Jixia Wang

Available identifiers

zbMath Open wang.jixiaMaRDI QIDQ2203752

List of research outcomes

Publication	Date of Publication	Type
Asymptotic behavior of weighted quadratic variation of tempered fractional Brownian motion	2024-05-17	Paper
Local composite quantile regression estimation of time-varying parameter vector for multidimensional time-inhomogeneous diffusion models	2020-10-28	Paper
Portfolio selection problem with nonlinear wealth equations under non-extensive statistical mechanics for time-varying SDE	2020-10-02	Paper
Local composite quantile regression estimation of return parameter vector for time-varying diffusion model	2019-09-20	Paper
https://portal.mardi4nfdi.de/entity/Q5196788	2019-09-20	Paper
The timer option pricing with paying dividends under the time-varying interest rates for Heston stochastic volatility model	2019-09-20	Paper
Timer option pricing of stochastic volatility model with changing coefficients under time-varying interest rate	2019-07-22	Paper
Approximate maximum likelihood estimation of semi-parametric jump-diffusion model -- closed-expansion method based on transfer density	2019-02-22	Paper
The actuarial pricing of option based on the nonparametric estimation for B-S model under the stochastic interest rates	2019-02-22	Paper
Local polynomial estimations of time-varying coefficients for local stationary diffusion models	2017-09-26	Paper
Local polynomial estimation of time-dependent diffusion parameter for discretely observed SDE models	2017-04-11	Paper
The EM algorithm of local estimations for finite mixture of regression models with Laplace distribution	2017-01-06	Paper
https://portal.mardi4nfdi.de/entity/Q3460918	2016-01-15	Paper
A new global optimization algorithm for solving generalized geometric programming	2015-10-28	Paper
Weighted least squares estimations of time-varying parameters for local stationary diffusion model	2015-06-29	Paper
https://portal.mardi4nfdi.de/entity/Q5260801	2015-06-29	Paper
Asymptotic normality of composite quantile regression estimation for diffusion models	2015-02-11	Paper
Local linear estimations of time-varying parameters for time-inhomogeneous diffusion models	2014-02-28	Paper
A bivariate generalized Weibull distribution model	2013-01-24	Paper
Monte Carlo EM algorithm for multivariate normal distributions under missing data	2012-01-27	Paper
An optimization algorithm for restricted estimation of normal distributions under linear inequalities	2011-02-05	Paper
The EM algorithm in logistic linear models with geometric distributions involving missing data	2010-07-08	Paper
The EM algorithm of parameter estimation of Weibull distributions under type I censoring samples	2010-07-08	Paper
Note on the EM algorithm in linear regression model	2010-04-15	Paper
Large deviation inequalities for the MLE and Bayes estimator in SDEs with fractional Brownian motion	2009-07-22	Paper
Restricted estimation of multivariate normal distributions under linear inequalities	2008-08-06	Paper

Research outcomes over time

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