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    Construction of Minimum Aberration and Weak Minimum Aberration 412n Designs
    Liu Yanli, ZHAO Shengli
    Abstract
    Covariate-free likelihood ratio confidence interval for abundance based on capture-recapture data
    LI Yang, LIU Xiaoyou, HONG Yiming, LIU Xiangru, LIU Yukun
    Abstract
    Estimation research on panel count data and interval-censored data
    Shuying Wang, Lulu Hu, Yunfei Yang, Yuting Shi, Rui Ma
    Abstract
    Bayesian hierarchical quantile factor model and its application
    XUE Jiao, HUANG Hengjun
    Abstract
    µp-optimal designs for Copula models
    YAN Xueyu, LIU Xin
    Abstract
    A sequential algorithm for personalized optimization of noisy black-box functions
    MU Weiyan, SHEN Xiaotong, Xiong Shifeng
    Abstract
    Testing of Multivariate Concordance and Pitman Asymptotic Relative Efficiency
    Wenli Deng, Fengyang Zhang
    Abstract
    A Novel Transfer Learning Algorithm Based on Two-Step Elastic Net Penalty
    Yan Ruyun, Zhu Zhengyu, Shi Jianhua, Zhang Riquan
    Abstract
    Orthogonal Weighted Empirical Likelihood Test of the Double-Functional Coefficient ARCH-M Model
    ZHAO Peixin, ZHANG Xiaoman, JIANG Qian
    Abstract
    Bi-objective optimization of a repairable M/M/(1+c) queueing system with two-phase service and redundant dependencies
    Fan Xu, Ruiling Tian, Qi Shao
    Abstract
    Estimation of Linear-quadratic Expectile Regression Model via Linearization Technique
    ZHOU Xiaoying, LIANG Hao, JI Chen, TU Xiaoyi
    Abstract
    Moment bounds for stochastic wave equation with spatially inhomogeneous white noise
    Zhigang Yao, Bin Zhang, Junfeng Liu
    Abstract
    Objective Bayesian Inference for the Shannon Entropy of the Generalized Log–Moyal Distribution
    SHI Huijun, Li Qiang, HE Daojiang
    Abstract
    A Statistical Analysis of WeChat Public Account’s Abnormal PV and its Application in Trial
    Da Huang
    Abstract
    Volatility Forecasting Based on the SMA-Realized AHAR GARCH CICSI Model
    Su Xiaonan, Li Xiaotong, Wang Wei
    Abstract
    Joint asymptotic distributions of kernel estimators for a finite number of quantiles under strong mixing high-frequency data
    Wenjing Tang, Yongsong Qin
    Abstract
    Cost-sensitive Granular Computing-based Identification Method for Insurance Fraud Data
    DENG J, ZHAO Q, QIU C J
    Abstract
    Fourier transform and option pricing: an algorithm with faster convergence rate
    YAN Litan, WU Yingying, ZHENG Xingwei
    Abstract
    Valuation of Guaranteed Minimum Accumulation Benefits Based on Heston Model
    Wei Zhong, Leyi Xu, Zhimin Zhang
    Abstract
    Bayesian Robust Estimation for Reduced-Rank Regression Model
    Ping Deng, Kunjie Gao, Weihua Zhao
    Abstract
    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
    Abstract
    Construction of a comprehensive business environment assessment model based on deep learning
    Su Li, Junlu Wang, Ze Chen, Haolin Zhang, Baoyan Song
    Abstract
    Hausman tests for LGARCH model
    LIU Yujiao, CHEN Xiaoling, ZHANG Xingfa, DENG Chunliang
    Abstract
    Early warning research on corporate bond default risk based on proportional odds model
    CHENG Zeju, HUANG Xifen
    Abstract
    Limit Law for the Maximum Interpoint Distance of High Dimensional Dependent Variables
    Guowei Yan, Long Feng
    Abstract
    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
    Abstract
    Pricing of Composite Options under a Two Factor Jump Diffusion Model
