| Publication | Date of Publication | Type |
|---|
Almost strong equilibria for time-inconsistent stopping problems under finite horizon in continuous time
Mathematical Finance | 2024-11-20 | Paper |
Frequency Detection and Change Point Estimation for Time Series of Complex Oscillation
Journal of the American Statistical Association | 2024-11-01 | Paper |
Nonparametric Inference for Time-Varying Coefficient Quantile Regression
Journal of Business and Economic Statistics | 2024-10-09 | Paper |
Statistical inference for high-dimensional panel functional time series
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2024-09-10 | Paper |
Sharp equilibria for time-inconsistent mean-field stopping games
SIAM Journal on Control and Optimization | 2024-08-09 | Paper |
Multiscale jump testing and estimation under complex temporal dynamics
Bernoulli | 2024-07-02 | Paper |
Simplified inverse dynamic models of parallel robots based on a Lagrangian approach
Meccanica | 2024-06-08 | Paper |
Network-level traffic flow prediction: functional time series vs. functional neural network approach
The Annals of Applied Statistics | 2024-04-15 | Paper |
Optimal Relative Performance Criteria in Mean-Field Contribution Games
Mathematics of Operations Research | 2024-03-01 | Paper |
Equilibria of time‐inconsistent stopping for one‐dimensional diffusion processes
Mathematical Finance | 2024-01-31 | Paper |
Equilibrium concepts for time‐inconsistent stopping problems in continuous time
Mathematical Finance | 2023-09-27 | Paper |
Autoregressive approximations to nonstationary time series with inference and applications
The Annals of Statistics | 2023-08-31 | Paper |
Relaxed Equilibria for Time-Inconsistent Markov Decision Processes
| 2023-07-09 | Paper |
Stability of Equilibria in Time-Inconsistent Stopping Problems
SIAM Journal on Control and Optimization | 2023-04-26 | Paper |
Time Inconsistency, Precommitment, and Equilibrium Strategies for a Stackelberg Game
SIAM Journal on Control and Optimization | 2023-03-29 | Paper |
Short Communication: Stability of Time-Inconsistent Stopping for One-Dimensional Diffusions
SIAM Journal on Financial Mathematics | 2023-01-04 | Paper |
Asymptotic analysis of synchrosqueezing transform -- toward statistical inference with nonlinear-type time-frequency analysis
The Annals of Statistics | 2022-12-08 | Paper |
Convergence rate of plugin estimates for functional parameters with applications to locally-stationary time-series
Journal of Statistical Planning and Inference | 2022-11-09 | Paper |
Convergence of Policy Improvement for Entropy-Regularized Stochastic Control Problems
| 2022-09-15 | Paper |
Inference for Linear Models with Dependent Errors
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-11 | Paper |
Stability of Equilibria in Time-inconsistent Stopping Problems
| 2022-05-17 | Paper |
A time-inconsistent Dynkin game: from intra-personal to inter-personal equilibria
Finance and Stochastics | 2022-04-01 | Paper |
Optimal bookmaking
European Journal of Operational Research | 2021-11-05 | Paper |
Transport plans with domain constraints
Applied Mathematics and Optimization | 2021-08-11 | Paper |
Strong and weak equilibria for time-inconsistent stochastic control in continuous time
Mathematics of Operations Research | 2021-07-15 | Paper |
Optimal equilibria for time-inconsistent stopping problems in continuous time
Mathematical Finance | 2021-03-23 | Paper |
Utility maximization when shorting American options
SIAM Journal on Financial Mathematics | 2021-03-11 | Paper |
Estimation and inference for precision matrices of nonstationary time series
The Annals of Statistics | 2020-12-14 | Paper |
Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time
Insurance Mathematics \& Economics | 2020-11-19 | Paper |
Multiscale Linear-Quadratic Stochastic Optimal Control With Multiplicative Noise
| 2020-11-18 | Paper |
Functional weak limit theorem for a local empirical process of non-stationary time series and its application
Bernoulli | 2020-04-27 | Paper |
No-arbitrage and hedging with liquid American options
Mathematics of Operations Research | 2020-03-12 | Paper |
Statistical Inference for High Dimensional Panel Functional Time Series
| 2020-03-12 | Paper |
Globally Optimal And Adaptive Short-Term Forecast of Locally Stationary Time Series And A Test for Its Stability
| 2019-12-30 | Paper |
Time consistent stopping for the mean-standard deviation problem -- the discrete time case
SIAM Journal on Financial Mathematics | 2019-11-22 | Paper |
Change point analysis of correlation in non-stationary time series
STATISTICA SINICA | 2019-08-01 | Paper |
Inference for non-stationary time series regression with or without inequality constraints
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-06-12 | Paper |
A mathematical analysis of technical analysis
Applied Mathematical Finance | 2019-06-03 | Paper |
