Search Results - subject:"parameter estimation"

Maximum likelihood estimation methods for Copula models

Zhang, Jinyu; Gao, Kang; Li, Yong; Zhang, Qiaosen - In: Computational economics 60 (2022) 1, pp. 99-124

Persistent link: https://www.econbiz.de/10013262501

A bi-level programming framework for identifying optimal parameters in portfolio selection

Jing, Kui; Xu, Fengmin; Li, Xuepeng - In: International transactions in operational research : a … 29 (2022) 1, pp. 87-112

Persistent link: https://www.econbiz.de/10012630726

Synchrophasor data analytics : transmission line parameters online estimation for energy management

Lin, Junjie; Song, Jie; Lu, Chao - In: IEEE transactions on engineering management : EM 69 (2022) 3, pp. 671-681

Persistent link: https://www.econbiz.de/10013287772

The effects of errors in means, variances, and correlations on the mean-variance framework

Chung, Munki; Lee, Yongjae; Kim, Jang Ho; Kim, Woo Chang; … - In: Quantitative finance 22 (2022) 10, pp. 1893-1903

Persistent link: https://www.econbiz.de/10013367960

Hawkes processes with hidden marks

Cai, Yuzhi - In: The European journal of finance 28 (2022) 7, pp. 679-704

Persistent link: https://www.econbiz.de/10013373308

A novel heavy tail distribution of logarithmic returns of cryptocurrencies

Quang Van Tran; Kukal, Jaromir - In: Finance research letters 47 (2022) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10013457574

Residual analysis and parameter estimation of uncertain differential equations

Liu, Yang; Liu, Baoding - In: Fuzzy optimization and decision making : a journal of … 21 (2022) 4, pp. 513-530

Persistent link: https://www.econbiz.de/10013431716

Joint estimation and robustness optimization

Zhu, Taozeng; Xie, Jingui; Sim, Melvyn - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 1659-1677

Persistent link: https://www.econbiz.de/10013259995

Estimation of the hydrodynamic parameters of USVs for velocity prediction using a hybrid adaptive strategy

Yu, Rui; Zhou, Hua; Ma, Siyu; Luo, Guifu; Lin, Mingwei - In: Industrial Robot: the international journal of robotics … 49 (2022) 4, pp. 798-809

Purpose Hydrodynamic parameter estimation is significant for the velocity prediction of unmanned surface vehicles … propose a hybrid adaptive parameter estimation (HAPE) strategy. Design/methodology/approach First, a rough estimation of … hydrodynamic parameters is used by the least squares method. Second, an improved adaptive parameter estimation algorithm is applied …

Persistent link: https://www.econbiz.de/10014835902

Estimation of gravity parameters for multi-DOF serial manipulator arms using model learning with sparsity inducing norms

Yu, Chenglong; Li, Zhiqi; Yang, Dapeng; Liu, Hong; … - In: Industrial Robot: the international journal of robotics … 48 (2021) 6, pp. 891-905

Purpose This study aims to propose a novel method based on model learning with sparsity inducing norms for estimating dynamic gravity terms of the serial manipulators. This method is realized by operating the robot, acquiring data and filtering the features in signal acquisition to adapt to the...

Persistent link: https://www.econbiz.de/10014835499