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The Random Parameters AACD Models and Their Geometric Ergodicity
Miao Junhong, Shen Jun
2014, 30(6): 561-569.
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New Bernstein's Inequalities for Dependent Observations and Applications to Learning Theory
Zou Bin, Tang Yuanyan, Li Luoqing, Xu Jie
2014, 30(6): 570-584.
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Pricing Forward Starting Call Options under a Markov-Modulated Jump Diffusion Process
Wang Wei, Su Xiaonan, Zhao Qijie
2014, 30(6): 585-597.
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An Imputation Method for Missing Data in Compositional Based on Epanechnikov Kernel
Zhang Xiaoqin, Kang Ju, Jing Wenjun
2014, 30(6): 598-606.
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The Comparison of Causal Effect Estimation Methods at Missing at Random
Han Kaishan
2014, 30(6): 607-619.
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Pricing Options under Two-Factor Markov-Modulated Stochastic Volatility Models
Fan Kun
2014, 30(6): 620-630.
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Local Weighted Composite Quantile Estimating for Varying Coefficient Models
Xie Qichang, Lv Xiumei
2014, 30(6): 631-650.
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The Estimation of Accelerated Failure Time Model with Right-Censored Data
Deng Wenli, Zhang Tingting, Zhang Riquan
2014, 30(6): 651-660.
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The Optimal Dividend and Capital Injection Strategies in the Classical Risk Model with Randomized Observation Periods
Wang Cuilian, Liu Xiao, Xu Lin
2014, 30(6): 661-672.
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