搜索结果: 1-3 共查到“相关回归分析 Models”相关记录3条 . 查询时间(0.482 秒)
ADAPTIVE SPLINE ESTIMATES FOR NONPARAMETRIC REGRESSION MODELS
ADAPTIVE SPLINE ESTIMATES NONPARAMETRIC REGRESSION MODELS
2015/8/25
ADAPTIVE SPLINE ESTIMATES FOR NONPARAMETRIC REGRESSION MODELS.
Detecting changes in functional linear models
functional data projections weak dependence change point weak convergence
2011/6/15
We observe two sequences of curve which are connected via an integral operator. Our model includes linear models as well as autoregressive models in Hilbert spaces. We wish to test the null hypothesis...
Small-time asymptotics for fast mean-reverting stochastic volatility models
Stochastic volatility multi-scale asymptotic large deviation principle implied volatility smile/skew
2010/12/15
In this paper, we study stochastic volatility models in regimes where the maturity is small but large compared to the mean-reversion time of the stochastic volatility factor.