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Some explicit expressions for GBM with Markovian switching and parameter estimations Journal article
Zhang, Zhenzhong, Wang, Xiaofeng, Tong, Jinying, Zhou, Tiandao, Qin, Zhenjiang. Some explicit expressions for GBM with Markovian switching and parameter estimations[J]. Communications in Statistics—Theory and Methods, 2022.
Authors:  Zhang, Zhenzhong;  Wang, Xiaofeng;  Tong, Jinying;  Zhou, Tiandao;  Qin, Zhenjiang
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:0.6/0.8 | Submit date:2022/07/28
Geometric Brownian Motion  Markovian Switching  Mean Exit Time  Parameter Estimations  
Empirical likelihood ratio under infinite covariance matrix of the random vectors Journal article
Cheng,Conghua, Liu,Zhi. Empirical likelihood ratio under infinite covariance matrix of the random vectors[J]. Communications in Statistics - Theory and Methods, 2021, 50(18), 4300-4307.
Authors:  Cheng,Conghua;  Liu,Zhi
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:0.6/0.8 | Submit date:2021/03/11
Confidence Region  Empirical Likelihood  Infinite Covariance Matrix  Domain Of Attraction Of Normal Law  
Sparse bayesian kernel multinomial probit regression model for high-dimensional data classification Journal article
Aijun Yang, Xuejun Jiang, Lianjie Shu, Pengfei Liu. Sparse bayesian kernel multinomial probit regression model for high-dimensional data classification[J]. Communications in Statistics - Theory and Methods, 2019, 48(1), 165-176.
Authors:  Aijun Yang;  Xuejun Jiang;  Lianjie Shu;  Pengfei Liu
Favorite | TC[WOS]:3 TC[Scopus]:3  IF:0.6/0.8 | Submit date:2019/08/01
Correlation Prior  High-dimensional Data Classification  Multicategory Support Vector Machine  Sparse Bayesian Method  
Asymptotic behaviour of frequency polygons under φ-mixing samples Journal article
Kang S., Abbasi R., Wang H., Xu L., Wang X., Tang Y.. Asymptotic behaviour of frequency polygons under φ-mixing samples[J]. Communications in Statistics - Theory and Methods, 2018, 47(21), 5369-5377.
Authors:  Kang S.;  Abbasi R.;  Wang H.;  Xu L.;  Wang X.; et al.
Favorite | TC[WOS]:6 TC[Scopus]:6 | Submit date:2019/02/11
Requency Polygon  Uniformly Strong Consistency  Φ-mixing  
Exponential stability of stochastic cellular neural networks with mixed delays Journal article
Xiaofei Li, Deng Ding, Di Sang. Exponential stability of stochastic cellular neural networks with mixed delays[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2018, 47(19), 4881-4894.
Authors:  Xiaofei Li;  Deng Ding;  Di Sang
Favorite | TC[WOS]:4 TC[Scopus]:4  IF:0.6/0.8 | Submit date:2019/05/22
Almost Sure Exponential Stability  Delays  Inequality Techniques  Pth Moment Exponential Stability  Stochastic Cellular Neural Networks  
Asymptotic behaviour of frequency polygons under phi-mixing samples Journal article
Kang, Suling, Abbasi, Rashid, Wang, Huiling, Xu, Lixiang, Wang, Xiaofeng, Tang, Yuanyan. Asymptotic behaviour of frequency polygons under phi-mixing samples[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2018, 47(21), 5369-5377.
Authors:  Kang, Suling;  Abbasi, Rashid;  Wang, Huiling;  Xu, Lixiang;  Wang, Xiaofeng; et al.
Favorite | TC[WOS]:6 TC[Scopus]:6  IF:0.6/0.8 | Submit date:2018/10/30
Requency Polygon  Phi-mixing  Uniformly Strong Consistency  
Empirical likelihood for compound Poisson processes under infinite second moment Journal article
Cheng, Conghua, Liu, Zhi, Wan, Yi. Empirical likelihood for compound Poisson processes under infinite second moment[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017, 46(17), 8618-8627.
Authors:  Cheng, Conghua;  Liu, Zhi;  Wan, Yi
Favorite | TC[WOS]:2 TC[Scopus]:2  IF:0.6/0.8 | Submit date:2018/10/30
Compound Poisson Process  Domain Of Attraction Of Normal Law  Empirical Likelihood  
Empirical likelihood ratio under infinite second moment Journal article
Cheng, Conghua, Liu, Yiming, Liu, Zhi. Empirical likelihood ratio under infinite second moment[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017, 46(14), 6909-6915.
Authors:  Cheng, Conghua;  Liu, Yiming;  Liu, Zhi
Favorite | TC[WOS]:2 TC[Scopus]:4  IF:0.6/0.8 | Submit date:2018/10/30
Confidence Interval  Domain Of Attraction Of Normal Law  Empirical Likelihood  Infinite Variance  62b05  62g30  
One-sided EWMA control charts for monitoring Poisson processes with varying sample sizes Journal article
Zhou,Qin, Shu,Lianjie, Jiang,Wei. One-sided EWMA control charts for monitoring Poisson processes with varying sample sizes[J]. Communications in Statistics - Theory and Methods, 2016, 45(20), 6112-6132.
Authors:  Zhou,Qin;  Shu,Lianjie;  Jiang,Wei
Favorite | TC[WOS]:10 TC[Scopus]:10 | Submit date:2019/08/01
Average Run Length  Control Chart  Exponentially Weighted Moving Average  Statistical Process Control  
On integrated volatility of Itô semimartingales when sampling times are endogenous Journal article
Li,Cui Xia, Chen,Jin Yuan, Liu,Zhi, Jing,Bing Yi. On integrated volatility of Itô semimartingales when sampling times are endogenous[J]. Communications in Statistics - Theory and Methods, 2014, 43(24), 5263-5275.
Authors:  Li,Cui Xia;  Chen,Jin Yuan;  Liu,Zhi;  Jing,Bing Yi
Favorite | TC[WOS]:2 TC[Scopus]:2  IF:0.6/0.8 | Submit date:2021/03/11
Central Limit Theorem  Endogeneity  High Frequency Data  Ito  Jumps  Semimartingale