2017年发表论文
2017年发表论文
发布时间:2017-03-16 浏览次数:

1.Kong Xin-Bing (2017). How many common driving processes underlying large panel high-frequency data. Biometrika. To appear

2.Cai Zong-Wu, Kong Xin-Bing, Jing Bing-Yi, Liu Zhi (2017). Nonparametric regression with nearly integrated regressor under long run dependence. Econometrics Journal. To appear

3.Kong Xin-Bing, Liu Zhi, Zhou Wang (2017). Sure screening via ranking canonical correlations. TEST. To appear

4.Jing Bing-Yi, Liu Zhi, Kong Xin-Bing (2017). Estimating volatility functional with multiple transactions. Econometric Theory. To appear

5.Chen,X.P., Lin,J.G.*, et al. Designs containing partially clear main effects. Statistics and Probability Letters(统计与概率快报,SCI期刊),121,pp: 12-17,2017.

6.Zhou,X.C., Xu,Y.Z. and Lin,J.G., et al. Wavelet estimation in varying coefficient models for censored dependent data. Statistics and Probability Letters(统计与概率快报,SCI期刊),122,pp: 179-189,2017.

7.Lin,J.G.,Zhang,K.S. and Zhao,Y.Y.Nonparametric estimation of multivariate multiparameter conditional copulas. Journal of the Korean Statistical Society(韩国统计学会,SCI期刊), 46,pp:126-136, 2017.

8.Xue-Ping Chen, Jin-Guan Lin, Hong-Xia Wang, Xing-Fang Huang, Designs containing partially clear main effects. Statistics and Probability Letters, 121,12-17, 2017. (SCI)

9.Yan-Yong Zhao, Jin-Guan Lin*, Hong-Xia Wang, Xing-Fang Huang, Jump-detection-based estimation in time-varying coefficient models and empirical applications, Test, 2017, DOI:10.1007/s11749-017-0525-7. (SCI)

10.Zhao, Y.Y., Lin, J.G. and Wang, H.X., Robust Bootstrap Estimates in Heteroscedastic Semi- varying Coefficient Models and Applications in Analyzing Australia CPI Data, Communications in Statistics - Simulation and Computation, 2017, http://dx.doi.org/10.1080/03610918.2015.1054940. (SCI)

11.Zhao, Y.Y., Lin, J.G., Wang H.X., Huang, X.F.(2017). Jump-detection-based estimation in time-varying coefficient models and empirical analysis. TEST, DOI:10.1007/s11749-017

12.-0525-7.

13.Lin, J.G., Zhang, K.S., Zhao, Y.Y. (2017). Nonparametric estimation of multivariate multiparameter conditional copulas. Journal of the Korean Statistical Society, Journal of the Korean Statistical Society, 46(1): 126-136.

14.Liu, J., Shen, G., & Yang, Y. (2017). Weak Convergence for the Fourth-Order Stochastic Heat Equation with Fractional Noises. Bulletin of the Malaysian Mathematical Sciences Society, 40(2), 565-582.