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1 Properties and Data Analysis of Order of Addition Designs with Conditions 2021 Vol.37(1):1-12
ZHU Jiaqing; ZHAO Shengli [Abstract] (176) [HTML 0 KB][PDF 544 KB] (1584)
2 Integer Valued Autoegressive Process with Katz Arrivals and Its Application in Predicting the Count of the Cases of Respiratory Disease 2020 Vol.36(6):551-568
SUN Jiajing;MCCABE Brendan;CUI Wenquan;LI Guoxing [Abstract] (258) [HTML 0 KB][PDF 1248 KB] (1537)
3 Copula-AR(n)-SVL Mortality Models and Measurement of Longevity Risk 2021 Vol.37(1):26-36
HE Lei; LIN Lin [Abstract] (119) [HTML 0 KB][PDF 797 KB] (1315)
4 Numerical Computation and Tail Asymptotic for Stationary Indices of a Discrete-Time Vacation Queue 2021 Vol.37(1):13-25
ZHANG Hongbo [Abstract] (122) [HTML 0 KB][PDF 699 KB] (1171)
5 Moderate Deviation for the Rightmost Position in a Branching Brownian Motion 2021 Vol.37(1):37-46
SHI Wanlin [Abstract] (106) [HTML 0 KB][PDF 572 KB] (1152)
6 Overview of Feature Screening Methods for Ultra-high Dimensional Data 2021 Vol.37(1):69-110
NIU Yong; LI Huapeng; LIU Yanghui; XIONG Shifeng; YU Zhou; ZHANG Riquan [Abstract] (324) [HTML 0 KB][PDF 867 KB] (1102)
7 Empirical Likelihood Ratio Test for Mean Change-Point in Heavy-Tailed Sequence 2021 Vol.37(2):111-122
WANG Dan; PI Lin [Abstract] (203) [HTML 0 KB][PDF 709 KB] (1090)
8 On Mean Change-Point Detection Based on Empirical Euclidean Likelihood 2021 Vol.37(1):47-58
ZHANG Junjian; LI Zhihang [Abstract] (105) [HTML 0 KB][PDF 795 KB] (996)
9 Branching Random Walks with Bounded Steps in Random Environments 2021 Vol.37(1):47-58
ZHANG Xiaoyue; ZHANG Meijuan [Abstract] (120) [HTML 0 KB][PDF 606 KB] (986)
10 The Unit Root Test of ESTAR-GARCH Model 2020 Vol.36(5):441-452
PANG Yingying;CHEN Zhenlong;ZHENG Changmei;ZHANG Qiaoyan [Abstract] (193) [HTML 0 KB][PDF 670 KB] (875)
11 Nonnegative Sparse Group Lasso with an Application in Financial Index Tracking 2021 Vol.37(3):221-240
QI Kai; YANG Hu [Abstract] (238) [HTML 0 KB][PDF 6297 KB] (702)
12 Limit Theorem and Parameter Estimation for a Critical Branching Process with Mixing Immigration 2020 Vol.36(4):331-341
LI Doudou; ZHANG Mei [Abstract] (159) [HTML 0 KB][PDF 438 KB] (668)
13 High-Dimensional Covariance Matrix Estimation Based on Network 2020 Vol.36(4):342-354
WANG Xuzhen; JIN Baisuo [Abstract] (127) [HTML 0 KB][PDF 1726 KB] (605)
14 Parameter Estimation of Multivariate Regression Model with Fuzzy Random Errors 2020 Vol.36(6):586-604
ZHANG Xueling; LU Qiujun [Abstract] (124) [HTML 0 KB][PDF 954 KB] (571)
15 The Related Properties of Quantum Walk on the Finite Graphs 2020 Vol.36(4):365-380
HAN Qi; CHEN Zhihe; YIN Shide; LU Ziqiang [Abstract] (110) [HTML 0 KB][PDF 484 KB] (565)
16 Weak Solutions for Stochastic Differential Equations Driven by Fractional Brownian Motion 2021 Vol.37(2):123-135
