yue
收藏  |  浏览/下载:17/0  |  提交时间:2019/08/22
Estimation and testing nonhomogeneity of Hidden Markov model with application in financial time series 期刊论文
STATISTICS AND ITS INTERFACE, 2019, 卷号: 12, 期号: 2, 页码: 215-225
作者:  Huang, Mian;  Huang, Yue;  He, Kang
收藏  |  浏览/下载:12/0  |  提交时间:2019/08/22
耦合隐藏马尔科夫模型的算法研究 期刊论文
应用数学, 2018, 卷号: 31, 期号: 2, 页码: 449-456
作者:  胡淑兰;  张璇;  李慧菁
收藏  |  浏览/下载:3/0  |  提交时间:2019/08/22
Semiparametric hidden Markov model with non-parametric regression 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2018, 卷号: 47, 期号: 21, 页码: 5196-5204
作者:  Huang, Mian;  Ji, Qinghua;  Yao, Weixin
收藏  |  浏览/下载:5/0  |  提交时间:2019/08/22
Bayesian semiparametric modeling of realized covariance matrices 期刊论文
JOURNAL OF ECONOMETRICS, 2016, 卷号: 192, 期号: 1, 页码: 19-39
作者:  Jin, Xin;  Maheu, John M.
收藏  |  浏览/下载:4/0  |  提交时间:2019/08/22
Pricing Equity-indexed Annuities When Discrete Dividends Follow a Markov-Modulated Jump Diffusion Model 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2015, 卷号: 44, 期号: 11, 页码: 2207-2221
作者:  Yan, Huahui;  Shu, Huisheng;  Kan, Xiu
收藏  |  浏览/下载:2/0  |  提交时间:2019/08/22
An optimal investment model with Markov-driven volatilities 期刊论文
QUANTITATIVE FINANCE, 2014, 卷号: 14, 期号: 9, 页码: 1651-1661
作者:  Luo, Shangzhen;  Zeng, Xudong
收藏  |  浏览/下载:5/0  |  提交时间:2019/08/22
A hidden markov model for collaborative filtering 学术活动
.A hidden markov model for collaborative filtering
-
收藏  |  浏览/下载:3/0  |  提交时间:2019/10/31
A Statistical Approach to Thermal Management of Data Centers Under Steady State and System Perturbations 期刊论文
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 2010, 卷号: 105, 期号: 491, 页码: 1030-1041
作者:  Haaland, Ben;  Min, Wanli;  Qian, Peter Z. G.;  Amemiya, Yasuo
收藏  |  浏览/下载:5/0  |  提交时间:2019/08/22


©版权所有 ©2017 CSpace - Powered by CSpace