1001-4268
2010 Issue 4
The Estimator of Expectation of Interval-Censored Data
deng wen li ; fu zuo
deng wen li ; fu zuo
..............page:419-426
Convergence in Probability of Approximate Solutions for Neutral Stochastic Differential Delay Equations with Poisson Jumps and Markovian Switching
yang gui yuan ; liu de zhi
yang gui yuan ; liu de zhi
..............page:399-410
Local Bias-Corrected Empirical Likelihood in a Varying-Coefficient Errors-in-Variables Model
feng san ying ; niu hui fang ; xue liu gen
feng san ying ; niu hui fang ; xue liu gen
..............page:427-436
Moment Estimation of Parameters for Discretely Sampled OU-compound Poisson Processes
zhang shi bin ; zhang xin sheng
zhang shi bin ; zhang xin sheng
..............page:384-398
Malliavin Derivative and Comonotonic Theorems for BSDEs
zhang hui ; zhu qing feng ; lai xiang
zhang hui ; zhu qing feng ; lai xiang
..............page:337-346
..............page:封4
Using EM Algorithm to Estimate Parameters in Phylogenetic Tree Construction
tang xiao si ; wu chao biao
tang xiao si ; wu chao biao
..............page:357-366
..............page:411-418
dui zheng quan tou zi mo ni shi yan de tong ji yan jiu
zhu meng jin ; zhao jin tao
zhu meng jin ; zhao jin tao
..............page:443-448
Properties of New Multivariate Skew t Distributions Generated from Skew Pearson Ⅶ Distributions
wen yang jun ; zhu dao yuan
wen yang jun ; zhu dao yuan
..............page:367-383
The Turning Point Analysis of Finance Time Series
luo chun ; chen xue ping ; zhang ying shan
luo chun ; chen xue ping ; zhang ying shan
..............page:437-442
Existence and Uniqueness of Solutions to Stochastic Differential Equations with Random Impulses under Lipschitz Conditions
zhou yong ; wu shu jin
zhou yong ; wu shu jin
..............page:347-356