column
Nonparametric Combining Estimation of the Diffusion Coefficient of Diffusion Models
Ye Xuguo, Ling Nengxiang, Yao Renhai
2014, 30(3): 225-243.
Abstract PDF
Bochner-Wick Integrals of Generalized Operator Valued Function in White Noise Analysis
Han Qi, Wang Caishi, Cheng Dan
2014, 30(3): 244-256.
Abstract PDF
Pricing CDS under Fractional Vasicek Interest Rate Model
Liu Yonghui, Hao Ruili, Wang Shoubai
2014, 30(3): 257-266.
Abstract PDF
Progressive Filtration Enlargement in the Generalized Cox Model
Tian Kun, Xiong Dewen, Ye Zhongxing
2014, 30(3): 267-278.
Abstract PDF
Ruin Problems for the Discrete Time Model of General Reinsurance with Dependent Rates of Interest
Wang Lixia, Li Shuangdong
2014, 30(3): 279-288.
Abstract PDF
A Limit Theorem for Pairwise NQD Random Sequence
Mu Yan, Wang Zhongzhi
2014, 30(3): 289-295.
Abstract PDF
Quantile Regression for Growth Curve Model
Zhang Yu, Liu Qian, Zeng Linrui
2014, 30(3): 296-302.
Abstract PDF
The Best Linear Unbiased Estimation of Regression Coefficient under Weighted Balanced Loss Function
Fang Rouyue, Wu Jibo
2014, 30(3): 303-312.
Abstract PDF
Uniformly Asymptotic Normality of Quantile Estimate for a Kind of Mixing Random Variables
Li Yongming, Zhang Wenting, Rao Xianqing
2014, 30(3): 313-321.
Abstract PDF
An Investor's Optimal Portfolio with Rare Events and Model Uncertainty under Inflation
Fei Weiyin, Xia Dengfeng, Liu Peng
2014, 30(3): 322-336.
Abstract PDF