zhuan ji xu yan
feng shi yong ; zou guo hua ;

..............page:1382

MEAN VOLATILITY REGRESSIONS
LIN Lu;LI Feng;ZHU Lixing;HARDLE Wolfgang Karl;Institute of Financial Studies;Shandong University;School of Mathematics and Statistics;Zhengzhou University;Department of Mathematics;Hong Kong Baptist University;CASE-Center for Applied Statistics & Economics;Ladislaus von Bortkiewicz Chair of Statistics;Wirtschaftswissenschaftliche Fakultt Humboldt-Universitat zu Berlin;

..............page:1383-1401

SCREENING TESTS FOR DISEASE RISK HAPLOTYPE SEGMENTS IN GENOME BY USE OF PERMUTATION
ALI Fadhaa;ZHANG Jian;School of Mathematics;Statistics and Actuarial Science;University of Kent;

..............page:1402-1417

TEST FOR HOMOGENEITY UNDER GAMMA MIXTURE MODEL
LI Shaoting;CHEN Jiahua;Department of Statistics;University of British Columbia;School of Mathematics and Statistics;Yunnan University;

..............page:1418-1435

TESTING FOR HETEROSCEDASTICITY IN GENERAL SPATIAL MODELS
JIN Libin;DAI Xiaowen;SHI Lei;School of Statistics;Renming University of China;Statistics and Mathematics School;Yunnan University of Finance and Economics;

..............page:1436-1445

APPROXIMATIONS TO DISTRIBUTION OF THE SUMMATION OF CHI-SQUARED VARIABLES
XIONG Jinghong;LI Qizhai;Academy of Mathematics and Systems Science;Chinese Academy of Sciences;

..............page:1446-1456

ORTHOGONAL SPACE-FILLING DESIGNS FOR COMPUTER EXPERIMENTS
MU Weiyan;CUI Dongli;XIONG Shifeng;School of Science;Beijing University of Civil Engineering and Architecture;Academy of Mathematics and Systems Science;Chinese Academy of Sciences;

..............page:1457-1462

THE PARAMETRIC ESTIMATIONS AND ASYMPTOTICS FOR A SINGLE-INDEX MODEL WITH AUTOREGRESSIVE PROCESSES
GUO Wenwen;CUI Hengjian;School of Mathematical Sciences;Capital Normal University;

..............page:1463-1478

DYNAMIC CONDITIONAL CORRELATION MODELS WITH EXOGENOUS VARIABLES
WEI Qianshu;SONG Lixin;WANG Xiaoguang;School of Mathematical Sciences;Dalian University of Technology;

..............page:1479-1486

AN ANALYSIS OF INTRADAY PATTERNS IN BID-ASK SPREADS:EVIDENCE FROM THE SHENZHEN STOCK EXCHANGE
ZHANG Dixin;SUI Yining;Business School of Nanjing University;

..............page:1487-1500

WEIGHTED LIKELIHOOD INFERENCE FOR PARTIALLY LINEAR REGRESSION MODELS
ZHANG Saiyin;LIANG Hua;School of Statistics;Capital University of Economics and Business;Department of Statistics;George Washington University;

..............page:1501-1509

NONLINEAR STATISTICAL INFERENCES WITH LAPLACE MEASUREMENT ERROR
SHI Jianhong;SONG Weixing;School of Mathematics and Computer Science;Shanxi Normal University;Department of Statistics;Kansas State University;

..............page:1510-1528

SAFETY-FIRST PRINCIPLE FOR CONSTRAINTS OF BORROWING/LENDING AND RISKY INVESTMENT
DING Yuanyao;LU Zudi;Faculty of Business;Ningbo University;Southampton Statistical Sciences Research Institute;and School of Mathematical Sciences University of Southampton;

..............page:1529-1545

FREQUENTIST MODEL AVERAGE ESTIMATION FOR INSTRUMENTAL VARIABLE LINEAR REGRESSION MODELS
CHEN Xinjie;LIN Peng;Academy of Mathematics and Systems Science;Chinese Academy of Sciences;

..............page:1546-1562

JOURNAL OF SYSTEMS SCIENCE AND MATHEMATICAL SCIENCES Volume 35 2015 CONTENTS

..............page:1563-1576