1. Jing, B. Y., Kong, X. B., Liu, Z., & Zhang, B. . Evaluating the hedging error in price processes with jumps present. Statistics and Its Interface (2013), 6(4), 413-425.
2. Jing, B. Y., Abbas, A., Kong, X.-B., Liu, Z. and Gao, X. Automatic peak picking by Benjamini-Hochberg procedure. PLoS ONE, (2013), 8(1): e53112. doi:10.1371/journal.pone.0053112. (Joint corresponding author).
3.Jing, B. Y., Li, C.-X., Liang, X.-L., Kong, X.-B.The asymptotics of the integrated self-weighted cross volatility estimator. Journal of Statistical Planning and Inference, (2013), 143(10), 1708-
1718.
4.Jing, B. Y.,Li, C.X., and Liu, Z. On estimating the integrated co-volatility using noisy high-frequency data with jumps. Comm. Statist. Theory Methods (2013), 42(21), 3889-3901.
5.Jing, B. Y.,Kong, X.B. and Li, Cuixia.Is the driving force of a continuous process a Brownian motion or fractional Brownian motion? Journal of Mathematical Finance, (2013), 3, 454-464.
6.Kong Xin-Bing (2013). A direct estimation approach to risk approximation for vast portfolios under gross-exposure constraint. TEST 22, 647-669.
7.Lin, J. G.* and Cao, C, Z.. On estimation of measrement error models with replication under heavy- tailed distributions. Computational Statistics(计算统计，SCI期刊), 28,pp:809–829, 2013.
8.Huang, C., Lin, J. G.*, Ren, Y. Y. Testing for the shape parameter of generalized extreme value distribution based on the Lq-likelihood ratio statistic. Metrika(计量，SCI期刊), 76, pp: 641- 671, 2013.
9.Zhang, K. S., Lin, J. G., Huang C.. Some new results on weighted geometric mean for copulas.International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (SCI期刊) ,21(2)，pp:277-288, 2013.
10. Zhao. H. X., Lin, J. G.* An approximately optimal non-parametric procedure for analyzing exchangeable binary data with random cluster sizes. Computational Statistic (计算统计，SCI期刊), 28,pp:2029–2047, 2013.
11. Zhou, X. C. & Lin, J. G.*. Semiparametric regression estimation for longitudinal data in models with martingale difference error's structure. Statistics (统计学，SCI期刊), 47(3),pp:521–534, 2013.
12. Zhou, X. C. & Lin, J. G.. On complete convergence for strong mixing sequences. Stochastics: An International Journal of Probability and Stochastic Processes (随机性SCI期刊), 85(2),pp: 262–271, 2013.
13.Yan,F.R., Huan Y., Liu,J.L., Lu,T. and Lin.J.G., Bayesian Inference for Generalized Linear Mixed Model Based on the Multivariate t Distribution in Population Pharmacokinetic Study, PLoS ONE(SCI期刊),, 8(3): e58369,2013.
14.Tao,Y.X., Liu,L.J., Li,Z.H., Lin,J.G., Lu,T., Yan,F.R. Dose-Finding Based on Bivariate Efficacy-Toxicity Outcome Using Archimedean Copula. PLoS ONE(SCI期刊), 8(11): e78805.
15.Zhou, X. C. & Lin, J. G.*. Empirical likelihood inference in mixtures of semiparametric varying coefficient EV models for longitudinal data with nonignorable dropout. Journal of the Korean Statistical Society(韩国统计学会，SCI期刊), 42,pp:215-225,2013.
16.Zhou, X. C. & Lin, J. G.. Asymptotic properties of wavelet estimators in semiparametric regression models under dependent errors. Journal of Multivariate Analysis(多元分析杂志，SCI期刊), 122 ,pp:251-270,2013.
17.Zhou, X. C. & Lin, J. G.Yin,C.M..Asymptotic properties of wavelet-based estimator in nonparametric regression model with weakly dependent processes, Journal of Inequalities and Applications(SCI期刊), 2013:261,2013.
18.Chen,P., Dong,L.,Chen,W.Y. and Lin,J.G.*. Outlier Detection in Adaptive Functional- Coefficient Autoregressive Models Based on Extreme Value Theory. Mathematical Problems in Engineering(SCI期刊). 2013, Article ID 910828, 9 pages,2013.
19.Yang, Y.，Liu, J. and Zhang, Y., 2013. A note on the tail behavior of randomly weighted sums with convolution-equivalently distributed random sums. Abstract and Applied Analysis, 2013, Article ID 273217, 4 pages (SCI收录).
20.Yang, Y.，Leipus, R. and Siaulys. J., 2013. Precise large deviations for actual aggregate loss process in a dependent compound customer-arrival-based insurance risk model. Lithuanian Mathematical Journal, 53, 4, 448-470 (SCI收录).
21.Yang, Y.，Wang, K., Leipus, R. and Siaulys. J., 2013. A note on the max-sum equivalence of randomly weighted sums of heavy-tailed random variables. Nonlinear Analysis: Modelling and Control, 18, 4, 519-525 (SCI收录).
22.Yang, Y.and Hashorva, E., 2013. Extremes and products of multivariate AC-product risks. Insurance: Mathematics and Economics, 52, 312-319 (SSCI、SCI收录).
23.Yang, Y.and Wang, Y., 2013. Tail behavior of the product of two dependent random variables with applications to risk theory. Extremes, 16, 55-74 (SCI收录).
24.杨洋，林金官，高庆武，2013.时间相依更新风险模型中无限时绝对破产概率的渐近性.中国科学(A辑)，43, 2, 173-184.
