Zobrazeno 1 - 10
of 72
pro vyhledávání: '"Cai, Chunhao"'
In this paper, we investigated the scaling limit of heavy-tailed unstable cumulative INAR($\infty$) processes. These processes exhibit a power law tail of the form $n^{-(1+\alpha)}$, with $\alpha \in (\frac{1}{2}, 1)$, where the $\ell^1$ norm of the
Externí odkaz:
http://arxiv.org/abs/2403.11773
The transductive inference is an effective technique in the few-shot learning task, where query sets update prototypes to improve themselves. However, these methods optimize the model by considering only the classification scores of the query instanc
Externí odkaz:
http://arxiv.org/abs/2205.08157
Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise
Publikováno v:
In Journal of Statistical Planning and Inference September 2024 232
Few-shot learning aims to recognize new categories using very few labeled samples. Although few-shot learning has witnessed promising development in recent years, most existing methods adopt an average operation to calculate prototypes, thus limited
Externí odkaz:
http://arxiv.org/abs/2108.11072
Autor:
Cai, Chunhao, Zhang, Min
This paper is devoted to parameter estimation of the mixed fractional Ornstein-Uhlenbeck process with a drift. Large sample asymptotical properties of the Maximum Likelihood Estimator is deduced using the Laplace transform computations or the Cameron
Externí odkaz:
http://arxiv.org/abs/2009.03757
The mixed fractional Vasicek model, which is an extended model of the traditional Vasicek model, has been widely used in modelling volatility, interest rate and exchange rate. Obviously, if some phenomenon are modeled by the mixed fractional Vasicek
Externí odkaz:
http://arxiv.org/abs/2003.13351
In this paper, we will first give the numerical simulation of the sub-fractional Brownian motion through the relation of fractional Brownian motion instead of its representation of random walk. In order to verify the rationality of this simulation, w
Externí odkaz:
http://arxiv.org/abs/1809.02038
Autor:
Cai, Chunhao, Huang, Yingzhong
In this paper, we will construct the Malliavin derivative and the stochastic integral with respect to the Mixed fractional Brownian motion (mfbm) for H > 1/2. As an application, we try to estimate the drift parameter via Malliavin derivative for surp
Externí odkaz:
http://arxiv.org/abs/1802.00982
Autor:
Cai, Chunhao
This paper deals with the maximum likelihood estimator for the mean-reverting parameter of a first order autoregressive models with exogenous variables, which are stationary Gaussian noises (Colored noise). Using the method of the Laplace transform,
Externí odkaz:
http://arxiv.org/abs/1710.09610
Publikováno v:
In Pattern Recognition September 2022 129