Online First

Online first articles have been peer-reviewed and accepted, which are not yet assigned to volumes/issues, but are citable by Digital Object Identifier (DOI).
Research on Regularized Trend Filtering Generalized Least Squares Method and Spurious Regression Problem
LIU Ke
DOI: 10.12460/j.issn.1001-4268.aps.2026.2025010
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A Sequential Algorithm for Personalized Optimization of Noisy Black-Box Functions
MU Weiyan, SHEN Xiaotong, Xiong Shifeng
DOI: 10.12460/j.issn.1001-4268.aps.2026.2024007
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Gaussian Fluctuations of Spatial Averages for a Non-Linear System of Stochastic Wave Equations
ZHANG Wanying, ZHANG Yong, LI Jingyu
DOI: 10.12460/j.issn.1001-4268.aps.2026.2024049
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Bayesian Hierarchical Quantile Factor Model and Its Application
XUE Jiao, HUANG Hengjun
DOI: 10.12460/j.issn.1001-4268.aps.2026.2024026
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On Stability of Skip-Free Processes with General Boundaries
ZHANG Yuhui, ZHAO Yi
DOI: 10.12460/j.issn.1001-4268.aps.2026.2024020
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Test for High-Dimensional Regression Coeffcients in Partially Functional Linear Models
LI Qian, TAN Xiangyong, FANG Yuexin, LI Hongmei
DOI: 10.12460/j.issn.1001-4268.aps.2026.2023110
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Convertible Bond Pricing under Jump-Diffusion Model
HU Chaolei, LIU Ying, LI Wenha
DOI: 10.12460/j.issn.1001-4268.aps.2026.2023099
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Orthogonal Weighted Empirical Likelihood Test of the Double-Functional Coeffcient ARCH-M Model
ZHAO Peixin, ZHANG Xiaoman, JIANG Qian
DOI: 10.12460/j.issn.1001-4268.aps.2026.2023086
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Covariate-Free Likelihood Ratio Confidence Interval for Abundance Based on Capture-Recapture Data
LI Yang, LIU Xiaoyou, HONG Yiming, LIU Xiangru, LIU Yukun
DOI: 10.12460/j.issn.1001-4268.aps.2024.2024041
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A Novel Transfer Learning Algorithm Based on Two-Step Elastic Net Penalty
YAN Ruyun, ZHU Zhengyu, SHI Jianhua, ZHANG Riquan
DOI: 10.12460/j.issn.1001-4268.aps.2025.2025023
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Testing of Multivariate Concordance and Pitman Asymptotic Relative Effciency
DENG Wenli, ZHANG Fengyang
DOI: 10.12460/j.issn.1001-4268.aps.2025.2023094
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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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Inference on the mixed effect additive-multiplicative hazard model for clustered failure time data
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Pricing convertible bonds under a jump diffusion model based on a multi-tree approach
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Research on Superpopulation Local Polynomial Regression Model Inference of Web Survey Samples Under the Background of Big Data
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Multidimensional Backward Stochastic Differential Equation with Generators of Osgood Type Driven by G-Brownian Motion
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The optimal deductible for credibility prediction in non-life insurance
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Equilibrium strategies in M/M/1 retrial queues with variable service rate
1刘源远, 阎兆增, 杨琴
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Improved Robust CM Estimation Method for Distributed Data under Lipschitz Condition
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Construction of a special class of Marginally Coupled Designs
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Hawkes-based Optimal Investment and Reinsurance Strategies for Loss-averse Insurer
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Robust equilibrium strategy in DB pension plans with Poisson jump
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The “component debiasing” method in distributed Byzantine problems
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Finite-time expected present value of operating costs until ruin in a two-dimensional risk model with periodic observation
腾叶, 谢佳益, 张志民
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