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).
Estimation and Test of the Joint Partially Linear Single-Index Model Based on the Skew-Normal Distribution
LI Mingrui, XIE Fengchang
DOI: 10.12460/j.issn.1001-4268.aps.2026.2024031
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Data-Driven Wasserstein Distributionally Robust Optimization Problem based on the Shortfall Risk Measure
JI Xuxing, XIE Xinqiao
DOI: 10.12460/j.issn.1001-4268.aps.2026.2024029
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The Asymptotic Behavior of Stochastic Anisotropic Navier-Stokes Models with Delays
ZHU Min, CHEN Liping
DOI: 10.12460/j.issn.1001-4268.aps.2026.2024013
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Estimation of Semi-Functional Partially Linear Models with Censored Functional Covariates
LI Xiang, WANG Chunjie, LU Zhexin, XU Ping, CEHN Jia
DOI: 10.12460/j.issn.1001-4268.aps.2026.2023105
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Asymmetric Horseshoe+ Prior for high Dimensional Quantile Regression with Variational Bayes
WANG Weixian, ZHANG Juanjuan, TIAN Maozai
DOI: 10.12460/j.issn.1001-4268.aps.2026.2023087
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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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The Construction of Two Kinds of Bijections in Simple Random Walk Paths
SONG Sai, YAO Qiang
DOI: 10.12460/j.issn.1001-4268.aps.2026.2023011
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Joint Asymptotic Distributions of Kernel Estimators for a Finite Number of Quantiles under Strong Mixing High-Frequency Data
TANG Wenjing, QIN Yongsong
DOI: 10.12460/j.issn.1001-4268.aps.2026.2024099
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Construction of Minimum Aberration and Weak Minimum Aberration 412n Designs
LIU Yanli, ZHAO Shengli
DOI: 10.12460/j.issn.1001-4268.aps.2026.2025046
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Valuation of Complex Life Insurance Products under Regime-Switching Jump Diffussion Models
ZHONG Wei, YANG Yang, LIU Chaolin
DOI: 10.12460/j.issn.1001-4268.aps.2026.2024006
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Construction of Factorial-Component Orthogonal Arrays
HUANG Hengzhen, YANG Xiaopeng, WEI Shuhao, LIN Youwu, ZHOU Weiping
DOI: 10.12460/j.issn.1001-4268.aps.2026.2023031
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Bi-Objective Optimization of a Repairable M/M/(1+c) Queueing System with Two-Phase Service and Redundant Dependencies
XU Fan, TIAN Ruiling, SHAO Qi
DOI: 10.12460/j.issn.1001-4268.aps.2026.2023020
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Dispersive and Star Orders on Extreme Order Statistics from Location-Scale Samples
SONG Haitao, ZHANG Jiandong, YAN Rongfang
DOI: 10.12460/j.issn.1001-4268.aps.2026.2023085
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Optimal Reinsurance and Investment Strategies with Option Trading Under Loss-Dependent Premium Principle
DONG Wenze, MA Shixia, CUI Yaru
DOI: 10.12460/j.issn.1001-4268.aps.2026.2025020
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Self-Normalized Large Deviations for Markov Branching-Immigration Systems
WANG Juan, WANG Xueke, LI Junping
DOI: 10.12460/j.issn.1001-4268.aps.2026.2025016
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Limit Law for the Maximum Interpoint Distance of High Dimensional Dependent Variables
YAN Guowei, FENG Long
DOI: 10.12460/j.issn.1001-4268.aps.2026.2024064
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Bayesian Analysis of Hidden Markov Models with Yeo-Johnson Transformation
CAI Jingheng, LIN Jijia, PAN Junhao
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Monitoring Multivariate Time Series Based on Joint Characteristic Function
Wang Yang, Yang Baoying, Wang Qin
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Two-Sample Paired Testing Problem for Multivariate Functional Data
TU Xiaming, QIU Zhiping
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Information Theory of Discrete Random Fields
Zhongxing Ye, Zhiyan Shi
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Infinite Dimensional Backward Stochastic Linear Quadratic Optimal Control Problem with Jumps
WANG Meijiao, WANG Shijun, MENG Qinxin
DOI: 10.12460/j.issn.1001-4268.aps.2026.2025002
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Optimal Design of Online Experiments
ZENG Rui
DOI: 10.12460/j.issn.1001-4268.aps.2026.2025001
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The Optimal Safety Loading Factor Based on the Principle of Distorted Risk Measurement and Distorted Premium
Tao Tan, Lijun Wu, Yong Zhou
DOI: 10.12460/j.issn.1001-4268.aps.2026.2024094
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Construction of Asymptotical Unbiased Estimators of a Positive Extreme Value Index
CHANG Shuai, GUAN Jinrui
DOI: 10.12460/j.issn.1001-4268.aps.2026.2024040
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Optimal Prevention-Reinsurance Strategies in Diffusion Approximation Risk Models
LI Qicai, ZHUO Chuanxia, LIU Guoxiang