Simultaneous Inference of Linear Models with Time Varying Coefficients
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-04-30 | Paper |
State-domain Change Point Detection for Nonlinear Time Series Regression
| 2019-04-24 | Paper |
Asymptotic analysis of synchrosqueezing transform -- toward statistical inference with nonlinear-type time-frequency analysis
| 2019-04-20 | Paper |
The optimal equilibrium for time-inconsistent stopping problems -- the discrete-time case
SIAM Journal on Control and Optimization | 2019-02-19 | Paper |
On zero-sum optimal stopping games
Applied Mathematics and Optimization | 2018-12-10 | Paper |
Gradient-based structural change detection for nonstationary time series M-estimation
The Annals of Statistics | 2018-06-29 | Paper |
Simultaneous quantile inference for non-stationary long-memory time series
Bernoulli | 2018-03-27 | Paper |
Optimal Equilibria for Time-Inconsistent Stopping Problems in Continuous Time
| 2017-12-21 | Paper |
On arbitrage and duality under model uncertainty and portfolio constraints
Mathematical Finance | 2017-10-24 | Paper |
The introduction and influence of Pascaline in the early Qing dynasty
| 2017-10-20 | Paper |
Super-hedging American options with semi-static trading strategies under model uncertainty
International Journal of Theoretical and Applied Finance | 2017-10-13 | Paper |
Long-Term Prediction Intervals of Time Series
IEEE Transactions on Information Theory | 2017-07-27 | Paper |
scientific article; zbMATH DE number 6750325 (Why is no real title available?)
| 2017-07-19 | Paper |
Reliable approximations of probability-constrained stochastic linear-quadratic control
Automatica | 2017-06-02 | Paper |
On an optimal stopping problem of an insider
Theory of Probability & Its Applications | 2017-03-09 | Paper |
Arbitrage, hedging and utility maximization using semi-static trading strategies with American options
The Annals of Applied Probability | 2017-02-21 | Paper |
scientific article; zbMATH DE number 6671530 (Why is no real title available?)
| 2017-01-06 | Paper |
On a stopping game in continuous time
Proceedings of the American Mathematical Society | 2016-05-27 | Paper |
A new two stage symmetric two-step method with vanished phase-lag and its first, second, third and fourth derivatives for the numerical solution of the radial Schrödinger equation
Journal of Mathematical Chemistry | 2016-05-17 | Paper |
Multi-player stopping games in continuous time
| 2015-09-14 | Paper |
Non-zero-sum stopping games in continuous time
| 2015-08-17 | Paper |
On hedging American options under model uncertainty
SIAM Journal on Financial Mathematics | 2015-06-26 | Paper |
On controller-stopper problems with jumps and their applications to indifference pricing of American options
SIAM Journal on Financial Mathematics | 2015-01-20 | Paper |
Measuring nonlinear dependence in time-series, a distance correlation approach
Journal of Time Series Analysis | 2014-11-26 | Paper |
Dispersion and pollution of the cell-based smoothed radial point interpolation method (CS-RPIM) solution for the Helmholtz equation
Engineering Analysis with Boundary Elements | 2014-10-16 | Paper |
Inference of weighted \(V\)-statistics for nonstationary time series and its applications
The Annals of Statistics | 2014-05-05 | Paper |
Nonparametric specification for non-stationary time series regression
Bernoulli | 2014-04-10 | Paper |
Inference for non-stationary time-series autoregression
Journal of Time Series Analysis | 2013-11-26 | Paper |
Heteroscedasticity and Autocorrelation Robust Structural Change Detection
Journal of the American Statistical Association | 2013-08-07 | Paper |
On utility maximization with derivatives under model uncertainty
| 2013-07-17 | Paper |
An improved artificial potential field method with parameters optimization based on genetic algorithm
| 2013-01-24 | Paper |
Gaussian approximations for non-stationary multiple time series
STATISTICA SINICA | 2011-10-21 | Paper |
On nonparametric prediction of linear processes
Journal of Time Series Analysis | 2011-02-22 | Paper |
On linear models with long memory and heavy-tailed errors
Journal of Multivariate Analysis | 2011-01-14 | Paper |
Non-stationary structural model with time-varying demand elasticities
Journal of Statistical Planning and Inference | 2010-09-20 | Paper |
Nonparametric inference of quantile curves for nonstationary time series
The Annals of Statistics | 2010-08-24 | Paper |
The design of sliding mode control system based on backstepping theory for BTT UAV
| 2009-09-22 | Paper |
Local linear quantile estimation for nonstationary time series
The Annals of Statistics | 2009-08-19 | Paper |
The application of adaptive genetic algorithms to the optimization of path planning of mobile robots
| 2009-07-22 | Paper |
Binomial-tree approximation for time-inconsistent stopping
| N/A | Paper |
