| Publication | Date of Publication | Type |
|---|
A regularized T-type estimator for high-dimensional data
Statistical Papers | 2026-03-03 | Paper |
Multi-network assisted clustering using a grouped factor model
Statistics and Computing | 2025-09-29 | Paper |
Pseudo-likelihood ratio screening based on network data with applications
The Annals of Applied Statistics | 2025-09-18 | Paper |
An improved spectral clustering method for large-scale sparse networks
Statistics and Its Interface | 2025-04-28 | Paper |
Subsampling-based modified Bayesian information criterion for large-scale stochastic block models
Electronic Journal of Statistics | 2025-01-31 | Paper |
Clustering based on Kolmogorov-Smirnov statistic with application to bank card transaction data
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2024-11-27 | Paper |
High-frequency volatility estimation and forecasting with a novel Bayesian LGI model
Electronic Journal of Statistics | 2024-11-12 | Paper |
High-dimensional volatility matrix estimation with cross-sectional dependent and heavy-tailed microstructural noise
Journal of Systems Science and Complexity | 2024-08-29 | Paper |
Spontaneous recovery in random hypergraphs
Chaos | 2024-08-26 | Paper |
Subsampling spectral clustering for stochastic block models in large-scale networks
Computational Statistics and Data Analysis | 2023-11-28 | Paper |
Automatic, dynamic, and nearly optimal learning rate specification via local quadratic approximation
Neural Networks | 2023-09-28 | Paper |
Grouped spatial autoregressive model
Computational Statistics and Data Analysis | 2022-12-06 | Paper |
Overlapping group lasso for high-dimensional generalized linear models
Communications in Statistics: Theory and Methods | 2022-05-17 | Paper |
Crawling subsampling for multivariate spatial autoregression model in large-scale networks
Electronic Journal of Statistics | 2021-10-11 | Paper |
Estimation of dynamic mixed double factors model in high-dimensional panel data
Soft Computing | 2020-07-16 | Paper |
High-dimensional generalized linear models incorporating graphical structure among predictors
Electronic Journal of Statistics | 2019-10-04 | Paper |
Nonparametric estimation of jump characteristics under market microstructure noise
Communications in Statistics. Simulation and Computation | 2017-07-31 | Paper |
Adaptive least relative error estimation
Mathematics in Practice and Theory | 2016-10-06 | Paper |
Intraday Serial Correlation,Volatility, and Jump: Evidence from China's Stock Market
Communications in Statistics. Simulation and Computation | 2016-07-14 | Paper |
Evaluating the hedging error in price processes with jumps present
Statistics and Its Interface | 2015-12-10 | Paper |
NON‐PARAMETRIC ESTIMATION OF HIGH‐FREQUENCY SPOT VOLATILITY FOR BROWNIAN SEMIMARTINGALE WITH JUMPS
Journal of Time Series Analysis | 2015-03-04 | Paper |
Dynamical memory control based on projection technique for online regression
Soft Computing | 2013-06-11 | Paper |
Measuring downside risk using high-frequency data: realized downside risk measure
Communications in Statistics. Simulation and Computation | 2013-05-13 | Paper |
| A general non-linear expectation-BSDE driven by Lévy processes | 2012-01-27 | Paper |
Dynamics of intraday serial correlation in China's stock market
Communications in Statistics. Simulation and Computation | 2011-11-25 | Paper |
Martingale property and capacity under \(G\)-framework
Electronic Journal of Probability | 2011-09-09 | Paper |
A Girsanov type theorem under G-framework
Stochastic Analysis and Applications | 2011-06-07 | Paper |
Stochastic regression and its application to hedging in finance
Science in China. Series A | 2009-12-07 | Paper |
On a Class of Quadratic Growth RBSDE with Jumps and Its Application
Stochastic Models | 2009-09-18 | Paper |
Risky asset pricing based on safety first fund management
Quantitative Finance | 2009-09-13 | Paper |
Optimal portfolio of safety-first models
Journal of Statistical Planning and Inference | 2009-07-22 | Paper |
Martingale characterization of \(G\)-Brownian motion
Stochastic Processes and their Applications | 2009-02-19 | Paper |
| Retarded jump-diffusion equations and stability. | 2006-04-04 | Paper |
| Stability of delayed Hopfield neural networks with sigmoid output functions | 2006-03-09 | Paper |
| scientific article; zbMATH DE number 2114040 (Why is no real title available?) | 2004-11-05 | Paper |
| scientific article; zbMATH DE number 2075179 (Why is no real title available?) | 2004-06-15 | Paper |
| scientific article; zbMATH DE number 1836185 (Why is no real title available?) | 2003-06-06 | Paper |
| Stochastic differential equations and their applications | 2002-10-17 | Paper |
A numerical analysis of stochastic neural networks
Neural, Parallel & Scientific Computations | 2002-06-23 | Paper |
Weak exponential stability of stochastic differential equations
Stochastic Analysis and Applications | 2000-07-10 | Paper |
| scientific article; zbMATH DE number 1018441 (Why is no real title available?) | 1997-11-10 | Paper |
| scientific article; zbMATH DE number 1002174 (Why is no real title available?) | 1997-11-10 | Paper |
| scientific article; zbMATH DE number 713436 (Why is no real title available?) | 1995-09-06 | Paper |
