全文获取类型
收费全文 | 860篇 |
免费 | 21篇 |
专业分类
管理学 | 132篇 |
人口学 | 14篇 |
丛书文集 | 7篇 |
理论方法论 | 28篇 |
综合类 | 30篇 |
社会学 | 39篇 |
统计学 | 631篇 |
出版年
2023年 | 7篇 |
2022年 | 1篇 |
2021年 | 1篇 |
2020年 | 16篇 |
2019年 | 19篇 |
2018年 | 26篇 |
2017年 | 58篇 |
2016年 | 30篇 |
2015年 | 15篇 |
2014年 | 42篇 |
2013年 | 273篇 |
2012年 | 59篇 |
2011年 | 27篇 |
2010年 | 20篇 |
2009年 | 37篇 |
2008年 | 37篇 |
2007年 | 28篇 |
2006年 | 20篇 |
2005年 | 15篇 |
2004年 | 22篇 |
2003年 | 12篇 |
2002年 | 15篇 |
2001年 | 10篇 |
2000年 | 10篇 |
1999年 | 10篇 |
1998年 | 14篇 |
1997年 | 6篇 |
1996年 | 3篇 |
1995年 | 2篇 |
1994年 | 4篇 |
1993年 | 2篇 |
1992年 | 5篇 |
1991年 | 5篇 |
1990年 | 1篇 |
1989年 | 1篇 |
1988年 | 2篇 |
1987年 | 1篇 |
1986年 | 2篇 |
1985年 | 3篇 |
1984年 | 3篇 |
1983年 | 4篇 |
1982年 | 2篇 |
1981年 | 3篇 |
1980年 | 3篇 |
1978年 | 3篇 |
1977年 | 1篇 |
1976年 | 1篇 |
排序方式: 共有881条查询结果,搜索用时 375 毫秒
121.
C. Gourieroux 《Econometric Reviews》2013,32(2-3):177-217
Risks are usually represented and measured by volatility–covolatility matrices. Wishart processes are models for a dynamic analysis of multivariate risk and describe the evolution of stochastic volatility–covolatility matrices, constrained to be symmetric positive definite. The autoregressive Wishart process (WAR) is the multivariate extension of the Cox, Ingersoll, Ross (CIR) process introduced for scalar stochastic volatility. As a CIR process it allows for closed-form solutions for a number of financial problems, such as term structure of T-bonds and corporate bonds, derivative pricing in a multivariate stochastic volatility model, and the structural model for credit risk. Moreover, the Wishart dynamics are very flexible and are serious competitors for less structural multivariate ARCH models. 相似文献
122.
Several important economic time series are recorded on a particular day every week. Seasonal adjustment of such series is difficult because the number of weeks varies between 52 and 53 and the position of the recording day changes from year to year. In addition certain festivals, most notably Easter, take place at different times according to the year. This article presents a solution to problems of this kind by setting up a structural time series model that allows the seasonal pattern to evolve over time and enables trend extraction and seasonal adjustment to be carried out by means of state-space filtering and smoothing algorithms. The method is illustrated with a Bank of England series on the money supply. 相似文献
123.
In this paper we derive the pricing formula for the exchange option value in a two-state Poisson CAPM. A two-state Poisson CAPM models the stochastic market environment. We also provide examples and graphs to illustrate our result. 相似文献
124.
The Hidden semi-Markov models (HSMMs) were introduced to overcome the constraint of a geometric sojourn time distribution for the different hidden states in the classical hidden Markov models. Several variations of HSMMs were proposed that model the sojourn times by a parametric or a nonparametric family of distributions. In this article, we concentrate our interest on the nonparametric case where the duration distributions are attached to transitions and not to states as in most of the published papers in HSMMs. Therefore, it is worth noticing that here we treat the underlying hidden semi-Markov chain in its general probabilistic structure. In that case, Barbu and Limnios (2008) proposed an Expectation–Maximization (EM) algorithm in order to estimate the semi-Markov kernel and the emission probabilities that characterize the dynamics of the model. In this article, we consider an improved version of Barbu and Limnios' EM algorithm which is faster than the original one. Moreover, we propose a stochastic version of the EM algorithm that achieves comparable estimates with the EM algorithm in less execution time. Some numerical examples are provided which illustrate the efficient performance of the proposed algorithms. 相似文献
125.
Lincoln E. Moses 《统计学通讯:模拟与计算》2013,42(5):479-490
The Bonferroni t-statistic is a versatile tool in multiple comparisons problems. The need for "oddball percentage points" may lead to extensive tables or heavy computation. Charts of tp as a function of log p enable near two-decimal accuracy for any percentage point between .01 and .00001 相似文献
126.
Ryan Martin 《统计学通讯:模拟与计算》2013,42(7):1533-1548
Estimation of finite mixture models when the mixing distribution support is unknown is an important problem. This article gives a new approach based on a marginal likelihood for the unknown support. Motivated by a Bayesian Dirichlet prior model, a computationally efficient stochastic approximation version of the marginal likelihood is proposed and large-sample theory is presented. By restricting the support to a finite grid, a simulated annealing method is employed to maximize the marginal likelihood and estimate the support. Real and simulated data examples show that this novel stochastic approximation and simulated annealing procedure compares favorably with existing methods. 相似文献
127.
This article presents the general analysis of finite high-dimensional integrals using the Importance Sampling (IS) in aim to the parameter estimation of Taylor’s stochastic volatility (SV) model. After we proceed to make an alternative derivation for Sequential Importance Sampling (SIS) in previous literatures, we propose a new approach to select the optimal parameters of sampler, which is called as Universal Importance Sampling (UIS). UIS minimizes the Monte Carlo variance and numerically performs at least the same accurately as the SIS algorithm, but the computational efficiency get greatly improved. We apply both methods and investigate the SV model on the data, then make comparisons of the results. 相似文献
128.
129.
Serkan Eryilmaz 《统计学通讯:理论与方法》2013,42(9-10):1925-1933
ABSTRACT Concomitants of order statistics are considered for the situation in which the random vectors (X 1, Y 1), (X 2, Y 2),…, (X n , Y n ) are independent but otherwise arbitrarily distributed. The joint and marginal distributions of the concomitants of order statistics and stochastic comparisons among the concomitants of order statistics are studied in this situation. 相似文献
130.
E. Oral 《统计学通讯:理论与方法》2013,42(8):1429-1447
In binary regression the risk factor X has been treated in the literature as a non-stochastic variable. In most situations, however, X is stochastic. We present solutions applicable to such situations. We show that our solutions are more precise than those obtained by treating X as non-stochastic when, in fact, it is stochastic. 相似文献