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Scale-adaptive estimation of mixed geographically weighted regression models
Chen, Feng; Mei, Chang-Lin - In: Economic modelling 94 (2021), pp. 737-747
Persistent link: https://www.econbiz.de/10012695340
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Efficient estimation of heteroscedastic mixed geographically weighted regression models
Mei, Chang-Lin; Chen, Feng; Wang, Wen-Tao; Yang, Peng-Cheng - In: The annals of regional science : an international … 66 (2021) 1, pp. 185-206
Persistent link: https://www.econbiz.de/10012488807
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Inference and prediction in a multiple-structural-break model
Geweke, John; Jiang, Yu - In: Journal of econometrics 163 (2011) 2, pp. 172-185
Persistent link: https://www.econbiz.de/10009270612
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Likelihood inference for a COGARCH process using sequential Monte Carlo
Wee, Damien C.H.; Chen, Feng; Dunsmuir, William T.M. - In: Journal of financial econometrics 17 (2019) 2, pp. 229-253
Persistent link: https://www.econbiz.de/10012054439
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Uncertain linear systems
Li, Bo; Zhu, Yuanguo - In: Fuzzy optimization and decision making : a journal of … 14 (2015) 2, pp. 211-226
Persistent link: https://www.econbiz.de/10011313067
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Monitoring multivariate process variability with individual observations via penalised likelihood estimation
Yeh, Arthur B.; Li, Bo; Wang, Kaibo - In: International journal of production research 50 (2012) 22, pp. 6624-6638
Persistent link: https://www.econbiz.de/10009673531
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An adaptive functional autoregressive forecast model to predict electricity price curves
Chen, Ying; Li, Bo - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 3, pp. 371-388
Persistent link: https://www.econbiz.de/10011705948
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A nonparametric assessment of properties of space-time covariance functions
Li, Bo; Genton, Marc G.; Sherman, Michael - In: Journal of the American Statistical Association : JASA 102 (2007) 478, pp. 736-744
Persistent link: https://www.econbiz.de/10003490487
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Maximum likelihood and Gaussian estimation of continuous time models in finance
Phillips, Peter C. B.; Yu, Jun - In: Handbook of financial time series, (pp. 497-530). 2009
Persistent link: https://www.econbiz.de/10003834176
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Simulation-based estimation of contingent-claims prices
Phillips, Peter C. B.; Yu, Jun - In: The review of financial studies 22 (2009) 9, pp. 3669-3705
Persistent link: https://www.econbiz.de/10003885728