Wanbo Lu

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Dynamic core-satellite investing using higher order moments: an explicit solution Quantitative Finance	2024-04-12	Paper
scientific article; zbMATH DE number 7679464 (Why is no real title available?)	2023-04-27	Paper
Estimating the higher-order co-moment with non-Gaussian components and its application in portfolio selection Statistics	2022-07-15	Paper
Evaluating multiplicative error models: a residual-based approach Computational Statistics and Data Analysis	2021-05-07	Paper
A new compounding life distribution: the Weibull–Poisson distribution Journal of Applied Statistics	2020-10-21	Paper
M-estimates for the multiplicative error model Journal of Statistical Computation and Simulation	2020-04-28	Paper
A general setting and solution of Bellman equation in monetary theory Journal of Applied Mathematics	2019-11-19	Paper
A generalized least squares estimation method for the autoregressive conditional duration model Statistical Papers	2019-05-08	Paper
Some closed form robust moment-based estimators for the MEM(1,1) Applied Stochastic Models in Business and Industry	2019-02-08	Paper
Estimating vector multiplicative error model using the closed-formed moment method Dynamics of Continuous, Discrete & Impulsive Systems. Series B. Applications & Algorithms	2016-06-22	Paper
A moment closed form estimator for the autoregressive conditional duration model Statistical Papers	2016-05-17	Paper
Some statistical properties of the vector multiplicative error model Dynamics of Continuous, Discrete & Impulsive Systems. Series B. Applications & Algorithms	2014-11-04	Paper
Interval censored sampling plans for the log-logistic lifetime distribution Journal of Applied Statistics	2009-10-21	Paper
Interval censored sampling plans for the gamma lifetime model European Journal of Operational Research	2008-10-17	Paper
An experiment on ultimatum bargaining and testing on the differences	2008-08-12	Paper
scientific article; zbMATH DE number 2165826 (Why is no real title available?)	2005-05-06	Paper

Research outcomes over time

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