    Huang Zhen, Wei Yuming
    Abstract
    Regeneration of critical multi-type branching process with immigration
    Hui Yang
    Abstract
    Estimation and test of the joint partially linear single-index model based on the skew-normal distribution
    Mingrui Li, Fengchang Xie
    Abstract
    Data-Driven Wasserstein Distributionally Robust Optimization Problem based on the Shortfall Risk Measure
    Xuxing Ji, Xinqiao Xie
    Abstract
    Deficit duration and its proportion in the discrete-time Sparre Andersen risk model
    HE Jun, TAN Jiyang
    Abstract
    The asymptotic behavior of stochastic anisotropic Navier-Stokes models with delays
    Min Zhu, Liping Chen
    Abstract
    Valuation of Complex Life Insurance Products under Regime-Switching Jump Diffussion Models
    Wei Zhong, Yang Yang, Chaolin Liu
    Abstract
    Partially sufficient dimension reduction of the categorical predictors based on LASSO
    Zhang Yan, Zhang Junying
    Abstract
    Estimation of semi-functional partially linear models with censored functional covariates
    LI Xiang, WANG ChunJie, LU ZheXin, XU Ping, CEHN Jia
    Abstract
    Researches on Semiparametric Model Estimation Method Based on Local Linear Instrumental Variables
    , ,
    Abstract
    Deep learning based approximate reflection backward stochastic partial differential equations
    Pan Qianlu, Yang Juan
    Abstract
    Asymmetric Horseshoe+ Prior for high Dimensional Quantile Regression with Variational Bayes
    Wang Weixian, Zhang Juanjuan, Tian Maozai
    Abstract
    Dispersive and Star Orders on Extreme Order Statistics from Location-Scale Samples
    Haitao Song, Jiandong Zhang, Rongfang Yan
    Abstract
    Pricing convertible bonds under a jump diffusion model based on a multi-tree approach
    QIAN Pinyu, ZHAN Mengya, SHI Qiuhong, GUO Yasheng
    Abstract
    Construction of factorial-component orthogonal arrays
    Huang Hengzhen, Yang Xiaopeng, Wei Shuhao, Lin Youwu, Zhou Weiping
    Abstract
    Portfolio optimization based on exponential utility criterion in the fractional and rough Heston models
    YANG Xiuqi, ZHOU Qing
    Abstract
    The construction of two kinds of bijections in simple random walk paths
    Sai SONG, Qiang YAO
    Abstract
    Research on Superpopulation Local Polynomial Regression Model Inference of Web Survey Samples Under the Background of Big Data
    , , ,
    Abstract
    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
    Abstract PDF
    Testing of Multivariate Concordance and Pitman Asymptotic Relative Effciency
    DENG Wenli, ZHANG Fengyang
    DOI: 10.12460/j.issn.1001-4268.aps.2025.2023094
    Abstract PDF
    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
    Abstract PDF
    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
    Abstract PDF
    Convertible Bond Pricing under Jump-Diffusion Model
    HU Chaolei, LIU Ying, LI Wenha
    DOI: 10.12460/j.issn.1001-4268.aps.2026.2023099
    Abstract PDF
    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
    Abstract PDF
    On Stability of Skip-Free Processes with General Boundaries
    ZHANG Yuhui, ZHAO Yi
    DOI: 10.12460/j.issn.1001-4268.aps.2026.2024020
    Abstract PDF
    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
    Abstract PDF
    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
    Abstract PDF
    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
    Abstract PDF
    Learning Performance of Nonlinear Classification Models Based on Markov Sampling
    HU Shulan, WANG Yusheng, QIAN Zhiyong, WANG Renhe
