| Publication | Date of Publication | Type |
|---|
Covariate adjustment in experiments with matched pairs
Journal of Econometrics | 2024-06-12 | Paper |
| Designs from Local Random Quantum Circuits with SU(d) Symmetry | 2023-09-15 | Paper |
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Journal of Econometrics | 2023-06-09 | Paper |
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations
Journal of Econometrics | 2023-06-09 | Paper |
Estimation of threshold values and regression parameters in threshold regression model
SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
In-fill asymptotic theory for structural break point in autoregressions
Econometric Reviews | 2022-03-04 | Paper |
Dynamically protected cat-qubits: a new paradigm for universal quantum computation
New Journal of Physics | 2021-01-11 | Paper |
| Parametric estimation of stochastic volatility models with generalized moment method | 2020-08-12 | Paper |
| An efficient analytical calibration of volatilities for HJM model | 2020-01-22 | Paper |
Tunneling through two single molecular magnets in series arrangement junction in parallel/antiparallel situations
Physics Letters. A | 2020-01-13 | Paper |
| Analyzing pricing of convertible bonds with stochastic interest rate model | 2019-10-02 | Paper |
| scientific article; zbMATH DE number 7113123 (Why is no real title available?) | 2019-10-02 | Paper |
| Parameter estimation of Hull-White model for short term interest rate | 2019-09-20 | Paper |
Quantum Capacity Bounds of Gaussian Thermal Loss Channels and Achievable Rates With Gottesman-Kitaev-Preskill Codes
IEEE Transactions on Information Theory | 2019-07-19 | Paper |
Fault-tolerant detection of a quantum error
Science | 2019-07-03 | Paper |
| Impact analysis of mean reverting function to short term rate model with stochastic volatilities | 2019-06-21 | Paper |
| scientific article; zbMATH DE number 6932916 (Why is no real title available?) | 2018-09-06 | Paper |
New distribution theory for the estimation of structural break point in mean
Journal of Econometrics | 2018-05-31 | Paper |
Hyperspectral imaging technique based on Geodesic K-medoids clustering and Gabor wavelets for pork quality evaluation
International Journal of Wavelets, Multiresolution and Information Processing | 2017-12-05 | Paper |
| Non-parametric estimation for short term interest rate model by P-spline | 2017-10-20 | Paper |
| Parametric estimation of Hull-White model for stochastic volatility | 2017-07-14 | Paper |
A Schrödinger cat living in two boxes
Science | 2017-02-15 | Paper |
| HJM-based short rate model with stochastic volatilities | 2017-01-06 | Paper |
A fast particle level set method with optimized particle correction procedure for interface capturing
Journal of Computational Physics | 2016-12-20 | Paper |
| Geometry and response of Lindbladians | 2015-12-26 | Paper |
A remark on removable singularity for nonlinear convection-diffusion equation
Nonlinear Analysis. Real World Applications | 2015-12-22 | Paper |
| Bayesian option pricing using stochastic volatility models with fat-tailed errors | 2015-12-02 | Paper |
| Parameter estimation and model comparison for interest rate models based on coupon market-data | 2015-02-11 | Paper |
A semiparametric linear transformation model to estimate causal effects for survival data
The Canadian Journal of Statistics | 2014-04-30 | Paper |
| Calibration parameters for the Hull-White short-term rate model based on a regularization method | 2013-06-20 | Paper |
Tunable supercurrent in a triangular triple quantum dot system
Physics Letters. A | 2012-10-04 | Paper |
| Spectral element viscosity methods for nonlinear conservation laws on the semi-infinite interval | 2009-03-06 | Paper |
The multiplication of shrinked space
Journal of Jiangxi Normal University. Natural Science Edition | 2002-01-24 | Paper |