XIA Xiaoyu; YAN Litan [Abstract] (142) [HTML 0 KB][PDF 492 KB] (558)
17 Bankruptcy Probability of a Lever Company: Lookback Option Pricing Method 2022 Vol.38(1):1-23
YANG Zhaoqiang; TIAN Yougong [Abstract] (90) [HTML 0 KB][PDF 843 KB] (546)
18 Optimal Robust Design of Step Stress Accelerated Life Test Scheme under Weibull Distribution 2020 Vol.36(6):619-626
ZHENG Mingliang [Abstract] (115) [HTML 0 KB][PDF 619 KB] (544)
19 A New Expectation Identity and Its Application in the Calculations of Predictive Powers Assuming Normality 2020 Vol.36(5):523-535
ZHANG Yingying; RONG Tengzhong; LI Manman [Abstract] (135) [HTML 0 KB][PDF 536 KB] (542)
20 Asymptotic Estimates of Finite-Time Ruin Probabilities with Dependent Risks and CMC Simulations 2020 Vol.36(6):569-585
BAI Mingyan; PENG Jiangyan; JING Haojie [Abstract] (111) [HTML 0 KB][PDF 576 KB] (541)
21 Research on Flood Loss Distribution and Catastrophe Bond Pricing Based on Bayesian Inference 2020 Vol.36(6):605-618
OU Hui; XIE Zhendong; LI Junxiong; WANG Qiuling [Abstract] (132) [HTML 0 KB][PDF 889 KB] (511)
22 Optimal Dividend and Capital Injection Strategies in the Compound Poisson Model with Random Interest Rates 2020 Vol.36(6):627-655
LIU Weiqiang; ZHAN Mengya [Abstract] (150) [HTML 0 KB][PDF 625 KB] (492)
23 partially linear model; variable selection;high-dimensional data; Lasso; sign consistency; regularization afterretention 2021 Vol.37(6):551-568
YANG Xin; LI Bingyue; TIAN Ping [Abstract] (106) [HTML 0 KB][PDF 740 KB] (466)
24 Asset Allocation and Reinsurance Policy for a Mean-Variance-CVaR Insurer in Continuous-Time 2020 Vol.36(5):536-550
ZHAO Xia;SHI Yu [Abstract] (145) [HTML 0 KB][PDF 888 KB] (449)
25 Exponential Ergodic Rates of Markov Switching Diffusion Processes 2020 Vol.36(5):453-466
WANG Lingdi; REN Panpan [Abstract] (152) [HTML 0 KB][PDF 690 KB] (449)
26 Modal Regression Based on Nonparametric Quantile Estimator 2020 Vol.36(5):483-492
LIU Tingting; YANG Lianqiang;WANG Xuejun [Abstract] (206) [HTML 0 KB][PDF 816 KB] (439)
27 An Improved Outlier Detection Algorithm and Robust Estimation 2021 Vol.37(2):136-154
SONG Yanan; ZHAO Xuejing [Abstract] (150) [HTML 0 KB][PDF 1153 KB] (437)
28 Multiple Life Insurance Purchase and Consumption/Investment under Partial Information 2021 Vol.37(2):155-
YU Xiaohang; HE Hua [Abstract] (98) [HTML 0 KB][PDF 875 KB] (412)
29 A Fast Estimation Method for Mean Change Point in Massive Data Sets 2020 Vol.36(5):493-508
CAO Ping; XIA Zhiming [Abstract] (174) [HTML 0 KB][PDF 705 KB] (397)
30 Research on the Forecasting Performance of the HAR-Type Model Based on True and False Jumps 2020 Vol.36(5):467-482
WU Yanhua;SHI Yufeng [Abstract] (146) [HTML 0 KB][PDF 1271 KB] (392)
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