    DOI: 10.12460/j.issn.1001-4268.aps.2026.2024036
    Abstract PDF
    Asymptotics of the Maximum Sum of Randomly Stopped Finite Random Walks with Subexponential Distribution
    CAO Shuxia, LIU Zixin, ZHANG Shuguang
    DOI: 10.12460/j.issn.1001-4268.aps.2026.2024038
    Abstract PDF
    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
    Abstract PDF
    A Renewable Estimation Method for Partial Linear Regression Models
    GAI Yujie, MENG Kang, XIE Yujiao, WANG Xiaodi
    DOI: 10.12460/j.issn.1001-4268.aps.2026.2024058
    Abstract PDF
    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
    Abstract PDF
    Optimal Design of Online Experiments
    ZENG Rui
    DOI: 10.12460/j.issn.1001-4268.aps.2026.2025001
    Abstract PDF
    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
    Abstract PDF
    Information Theory of Discrete Random Fields
    Zhongxing Ye, Zhiyan Shi
    DOI: 10.12460/j.issn.1001-4268.aps.2026.2024019
    Abstract PDF
    Two-Sample Paired Testing Problem for Multivariate Functional Data
    TU Xiaming, QIU Zhiping
    DOI: 10.12460/j.issn.1001-4268.aps.2026.2024077
    Abstract PDF
    Monitoring Multivariate Time Series Based on Joint Characteristic Function
    Wang Yang, Yang Baoying, Wang Qin
    DOI: 10.12460/j.issn.1001-4268.aps.2026.2024088
    Abstract PDF
    Bayesian Analysis of Hidden Markov Models with Yeo-Johnson Transformation
    CAI Jingheng, LIN Jijia, PAN Junhao
    DOI: 10.12460/j.issn.1001-4268.aps.2026.2024100
    Abstract PDF
    Self-normalized large deviations for Markov branching-immigration systems
    JUAN WANG, XUEKE WANG, JUNPING LI
    DOI: 10.12460/j.issn.1001-4268.aps.2026.2025016
    Abstract PDF
    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
    Abstract PDF
    Research on Bidding Strategies in Online Multi-Item Auctions Based on Markov Decision Process
    CHEN Shaogang, LI Fan
    2025, 41(6): 803-821. DOI: 10.12460/j.issn.1001-4268.aps.2025.2024018
    Abstract PDF
    Space-Filling Properties of Triple Designs
    KANG Zuohang, OU Zujun, LI Hongyi, LIU Xu
    2025, 41(6): 822-836. DOI: 10.12460/j.issn.1001-4268.aps.2025.2024032
    Abstract PDF
    Quantile Regression Estimation for Self-Exciting Threshold Integer-Valued Autoregressive Process
    LIU Chang, WANG Zheqi, WANG Dehui
    2025, 41(6): 837-863. DOI: 10.12460/j.issn.1001-4268.aps.2025.2024045
    Abstract FullText HTML PDF
    Asymptotic Behavior Analysis for Stochastic Integro-Differential Equations with Impulses and Poisson Jumps
    CUI Jing, WU Huanran
    2025, 41(6): 864-889. DOI: 10.12460/j.issn.1001-4268.aps.2025.2022049
    Abstract FullText HTML PDF
    Nonnegative Group Lasso and Application in Index Tracking
    GAO Ruiyao, QI Kai, TU Jingwen
    2025, 41(6): 890-909. DOI: 10.12460/j.issn.1001-4268.aps.2025.2024014
    Abstract FullText HTML PDF
    Global Robust Optimal Investment Strategy under the Influence of Liability
    YANG Peng, YANG Zhijiang
    2025, 41(6): 910-922. DOI: 10.12460/j.issn.1001-4268.aps.2025.2024047
    Abstract PDF
    A New Algorithm for the Exact Null Variance of the Sign Covariance of Bergsma-Dassios
    PENG Shilong, HUANG Xudong, XU Kai
    2025, 41(6): 923-934. DOI: 10.12460/j.issn.1001-4268.aps.2025.2024056
    Abstract PDF
    The Impact of Jump Inflation Risk on Sustainable Financial Welfare Consequences
    LI Xuezeng, FEI Chen
    2025, 41(6): 935-947. DOI: 10.12460/j.issn.1001-4268.aps.2025.2024069
    Abstract PDF
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