UM

Browse/Search Results:  1-3 of 3 Help

Selected(0)Clear Items/Page:    Sort:
Stochastic Assessment of AGC Systems Under Non-Gaussian Uncertainty Journal article
IEEE TRANSACTIONS ON POWER SYSTEMS, 2019,Volume: 34,Issue: 1,Page: 705-717
Authors:  Chen, Xiaoshuang;  Lin, Jin;  Liu, Feng;  Song, Yonghua
Favorite  |  View/Download:3/0  |  Submit date:2019/01/17
Automatic generation control  stochastic system  stochastic differential equation  partial differential equation  series expansion  Ito theory  
On integrated volatility of Itô semimartingales when sampling times are endogenous Journal article
Communications in Statistics - Theory and Methods, 2014,Volume: 43,Issue: 24,Page: 5263-5275
Authors:  Li C.-X.;  Chen J.-Y.;  Liu Z.;  Jing B.-Y.
Favorite  |  View/Download:2/0  |  Submit date:2019/02/14
Central Limit Theorem  Endogeneity  High Frequency Data  Ito  Jumps  Semimartingale  
On estimating the integrated co-volatility using noisy high-frequency data with jumps Journal article
Communications in Statistics - Theory and Methods, 2013,Volume: 42,Issue: 21,Page: 3889-3901
Authors:  Jing B.-Y.;  Li C.-X.;  Liu Z.
Favorite  |  View/Download:1/0  |  Submit date:2019/02/14
Central Limit Theorem  Co-volatility  High-frequency Data  Ito Semi-martingale  Jumps  Microstructure Noise