DOI: 10.12460/j.issn.1001-4268.aps.2026.2024035
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Estimation research on panel count data and interval-censored data
Shuying Wang, Lulu Hu, Yunfei Yang, Yuting Shi, Rui Ma
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µp-optimal designs for Copula models
YAN Xueyu, LIU Xin
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Testing of Multivariate Concordance and Pitman Asymptotic Relative Efficiency
Wenli Deng, Fengyang Zhang
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A Novel Transfer Learning Algorithm Based on Two-Step Elastic Net Penalty
Yan Ruyun, Zhu Zhengyu, Shi Jianhua, Zhang Riquan
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Estimation of Linear-quadratic Expectile Regression Model via Linearization Technique
ZHOU Xiaoying, LIANG Hao, JI Chen, TU Xiaoyi
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Moment bounds for stochastic wave equation with spatially inhomogeneous white noise
Zhigang Yao, Bin Zhang, Junfeng Liu
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Objective Bayesian Inference for the Shannon Entropy of the Generalized Log–Moyal Distribution
SHI Huijun, Li Qiang, HE Daojiang
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A Statistical Analysis of WeChat Public Account’s Abnormal PV and its Application in Trial
Da Huang
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Volatility Forecasting Based on the SMA-Realized AHAR GARCH CICSI Model
Su Xiaonan, Li Xiaotong, Wang Wei
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Cost-sensitive Granular Computing-based Identification Method for Insurance Fraud Data
DENG J, ZHAO Q, QIU C J
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Fourier transform and option pricing: an algorithm with faster convergence rate
YAN Litan, WU Yingying, ZHENG Xingwei
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Valuation of Guaranteed Minimum Accumulation Benefits Based on Heston Model
Wei Zhong, Leyi Xu, Zhimin Zhang
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Bayesian Robust Estimation for Reduced-Rank Regression Model
Ping Deng, Kunjie Gao, Weihua Zhao
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Large sample properties and asymptotic interval estimation of maximum likelihood estimation of population mean in exponential distribution under optimal ranked set sampling design
JIN Xinyu, CHEN Wangxue
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Construction of a comprehensive business environment assessment model based on deep learning
Su Li, Junlu Wang, Ze Chen, Haolin Zhang, Baoyan Song
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Hausman tests for LGARCH model
LIU Yujiao, CHEN Xiaoling, ZHANG Xingfa, DENG Chunliang
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Early warning research on corporate bond default risk based on proportional odds model
CHENG Zeju, HUANG Xifen
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Latent Variable Modeling with Missing and Deleting Response Times: A Fragile Proportional Hazard Approach
LI Qi-fang, GAO Yi-meng, ZHANG Si-liang, ZHANG Ri-quan
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Pricing of Composite Options under a Two Factor Jump Diffusion Model
Huang Zhen, Wei Yuming
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Regeneration of critical multi-type branching process with immigration
Hui Yang
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Deficit duration and its proportion in the discrete-time Sparre Andersen risk model
HE Jun, TAN Jiyang
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Partially sufficient dimension reduction of the categorical predictors based on LASSO
Zhang Yan, Zhang Junying
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Researches on Semiparametric Model Estimation Method Based on Local Linear Instrumental Variables
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Deep learning based approximate reflection backward stochastic partial differential equations
Pan Qianlu, Yang Juan
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Pricing convertible bonds under a jump diffusion model based on a multi-tree approach
QIAN Pinyu, ZHAN Mengya, SHI Qiuhong, GUO Yasheng
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Portfolio optimization based on exponential utility criterion in the fractional and rough Heston models
YANG Xiuqi, ZHOU Qing
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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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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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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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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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Research on Superpopulation Local Polynomial Regression Model Inference of Web Survey Samples Under the Background of Big Data
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