| Publication | Date of Publication | Type |
|---|
Conditional quantile estimation for GARCH model based on mixed-frequency data
Statistical Papers | 2025-05-12 | Paper |
A sparse array direction-finding approach under impulse noise
Circuits, Systems, and Signal Processing | 2024-12-12 | Paper |
A new threshold INAR(1) model based on modified negative binomial operator with random coefficient
Journal of Statistical Computation and Simulation | 2024-08-13 | Paper |
A new bivariate autoregressive model driven by logistic regression
Communications in Statistics: Theory and Methods | 2023-11-29 | Paper |
A new autoregressive process driven by explanatory variables and past observations: an application to PM 2.5
Statistical Methods and Applications | 2023-07-27 | Paper |
Risk models based on copulas for premiums and claim sizes
Communications in Statistics: Theory and Methods | 2022-05-30 | Paper |
| scientific article; zbMATH DE number 7448310 (Why is no real title available?) | 2021-12-17 | Paper |
Statistical inference for the covariates-driven binomial AR(1) process
Acta Mathematicae Applicatae Sinica. English Series | 2021-11-04 | Paper |
Finite-time terminal sliding mode tracking control of a VTOL UAV via the generalized NDOB
Mathematical Problems in Engineering | 2020-10-12 | Paper |
| scientific article; zbMATH DE number 7234215 (Why is no real title available?) | 2020-08-12 | Paper |
| Bayesian estimation of parameter of Poisson distribution under weighted balanced entropy loss function | 2020-01-22 | Paper |
An adaptive unscented Kalman filtering algorithm for MEMS/GPS integrated navigation systems
Journal of Applied Mathematics | 2019-02-01 | Paper |
| Non-exponential upper bounds of ruin probability for stochastic premium risk model with investment income | 2018-07-18 | Paper |
Ruin probabilities for a two-dimensional perturbed risk model with stochastic premiums
Acta Mathematicae Applicatae Sinica. English Series | 2017-04-04 | Paper |
A second-order semi-implicit \(\delta f\) method for hybrid simulation
Journal of Computational Physics | 2016-12-05 | Paper |
Ruin probabilities for a perturbed risk model with stochastic premiums and constant interest force
Journal of Inequalities and Applications | 2016-09-12 | Paper |
Bidimensional discrete-time risk models based on bivariate claim count time series
Journal of Inequalities and Applications | 2015-03-20 | Paper |
On a perturbed MAP risk model under a threshold dividend strategy
Journal of the Korean Statistical Society | 2014-08-07 | Paper |
| Gerber-Shiu functions for a perturbed renewal risk model with two classes of claims | 2013-06-20 | Paper |
| Upper bounds for the ruin probabilities in dependent risk models with Markov chains interest rates | 2013-01-24 | Paper |
Ruin problems for an autoregressive risk model with dependent rates of interest
Applied Mathematics and Computation | 2012-06-11 | Paper |
| A note on two Diophantine equations \(y^2=nx(x^2\pm1)\) | 2008-04-04 | Paper |
Numerical analysis of relative equilibrium states and its stability of a string system with a rigid body
Communications in Nonlinear Science and Numerical Simulation | 1999-06-07 | Paper |
The numbers of jump layers of boundary value problems in quasilinear differential equations
Applied Mathematics and Mechanics. (English Edition) | 1993-01-17 | Paper |
