兰州大学机构库

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Sequential Monte Carlo methods for parameter estimation in nonlinear state-space models 期刊论文
COMPUTERS & GEOSCIENCES, 2012, 卷号: 44, 页码: 70-77
Authors:  Gao, Meng;  Zhang, Hui
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Maximum likelihood  Expectation-Maximization  Markov Chain Monte Carlo  Bayesian inference  
Kinetic Monte Carlo simulation of surfactant-mediated Cu thin-film growth 期刊论文
COMPUTATIONAL MATERIALS SCIENCE, 2010, 卷号: 50, 期号: 1, 页码: 6-9
Authors:  Zheng, Xiaoping;  Zhang, Peifeng
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Diffusion theory  Thin-film growth  Exchange reaction  RLA model  
A Bayesian inference approach to identify a Robin coefficient in one-dimensional parabolic problems 期刊论文
JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2009, 卷号: 231, 期号: 2, 页码: 840-850
Authors:  Yan, Liang;  Yang, Fenglian;  Fu, Chuli
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Bayesian inference approach  Robin coefficient  Inverse heat transfer problems  Markov chain Mote Carlo  Hierarchical Bayesian model  
自适应蒙特卡洛方法和固定宽度置信区间 学位论文
博士, 兰州: 兰州大学, 2013
Authors:  刘岳巍
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多重积分  蒙特卡洛取样  自适应蒙特卡洛  有界峰度  固定宽度置信区间  统计性误差  方差上限估计  算法成本  拟蒙特卡洛取样  伪随机数  
基于Copula与Monte Carlo方法的投资组合风险计量 学位论文
硕士, 兰州: 兰州大学, 2009
Authors:  李育峰
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VaR  MaxVaR  Copula  GARCH  Monte Carlo模拟  
Minimum-Distance Parametric Estimation Under Progressive Type-I Censoring 期刊论文
IEEE TRANSACTIONS ON RELIABILITY, 2010, 卷号: 59, 期号: 2, 页码: 413-425
Authors:  Balakrishnan, Narayanaswamy;  Bordes, Laurent;  Zhao, Xuejing
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Asymptotic distribution  Kaplan-Meier estimator  martingale  maximum likelihood estimator  minimum-distance estimator  minimum variance linear estimator  Nelson-Aalen estimator  optimal progressive censoring scheme  progressive Type-I censoring scheme  
顺序数据同化方法在传染病模型模拟预测中的应用 学位论文
硕士, 兰州: 兰州大学, 2015
Authors:  牛秀钦
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数据同化  传染病模型  Kalman滤波算法  集合Kalman滤波算法  基于Markov chain Monte Carlo方法的粒子滤波算法  模拟预测  
基于Copula与Monte Carlo方法在投资组合风险度量中的应用研究 学位论文
硕士, 兰州: 兰州大学, 2013
Authors:  刘红玉
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VaR  Copula函数  GARCH模型  残差序列  条件方差  Monte Carlo模拟  
Condition-based inspection/replacement policies for non-monotone deteriorating systems with environmental covariates 期刊论文
RELIABILITY ENGINEERING & SYSTEM SAFETY, 2010, 卷号: 95, 期号: 8, 页码: 921-934
Authors:  Zhao, Xuejing;  Fouladirad, Mitra;  Berenguer, Christophe;  Bordes, Laurent
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Condition-based maintenance  Covariates  Markov chain  Proportional hazards model  Deteriorating system  Expected average cost  Adaptive maintenance policy  
基于Copula理论的金融风险度量 学位论文
硕士, 兰州: 兰州大学, 2018
Authors:  李响
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Copula函数  GARCH族函数  相关结构  风险值