Wei-Qi Liu

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Ratio detection for mean change in α mixing observations	2022-05-23	Paper
Risk preference and reversal from the perspective of overreaction	2021-01-14	Paper
Nonlinear asset pricing model and the idiosyncratic volatility puzzle	2020-01-22	Paper
Analysis of atmospheric continuous-variable quantum key distribution with diverse modulations	2019-11-28	Paper
Lookback options pricing for uncertain financial market	2019-08-14	Paper
https://portal.mardi4nfdi.de/entity/Q5381703	2019-06-21	Paper
A new kind of location invariant extreme value index estimator	2019-06-21	Paper
Customer strategic joining behavior in Markovian queues with working vacations and vacation interruptions under Bernoulli schedule	2019-04-18	Paper
Valuation of power option for uncertain financial market	2019-03-21	Paper
Uncertain zero-one law and convergence of uncertain sequence	2019-02-19	Paper
An estimator of heavy tail index through the generalized jackknife methodology	2019-02-08	Paper
Social optimization in \(M/M/1\) queue with working vacation and \(N\)-policy	2018-11-01	Paper
Valuation of stock loan under uncertain environment	2018-10-23	Paper
Bayesian unit root testing for time series with heavy distribution	2018-10-22	Paper
Valuation of interest rate ceiling and floor in uncertain financial market	2018-10-16	Paper
Practical performance of real-time shot-noise measurement in continuous-variable quantum key distribution	2018-08-07	Paper
Price and quality-based competition and channel structure with consumer loyalty	2017-12-06	Paper
A strong convergence rate of estimator of variance change in linear processes and its applications	2017-07-20	Paper
Volatility research based on the modified unscented Kalman filter	2017-01-06	Paper
Equilibrium threshold strategies in observable queueing systems under single vacation policy	2016-12-02	Paper
Subsampling cointegration tests in heavy-tailed observation	2016-08-10	Paper
Monitoring change in the mean vector of multivariate normal distribution	2016-01-15	Paper
A robust test for mean change in dependent observations	2015-03-13	Paper
Equilibrium balking behavior in the \(Geo/Geo/1\) queueing system with multiple vacations	2013-08-15	Paper
Equilibrium balking strategies in the Geo/Geo/1\((E,SV)\) queueing system	2013-01-24	Paper
Wavelet identification of structural change points in volatility models for time series	2011-02-05	Paper
Classes of heavy-tailed distributions and Venn diagrams of their relations	2010-02-12	Paper
A local theorem for ruin probabilities in a renewal risk model perturbed by diffusions	2009-11-11	Paper
https://portal.mardi4nfdi.de/entity/Q3518168	2008-08-06	Paper
\((t,n)\) threshold group signature scheme based on elliptic curve cryptosystem	2008-04-04	Paper
https://portal.mardi4nfdi.de/entity/Q5435851	2008-01-14	Paper
Estimation of parameters in a mixed coefficient linear model with constraints	2001-06-27	Paper
https://portal.mardi4nfdi.de/entity/Q4264897	1999-10-07	Paper
https://portal.mardi4nfdi.de/entity/Q4265038	1999-10-07	Paper
https://portal.mardi4nfdi.de/entity/Q4381207	1998-05-04	Paper
https://portal.mardi4nfdi.de/entity/Q4025181	1993-02-18	Paper
https://portal.mardi4nfdi.de/entity/Q3481121	1989-01-01	Paper

Research outcomes over time

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