| Publication | Date of Publication | Type |
|---|
Testing for jumps in a discretely observed price process with endogenous sampling times
Journal of Econometrics | 2026-02-24 | Paper |
Decoupling interday and intraday volatility dynamics with price durations
Journal of Time Series Analysis | 2025-10-24 | Paper |
Realized candlestick wicks
Journal of Econometrics | 2025-07-08 | Paper |
Dynamic modeling and online monitoring of tensor data streams with application to passenger flow surveillance
The Annals of Applied Statistics | 2024-10-09 | Paper |
Corrigendum to: ``Nearly unbiased estimation of sample skewness''
Economics Letters | 2024-08-28 | Paper |
Aggregated parameter update schemes for monitoring binary profiles
Journal of Applied Statistics | 2024-07-12 | Paper |
Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures
Journal of Econometrics | 2024-06-12 | Paper |
High-frequency volatility modeling: a Markov-switching autoregressive conditional intensity model
Journal of Economic Dynamics and Control | 2021-11-16 | Paper |
A method for constructing asymmetric pair-copula and its application
Communications in Statistics: Theory and Methods | 2021-10-01 | Paper |
A simple nearly unbiased estimator of cross-covariances
Journal of Time Series Analysis | 2021-06-30 | Paper |
| Semi-$G$-normal: a Hybrid between Normal and $G$-normal (Full Version) | 2021-04-11 | Paper |
Noisy consensus dynamics in windmill-type graphs
Chaos: An Interdisciplinary Journal of Nonlinear Science | 2021-01-11 | Paper |
Nearly unbiased estimation of sample skewness
Economics Letters | 2020-07-07 | Paper |
Anomalous scaling of surface growth equations with spatially and temporally correlated noise
Communications in Theoretical Physics | 2018-08-03 | Paper |
| An Iterative Approximation of the Sublinear Expectation of an Arbitrary Function of $G$-normal Distribution and the Solution to the Corresponding $G$-heat Equation | 2018-04-27 | Paper |
Algorithms for congruent sphere packing and applications
Proceedings of the seventeenth annual symposium on Computational geometry | 2017-09-29 | Paper |
A mobile payment authentication protocol based on mobile token
Journal of Wuhan University. Natural Science Edition | 2016-10-06 | Paper |
Decycling number and upper-embeddibility of generalized Petersen graphs
Acta Mathematica Sinica. Chinese Series | 2013-11-19 | Paper |
Optimal control problem with terminal state constraint on time scales
Pacific Journal of Optimization | 2012-05-30 | Paper |
Robust visual tracking with structured sparse representation appearance model
Pattern Recognition | 2012-03-28 | Paper |
Guiding properties of multilayer dielectric planar waveguides.
Canadian Journal of Physics | 2001-07-02 | Paper |
A deterministic distributed voting algorithm using error correcting codes.
Journal of Wuhan University. Natural Science Edition | 2001-06-25 | Paper |
Regularization-based recovery scheme for inverse dynamics of high-speed flexible beams.
Applied Mathematics and Computation | 2001-04-25 | Paper |