25.Yang, Y.，Wang, K. and Liu, J., 2013. Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model. Journal of Mathematical Analysis and Applications, 398, 352-361 (SCI收录).下载
26.Yang, Y.and Wang, K., 2013. Precise large deviations for dependent random variables with applications to the compound renewal risk model. Rocky Mountain Journal of Mathematics, 43, 4, 1395-1414 (SCI收录).
27. Yuhua Xu, Hongzheng Yang, Dongbing Tong, Yuling Wang, Adaptive exponential synchronization in pth moment for stochastic time varying multi-delayed complex networks，Nonlinear Dynamics, 2013. 8. (SCI检索)
28.Chengrong Xie, Yuhua Xu（通讯作者）, Dongbing Tong, Mean square synchronization of stochastic nonlinear delayed coupled complex networks, Discrete Dynamics in Nature and Society, 2013, 2013: 914140 (SCI检索)
29.Qingwu Gao*, Xijun Liu, 2013, Uniform asymptotics for the finite-time ruin probability with upper tail asymptotically independent claims and constant force of interest, Statistics and Probability Letters 83(6): 1527-1538.（SCI）
30.Qingwu Gao*,Yu Liu, Georgios Psarrakos, Yuebao Wang, 2013, On asymptotic equivalence among the solutions of some defective renewal equations, Lithuanian Mathematical Journal 53(4): 391-405.（SCI）
31.Qingwu Gao*, Yang Yang, 2013. Uniform asymptotics for the finite time ruin probability in a general risk model with pairwise quasi asymptotically independent claims and constant interest force, Bulletin of the Korean Mathematical Society 50(2): 611-626, 2013.（SCI）
32.Kaiyong Wang, Yuebao Wang*, Qingwu Gao, 2013, Uniform asymptotics for the finite time ruin probability of a dependent risk model with a constant interest rate, Methodology and Computing in Applied Probability 15(1): 109-124.（SCI）
33.杨洋*，林金官，高庆武，2013,时间相依更新风险模型中无限时绝对破产概率的渐近性,中国科学(A辑) 43(2) : 173-184.
34.Liu Guangying, Wei Zhengyuan and Zhang Xinsheng. Asymptotic properties for multipower variation of semimartingales and Gaussian integral processes with jumps. Journal of Statistical Planning and Inference, 143(8):1307–1319, 2013
35.刘广应，蔡则祥，张新生.波动率度量方法的比较分析——基于LHAR-RV-EVT风险管理，南京审计学学报，10(6):43-56, 2013
36.陆敏，2013，基于系统聚类的中国碳交易市场初步研究，《软科学》2013年第3期
37.李岩岩，赵湘莲，陆敏，2013，碳税与能源补贴对我国农村能源消费的影响分析， 《农业经济问题》2013年第8期
38.罗琰,刘晓星.基于双边风险厌恶及存在监督的委托-代理模型研究.经济数学,2013, 30( 3):107-110
39.Xin Ma*, Jiansheng Wu and XiaoyunXue, Identification of DNA-binding proteins using support vector machine with sequence information, Computational and Mathematical Methods in Medicine,2013:524502, doi: 10.1155/2013/524502, 2013. (SCI）
40.Hongde Liu*, Kun Luo, Hao Wen, Xin Ma, JianmingXie, Xiao Sun， Quantitative analysis reveals increased histone modifications and a broad nucleosome-free region bound by histone acetylases in highly expressed genes in human CD4(+) T cell, Genomics, 101(2), 113-119. 2013. (SCI）
41. ChangchangCao,ChengLi,Zheng Huang,XinMaandXiaoSun*, Identifying rare variants with optimal depth of coverage and cost-effective overlapping pool sequencing, Genetic epidemiology, 37(8), 820-30, 2013. (SCI)
42.基于相依风险模型破产概率的渐近估计及其实证分析.数理统计与管理, 2013(01).3/3
43.朱春华，高启兵，2013，自然联系函数下自适应设计广义线性模型的渐近性质(英文)，数学进展，2013年第1期
41.Wang, H.* and Wang J., Local Linear Regression for Non-grid Spatiotemporal Models with Autoregressive Errors. Communications in Statistics – Theory and Methods, 42:23, 4259-4275, 2013. (SCI)
42. Renrong Jiang, Hongxia Wang, Bo Huang and Gao Guo, An Improved Geographically and Temporally Weighted Regression Model with a Novel Weight Matrix, Proceedings of the 12th International Conference on GeoComputation, Wuhan University, Wuhan, China. 23 to 25 May 2013 . http://www.geocomputation.org/2013/
43.Wang, J., Cheng, F. and Yang, L. (2013). Smooth simultaneous confidence bands for cumulative distribution functions. Journal of Nonparametric Statistics. 25, 395- 407.
44.Wang wenyuan, Zhang aili, Hu yijun,2013, On the Markov-modulated insurance risk model with interest, debit interest and tax payments,《Acta Mthematic ae Applicatae Sinica》2013.
45.Liu zhang, Zhang aili, Li canhua,2013, The expected discounted tax payments on dual risk model under a dividend threshold,《Open journal of statistics》2013, 3
46.Liu, J., Yan, L., & Tang, D. (2013). p-variation of an integral functional associated with bi-fractional Brownian motion. Filomat, 27(6), 995-1009.
47.Liu, J. (2013). Mutual information for stochastic differential equation with subfractional noises. Random Operators and Stochastic Equations, 21(3), 293-303.
48.Guangjun, S. H. E. N., Litan, Y. A. N., & Junfeng, L. I. U. (2013). Power variation of Subfractional Brownian motion and application. Acta Mathematica Scientia, 33(4), 901-912.
49. Liu, J. (2013). Remarks on parameter estimation for the drift of fractional brownian sheet. Acta Mathematica Vietnamica, 38(2), 241-253.