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Portfolio Generating Functions with Price Drivingby Brown Motions and Poisson Point-Processes
Guo Zijun
2010, 26(1): 1-8.
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The Random Attractors of StochasticDuffing-Van Der Pol Equations with Jumps
Xie Yingchao
2010, 26(1): 9-23.
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Optimal Design of Step-Stress Accelerated Life Testingwith Progressive Censoring
Li Xue, Cheng Yiming
2010, 26(1): 24-34.
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Convergence Rate of Wavelet Estimator in SemiparametricModels with Dependent MA($\infty$) Error Process
Liang Hanying, Wang Xiaozhi
2010, 26(1): 35-46.
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On the Confidence Limits for the Mean of Weibull Distributions
Li Xuejing
2010, 26(1): 47-56.
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The Asymptotic of Finite Time Ruin Probabilitiesfor Risk Model with Variable Interest Rates
Yu Jinyou, Hu Yijun, Wei Xiao
2010, 26(1): 57-65.
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A LASSO-Type Approach to Variable Selection andEstimation for Censored Regression Model
Wang Zhanfeng, Wu Yaohua, Zhao Lincheng
2010, 26(1): 66-80.
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Inference of Parameters Ratio in Two-ParameterExponential Distribution
Li Jianbo, Zhang Riquan
2010, 26(1): 81-88.
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Exact Tests of Variance Components in Panel Data Model
Cheng Jing, Wang Songgui, Yue Rongxian
2010, 26(1): 89-98.
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Precise Asymptotics for the Complete Moment of Self-Normalized Partial Sums
Zang Qingpei, Fu Keang, Yang Weiguo
2010, 26(1): 99-104.
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