Haiyan Xuan

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Quasi-maximum exponential likelihood estimator and portmanteau test of double \(\operatorname{AR}(p)\) model based on \(\operatorname{Laplace}(a,b)\)	2021-12-15	Paper
Research on the impact of background risk on individual investor's investment decisions	2020-01-22	Paper
Multi-period fuzzy portfolio optimization model compatible with movement of market	2018-07-18	Paper
Portmanteau test based on the ARFIMA-GARCH model	2018-05-25	Paper
Quasi-maximum likelihood estimator of Laplace \((1,1)\) for GARCH models	2018-02-15	Paper
Local linear estimation and its asymptotic properties in geographically and temporally weighted regression model	2017-07-14	Paper
Variable selection of geographically and temporally weighted regression model based on spline function	2017-07-14	Paper
Spatial characteristics analysis of total population in various cities based on geographically weighted regression	2017-01-06	Paper
An inequality for sums of wide upper bound-dependent random variables with various distribution	2016-10-06	Paper
https://portal.mardi4nfdi.de/entity/Q3463107	2016-01-15	Paper
Precise large deviation for non-random sums of \(END\) random variables with dominatedly varying tails	2016-01-15	Paper
Application of the Pareto positive stable distribution in insurance claim	2016-01-15	Paper
Precise large deviations for sums of non-identical distributed and widely upper orthant dependent random variables with long tails	2015-06-29	Paper
https://portal.mardi4nfdi.de/entity/Q5167699	2014-06-30	Paper
Error analysis of spectral method for the space and time fractional Fokker-Planck equation	2014-05-19	Paper
Local linear smoothing of semi-parametric regression models under missing response data	2008-08-06	Paper
Two kinds of estimation of mixed geographically weighted regression models	2008-06-03	Paper
Asymptotic properties of estimates of locally linear regression with missing data at random	2008-06-03	Paper
Asymptotics of semi-parametric EV models under missing response data	2008-06-03	Paper

Research outcomes over time

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