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Parameter estimation in uncertain differential equations

Yao, Kai; Liu, Baoding - In: Fuzzy optimization and decision making : a journal of … 19 (2020) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10012225042

Stability analysis for uncertain differential equation by Lyapunov's second method

Huang, Zhiyong; Zhu, Chunliu; Gao, Jinwu - In: Fuzzy optimization and decision making : a journal of … 20 (2021) 1, pp. 129-144

Persistent link: https://www.econbiz.de/10012487848

Nonparametric uncertain time series models : theory and application in Brent crude oil spot price analysis

Zhang, Yi; Gao, Jinwu - In: Fuzzy optimization and decision making : a journal of … 23 (2024) 2, pp. 239-252

Persistent link: https://www.econbiz.de/10015079783

Nonparametric estimation of the ruin probability in the classical compound poisson risk model

Gao, Yuan; Chen, Lingju; Jiang, Jiancheng; You, Honglong - In: Journal of risk and financial management : JRFM 13 (2020) 12/298, pp. 1-12

In this paper we study estimating ruin probability which is an important problem in insurance. Our work is developed upon the existing nonparametric estimation method for the ruin probability in the classical risk model, which employs the Fourier transform but requires smoothing on the density...

Persistent link: https://www.econbiz.de/10012392224

Distributed estimation and inference for spatial autoregression model with large scale networks

Ren, Yimeng; Li, Zhe; Zhu, Xuening; Gao, Yuan; Wang, … - In: Journal of econometrics 238 (2024) 2, pp. 1-17

Persistent link: https://www.econbiz.de/10015073931

A nonparametric CUSUM scheme for monitoring multivariate time-between-events-and-amplitude data with application to automobile painting

He, Zhen; Gao, Yuan; Qu, Liang; Wang, Zhiqiong - In: International journal of production research 60 (2022) 18, pp. 5432-5449

Persistent link: https://www.econbiz.de/10013500739

Structural inference from reduced forms with many instruments

Phillips, Peter C. B.; Gao, Wayne Yuan - In: Journal of econometrics 199 (2017) 2, pp. 96-116

Persistent link: https://www.econbiz.de/10011897653

Using monotonicity restrictions to identify models with partially latent covariates

Bang, Minji; Gao, Wayne Yuan; Postlewaite, Andrew; … - 2021 - Revised April 2, 2021, revised March 23, 2022

Persistent link: https://www.econbiz.de/10013206039