column
Detecting Changes in the Functional Linear Regression Model
LIU Xuan, MA Haiqiang
2023, 39(4): 475-490. DOI: 10.3969/j.issn.1001-4268.2023.04.001
Abstract PDF
Bayesian Spatial Homogeneous Regression
CHEN Mengyao, DAI Wei, JIN Baisuo
2023, 39(4): 491-505. DOI: 10.3969/j.issn.1001-4268.2023.04.002
Abstract PDF
Explicit Solution for Stationary Queue Length Distribution of Geo/T-IPH/1 Queue
ZHENG Qunzhen, FENG Pinghua, ZHANG Hongbo
2023, 39(4): 506-516. DOI: 10.3969/j.issn.1001-4268.2023.04.003
Abstract PDF
A Posteriori Estimate for a Class of Mean-Field Forward-backward Stochastic Differential Equations
LI Jinfeng, JIANG Yifan, DU Kai
2023, 39(4): 517-530. DOI: 10.3969/j.issn.1001-4268.2023.04.004
Abstract PDF
Optimal Investment Strategy for a Robust DC Pension Plan under the Heston Model
GUO Yunrui, LIANG Xiaoqing
2023, 39(4): 531-546. DOI: 10.3969/j.issn.1001-4268.2023.04.005
Abstract PDF
Correlation Options Pricing with Exchange Rate Risk under Regime-Switching Jump-Diffusion Models
SONG Zihao, HAN Miao
2023, 39(4): 547-560. DOI: 10.3969/j.issn.1001-4268.2023.04.006
Abstract PDF
A New Estimation for Single Index Model with Longitudinal Data in the Presence of Measurement Errors
LIN Hongmei, ZHANG Shaodong, PENG Yiluo, DU Jinyan
2023, 39(4): 561-576. DOI: 10.3969/j.issn.1001-4268.2023.04.007
Abstract PDF
The Exponential Utility Optimality for Infinite Horizon Semi-Markov Decision Processes
WEN Xian, HUO Haifeng
2023, 39(4): 577-588. DOI: 10.3969/j.issn.1001-4268.2023.04.008
Abstract PDF
Nonstationary Markov Decision Processes with Risk Probability Criteria
WEN Xin, XU Xiaoya, GUO Xianping
2023, 39(4): 589-603. DOI: 10.3969/j.issn.1001-4268.2023.04.009
Abstract PDF
Composite Quantile Regression for Partially Linear Additive Model with Censored Responses and Its Application
YANG Xiaorong, LI Lu, WU Haoyue, XU Wenting
2023, 39(4): 604-622. DOI: 10.3969/j.issn.1001-4268.2023.04.010
Abstract PDF
ES under Sublinear Expectation and Related Experiment
YANG Menglan, YANG Shuzhen
2023, 39(4): 623-632. DOI: 10.3969/j.issn.1001-4268.2023.04.011
Abstract PDF