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Articles in press have been peer-reviewed and accepted, which are not yet assigned to volumes/issues, but are citable by Digital Object Identifier (DOI).
Reserch on optimal truncated sequential test without substitution
CHEN Huijuan, HU Sigui, LI Qiude, FANG Maoda, LONG Rongjin, YE Maoyue
DOI: 10.12460/j.issn.1001-4268.aps.2024.2022016
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L1 Solutions of Multidimensional BSDEs with Generators of Time-Varying One-Sided Osgood Type
TANG Chunyang, FAN Shengjun
DOI: 10.12460/j.issn.1001-4268.aps.2024.2023017
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Forward-Validation Model Averaging for Discrete Response MIDAS Model
WANG Can, ZHANG Xiaomeng, ZHANG Xinyu
DOI: 10.12460/j.issn.1001-4268.aps.2024.2023034
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Bayesian Network Structure Learning Based on Topological Order and Penalty Likelihood
ZHAO Xinyu, HU Yingying, SUN Yi
DOI: 10.12460/j.issn.1001-4268.aps.2024.2023039
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Reliability Analysis of the Multi-State Complex Repairable System with Priority Repair Discipline
Aihemaitijiang Yumaier, Ehmet Kasim
DOI: 10.12460/j.issn.1001-4268.aps.2024.2023048
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Risk Contagion Analysis of Listed Banks in China Based on Nonlinear Correlation Network
ZHAO Yaqi, LI Zhimin
DOI: 10.12460/j.issn.1001-4268.aps.2024.2023084
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Maximum Lq-Likelihood Estimation of Reproductive Dispersion Linear Models
WU Qiaoyan, HU Hongchang
DOI: 10.12460/j.issn.1001-4268.aps.2025.2023030
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Complete f-Moment Convergence for Sung’s Type Weighted Sums of Negatively Superadditive Dependent Random Variables
HU Xueping, WANG Liuliu, HU Ke, XU Zhonghao
DOI: 10.12406/j.issn.1001-4268.aps.2025.2023056
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Estimation of Proportional Odds Model Based on Stochastic EM Algorithm under Doubly Interval Censored Data
WANG Shuying, LI Hongwei, ZHAO Bo
DOI: 10.12460/j.issn.1001-4268.aps.2025.2023078
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Sparse Optimization for Poisson Regression Based on GPGN Algorithm
ZHAO Zirong, WANG Siyang
DOI: 10.12460/j.issn.1001-4268.aps.2025.2023050
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Dynamic Mean-Variance Asset Allocation for a DC Pension Plan with the Minimum Guarantee under 4/2 Stochastic Volatility Model
HAO Zhehong, CHANG Hao
DOI: 10.12460/j.issn.1001-4268.aps.2025.2023067
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Smoluchowski-Kramers Approximation for Stochastic Differential Equations under Discretization
Li Ge
DOI: 10.12460/j.issn.1001-4268.aps.2025.2023072
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Equilibrium Strategies in M/M/1 Retrial Queues with Variable Service Rate
LIU Yuanyuan, YAN Zhaozeng, YANG Qin
DOI: 10.12460/j.issn.1001-4268.aps.2025.2023096
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Ambiguity Aversion Type Insurance Company’s Optimal Re-insurance and Investment Strategy-Taking the Chinese Stock Market as an Example
ZHU Qiuming, YAO Dingjun
DOI: 10.12460/j.issn.1001-4268.aps.2025.2023123
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Exchange Option Pricing under the Hybrid Exponential Jump Diffusion Model
SONG Ruili, LU Yichen
DOI: 10.12460/j.issn.1001-4268.aps.2025.2024009
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Exact Tail Asymptotics for a Double-Ended Queue with Nonpersistent Customers and Nonzero Matching Time
YU Zhengheng, SONG Yang
DOI: 10.12460/j.issn.1001-4268.aps.2025.2023055
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