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Pathwise uniqueness for stochastic differential equations driven by pure jump processes Journal article
STATISTICS & PROBABILITY LETTERS, 2017,Volume: 130,Page: 100-104
Authors:  Zheng, Jiayu;  Xiong, Jie
Favorite |  | TC[WOS]:1 TC[Scopus]:1 | Submit date：2018/10/30
Pure jump process  Weak uniqueness  Tanaka's formula  Pathwise uniqueness  Local time  
Consistency and asymptotics of a Poisson intensity least-squares estimator for partially observed jump-diffusion processes Journal article
STATISTICS & PROBABILITY LETTERS, 2017,Volume: 123,Page: 8-16
Authors:  Djouadi, Seddik M.;  Maroulas, Vasileios;  Pan, Xiaoyang;  Xiong, Jie
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date：2018/10/30
Consistency  Asymptotic normality  Jump diffusions  Least-squares estimator  Poisson processes  Partially observed system  
Empirical likelihood for compound Poisson processes under infinite second moment Journal article
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2017,Volume: 46,Issue: 17,Page: 8618-8627
Authors:  Cheng, Conghua;  Liu, Zhi;  Wan, Yi
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date：2018/10/30
Compound Poisson Process  Domain Of Attraction Of Normal Law  Empirical Likelihood  
One-sided EWMA control charts for monitoring Poisson processes with varying sample sizes Journal article
Communications in Statistics - Theory and Methods, 2016,Volume: 45,Issue: 20,Page: 6112-6132
Authors:  Zhou,Qin;  Shu,Lianjie;  Jiang,Wei
Favorite |  | TC[WOS]:8 TC[Scopus]:8 | Submit date：2019/08/01
Average Run Length  Control Chart  Exponentially Weighted Moving Average  Statistical Process Control  
On some smoothening effects of the transition semigroup of a Levy process Journal article
Journal of mathematical analysis and applications, 2016,Volume: 434,Issue: 2,Page: 1566-1580
Authors:  Doug, Zhao;  Peszat, Szymon;  Xu, Lihu
Favorite |  | TC[WOS]:1 TC[Scopus]:1 | Submit date：2019/07/19
Bismut-elworthy-li Formula  Levy Processes  Smoothening Effect  
On some smoothening effects of the transition semigroup of a Lévy process Journal article
Journal of Mathematical Analysis and Applications, 2015,Volume: 434,Issue: 2,Page: 1566-1580
Authors:  Dong，Zhao;  Peszat，Szymon;  Xu，Lihu
Favorite |  | TC[WOS]:1 TC[Scopus]:1 | Submit date：2019/06/03
Bismut-Elworthy-Li formula  Lévy processes  Smoothening effect  
A window-limited generalized likelihood ratio test for monitoring Poisson processes with linear drifts Journal article
Journal of Statistical Computation and Simulation, 2015,Volume: 85,Issue: 15,Page: 2975-2988
Authors:  Zhao,Honghao;  Shu,Lianjie;  Tsui,Kwok Leung
Favorite |  | TC[WOS]:1 TC[Scopus]:1 | Submit date：2019/08/01
Adaptive Cusum  Average Run Length  Generalized Likelihood Ratio  Linear Drifts  Weighted Cusum  
A single-server retrial G-queue with priority and unreliable server under Bernoulli vacation schedule Journal article
Computers and Industrial Engineering, 2013,Volume: 64,Issue: 1,Page: 84-93
Authors:  Jinbiao Wu;  Zhaotong Lian
Favorite |  | TC[WOS]:28 TC[Scopus]:45 | Submit date：2018/10/30
Embedded Markov Chain  G-queues  Reliability  Retrial Queues  Stochastic Decomposition  
Exponentially weighted moving average control charts for monitoring increases in Poisson rate Journal article
IIE Transactions (Institute of Industrial Engineers), 2012,Volume: 44,Issue: 9,Page: 711-723
Authors:  Shu，Lianjie;  Jiang，Wei;  Wu，Zhang
Favorite |  | TC[WOS]:16 TC[Scopus]:20 | Submit date：2019/08/01
average run length  Markov chain  Poisson distribution  statistical process control  
Responses of Nonlinear Oscillators Excited by Nonzero-Mean Parametric Poisson Impulses on Displacement Journal article
Journal of Engineering Mechanics, 2012,Volume: 138,Issue: 5,Page: 450-457
Authors:  Zhu HT;  Er GK;  Iu VP;  Kou KP
Favorite |  | TC[WOS]:6 TC[Scopus]:7 | Submit date：2019/02/12
Approximation Methods  Nonlinear Response  Probability Density Functions  Stochastic Processes