The following pages link to Guodong Li (Q249846):
Displaying 50 items.
- On Fréchet autoregressive conditional duration models (Q282897) (← links)
- Research on visual servo grasping of household objects for nonholonomic mobile manipulator (Q462444) (← links)
- Optimal control problems with incomplete and different integral time domains in the objective and constraints (Q494847) (← links)
- On the threshold hyperbolic GARCH models (Q647173) (← links)
- A new hyperbolic GARCH model (Q888335) (← links)
- Discussion on the paper ``Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach'' (Q1042937) (← links)
- Distributing and scheduling divisible task on parallel communicating processors. (Q1433958) (← links)
- Linear double autoregression (Q1792485) (← links)
- On the estimation and diagnostic checking of the ARFIMA-HYGARCH model (Q1927143) (← links)
- Network vector autoregression (Q2012929) (← links)
- A generic voltage-controlled discrete memristor model and its application in chaotic map (Q2112977) (← links)
- Hybrid quantile estimation for asymmetric power GARCH models (Q2116338) (← links)
- Varying-coefficient mean-covariance regression analysis for longitudinal data (Q2344387) (← links)
- Comments on: ``Optimal use of mixed catalysts for two successive chemical reactions'' (Q2347580) (← links)
- A grey-based rough approximation model for interval data processing (Q2384829) (← links)
- Stationary solution and parametric estimation for bilinear model driven by ARCH noises (Q2503863) (← links)
- Moment-based tests for individual and time effects in panel data models (Q2512623) (← links)
- Preserving relational contract stability of fresh agricultural product supply chains (Q2666670) (← links)
- Traveling-Wave Patterns in Binary Mixture Convection with Through Flow (Q2774364) (← links)
- A Control Parameterization Approach with Variable Time Nodes for Optimal Control Problems (Q2828535) (← links)
- On buffered threshold Garch models (Q2828615) (← links)
- (Q2994306) (← links)
- The prediction of asphalt pavement permanent deformation by T-GM(1,2) dynamic model (Q3006184) (← links)
- Testing a linear time series model against its threshold extension (Q3168782) (← links)
- (Q3195990) (← links)
- A quantile function approach to the distribution of financial returns following TGARCH models (Q3389299) (← links)
- Hysteretic autoregressive time series models (Q3455819) (← links)
- (Q3502474) (← links)
- A Grey-Based Rough Set Approach to Suppliers Selection Problem (Q3535488) (← links)
- A Hybrid Grey-Based Dynamic Model for International Airlines Amount Increase Prediction (Q3535489) (← links)
- On the Combination of Rough Set Theory and Grey Theory Based on Grey Lattice Operations (Q3535490) (← links)
- COLOR EDGE DETECTIONS BASED ON CELLULAR NEURAL NETWORK (Q3536141) (← links)
- Rough Set Approximations in Formal Concept Analysis (Q3587291) (← links)
- Diagnostic checking for time series models with conditional heteroscedasticity estimated by the least absolute deviation approach (Q3597968) (← links)
- Compilation as Rewriting in Higher Order Logic (Q3608760) (← links)
- Least absolute deviation estimation for fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity (Q3631505) (← links)
- Automatic Liver Segmentation Based on Shape Constraints and Deformable Graph Cut in CT Images (Q4613282) (← links)
- Hybrid Quantile Regression Estimation for Time Series Models with Conditional Heteroscedasticity (Q4628022) (← links)
- (Q4823616) (← links)
- Diagnostic Checking for Weibull Autoregressive Conditional Duration Models (Q4976478) (← links)
- (Q5017324) (← links)
- Improvement of third-order finite difference WENO scheme at critical points (Q5031577) (← links)
- MULTI-DIRECTION CHAIN AND GRID CHAOTIC SYSTEM BASED ON JULIA FRACTAL (Q5082105) (← links)
- Regression coefficient and autoregressive order shrinkage and selection via the lasso (Q5087438) (← links)
- QUANTILE DOUBLE AUTOREGRESSION (Q5104481) (← links)
- Conditional quantile estimation for hysteretic autoregressive models (Q5109921) (← links)
- Bootstrap Inference for Garch Models by the Least Absolute Deviation Estimation (Q5111776) (← links)
- Quantile Estimation of Regression Models with GARCH-X Errors (Q5155187) (← links)
- FUNCTIONAL ADDITIVE QUANTILE REGRESSION (Q5155190) (← links)
- A New Fifth-Order Finite Difference WENO Scheme for Dam-Break Simulations (Q5157029) (← links)
