| 题名 | Spatial quantile estimation of multivariate threshold time series models |
| 作者 | |
| 通讯作者 | Jiang, Xuejun; Li, Jingzhi |
| 发表日期 | 2017-11-15
|
| DOI | |
| 发表期刊 | |
| ISSN | 0378-4371
|
| EISSN | 1873-2119
|
| 卷号 | 486页码:772-781 |
| 摘要 | In this paper we study spatial quantile regression estimation of multivariate threshold time series models. Bahadur's representations for our estimators are established, which naturally lead to asymptotic normality of the estimators. Simulations and a real example are used to evaluate the performance of the proposed estimators. (C) 2017 Elsevier B.U. All rights reserved. |
| 关键词 | |
| 相关链接 | [来源记录] |
| 收录类别 | |
| 语种 | 英语
|
| 学校署名 | 通讯
|
| 资助项目 | Shenzhen Sci-Tech Fund[JCYJ20170307110329106]
; Shenzhen Sci-Tech Fund[JCYJ20160530184212170]
|
| WOS研究方向 | Physics
|
| WOS类目 | Physics, Multidisciplinary
|
| WOS记录号 | WOS:000406988000064
|
| 出版者 | |
| EI入藏号 | 20172603838234
|
| EI主题词 | Physics
|
| EI分类号 | Mathematical Statistics:922.2
|
| ESI学科分类 | PHYSICS
|
| 来源库 | Web of Science
|
| 引用统计 |
被引频次[WOS]：2
|
| 成果类型 | 期刊论文 |
| 条目标识符 | http://sustech.caswiz.com/handle/2SGJ60CL/28425 |
| 专题 | 理学院_数学系 工学院_材料科学与工程系 |
| 作者单位 | 1.Univ North Carolina Charlotte, Dept Math & Stat, Charlotte, NC USA 2.Southern Univ Sci & Technol, Dept Math, Shenzhen 518055, Peoples R China 3.Banque Pictet & Cie SA, Route Acacias 60, CH-1211 Geneva 73, Switzerland |
| 通讯作者单位 | 数学系 |
| 推荐引用方式 GB/T 7714 |
Jiang, Jiancheng,Jiang, Xuejun,Li, Jingzhi,et al. Spatial quantile estimation of multivariate threshold time series models[J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS,2017,486:772-781.
|
| APA |
Jiang, Jiancheng,Jiang, Xuejun,Li, Jingzhi,Liu, Yi,&Yan, Wanfeng.(2017).Spatial quantile estimation of multivariate threshold time series models.PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS,486,772-781.
|
| MLA |
Jiang, Jiancheng,et al."Spatial quantile estimation of multivariate threshold time series models".PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 486(2017):772-781.
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| 条目包含的文件 | ||||||
| 文件名称/大小 | 文献类型 | 版本类型 | 开放类型 | 使用许可 | 操作 | |
| Jiang-2017-Spatial q（496KB） | -- | -- | 限制开放 | -- | ||
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