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Malliavin Derivative and Comonotonic Theorems for BSDEs
Zhang Hui, Zhu Qingfeng, Lai Xiang
2010, 26(4): 337-346.
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Existence and Uniqueness of Solutions to Stochastic Differential Equations with Random Impulses under Lipschitz Conditions
Zhou Yong, Wu Shujin
2010, 26(4): 347-356.
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Using EM Algorithm to Estimate Parameters in Phylogenetic Tree Construction
Tang Xiaosi, Wu Chaobiao
2010, 26(4): 357-366.
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Properties of New Multivariate Skew $t$ Distributions Generated from Skew Pearson VII Distributions
Wen Yangjun, Zhu Daoyuan
2010, 26(4): 367-383.
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Moment Estimation of Parameters for Discretely Sampled OU-compound Poisson Processes
Zhang Shibin, Zhang Xinsheng
2010, 26(4): 384-398.
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Convergence in Probability of Approximate Solutions for Neutral Stochastic Differential Delay Equations with Poisson Jumps and Markovian Switching
Yang Guiyuan, Liu Dezhi
2010, 26(4): 399-410.
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Estimation for Semiparametric Mixed-Effects Model with Longitudinal Data
Liu Qiang
2010, 26(4): 411-418.
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The Estimator of Expectation of Interval-Censored Data
Deng Wengli, Fu Ting
2010, 26(4): 419-426.
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Local Bias-Corrected Empirical Likelihood in a Varying-Coefficient Errors-in-Variables Model
Feng Sanying, Niu Huifang, Xue Liugen
2010, 26(4): 427-436.
Abstract PDF
The Turning Point Analysis of Finance Time Series} \newcommand{\enkeywords}{Time series, risk fuction, relatively departure index, information-decomposition ratios of departure index.
Luo Chun, Chen Xueping, Zhang Yingshan
2010, 26(4): 437-442.
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