Volume 15.
(as bibtex)
49 references.
Articles

127. Complete convergence of moving average processes
Yang, Xiaoyun,
Jiao, Zhichang

17. A class of random deviation theorems and the generating function approach
Liu, Wen

113123. Some limit theorems for a secondorder nonhomogeneous Markov information source
Yang, Weiguo,
Liu, Wen

124129. Bayes estimation of the parameter for a semiparametric regression model with elliptically contoured error
Chen, Lanxiang

130134. A result about the distribution functions of the symmetric Bernoulli convolution
Lu, Zhunwei

135140. The strong consistency of estimators of MA parameters of ARMA sequences
Chen, Fubing

1418. Some large sample results for nonparametric estimators under the competing risks case
Chen, Ping

141146. The probability of ruin in a generalized compound Poisson process
Qi, Yi

147151. Representation of $¶hi^*$valued martingale measures
Xie, Yingchao

152167. Optimal portfolio with risk control
Ye, Zhongxing,
Li, Jun

168175. Improvement on the best affine equivariant estimation of the convariance matrix under the entropy loss
Sun, Xiaoqian

176186. Estimation of the exponential distribution parameter under an entropy loss function based on type II censoring
Wang, Dehui,
Song, Lixin

199212. The exact distribution theory of runs
Han, Qing

213221. Randomized quasiMonte Carlo methodsscrambled $(t,m,s)$nets and $(t,s)$sequences
Yue, Rongxian

225233. The expected value of the discounted penalty at ruin time
Cheng, Zongmao

240244. A density estimator for censored data and its uniform consistency rate
Wang, Haijian,
Zhao, Yuesheng

245256. A new procedure to estimate the parameters in reliability growth experiments
Chen, Yingbao,
Zheng, Zhongguo

257261. The maximum excursion and the first instance of attaining such a maximum for Brownian motion
Lu, Yuhua,
Yin, Chuancun

262275. On normal orthant probabilities
Ni, Zhongren,
Kedem, Benjamin

276280. Consistency of a class of distributionfree recursive kernel estimators of regression functions
Ling, Nengxiang

2834. Uniqueness of the Brownian motion on SG$(2,3)$
Li, Junping,
Hou, Zhenting

281286. The asymptotic distribution of a weighted PPtype Crámervon Mises statistic and an expansion for it
Cui, Hengjian

294301. Convergence rates of distribution functions of continuous random variables
Li, Zhiqiang

302309. An extension of a strong limit theorem for a gambling strategy
Liu, Wen,
Wang, Jinting

310318. Some generalizations of semimartingales in the plane
Tsoi, Allanus H.

329331. Bayesian methods in random response models
Chen, Xueru

345350. Populationsizedependent branching processes with independent stationary random environments
Fang, Dafan,
Wang, Hanxing

3542. A dynamical economic model for optimal consumption and investment I
Fei, Weiyin,
Wu, Rangquan

351362. Optimum stepstress accelerated life tests with competing causes of failure under an exponential distribution
Liu, Lixi,
Ge, Guangping

363369. Empirical likelihood ratio confidence regions in a partly linear model
Qin, Yongsong

370374. Asymptotic windings of Brownian motion on a torus
Duan, Zengping

375380. Uniform strong consistency of nonlinear wavelet estimates of regression functions
Zhang, Shuanglin,
Sha, Qiuying,
Cheng, Meiyu

385389. A note on the law of the iterated logarithm for independent random variables
He, Fengxia

390396. On the Hausdorff dimension of the inverse image for any compact set under a selfsimilar Markov process
Yan, Haifeng,
Chen, Chunsheng

397401. Setvalued martingale approximation of setvalued $L^1$martingales in the limit and its convergence
Xue, Hong,
Shi, Yu,
Nie, Zankan

402410. Theorems on convergence of a class of sums of independent random variables under the condition $\liminf_{n\to∊fty}P(X_n=0)>0$
Kong, Fanchao,
Tang, Qihe

411424. Random weighting approximations for estimates of a nonparametric regression function
Xue, Liugen

425428. Onesided parameter estimation and testing problems for grouped samples
Gao, Wei,
Zhang, Baoxue,
Shi, Ningzhong

429432. The Cox process and the solutions of a class of hyperbolic equations
Wang, Guojing,
Wu, Rong

4347. The contact process on GaltonWatson trees
Zhao, Lijiu,
Chen, Dayue

433443. A new estimator for randomized response sampling from a dichotomous population and a covariance adjustment estimator
Sun, Hanjie,
Liang, Xiaoyun

5362. Bayesian influence assessments in a growth curve model with general covariance structure
Bai, Peng,
Pan, Jianxin,
Fei, Yu

6367. Pricing of European call option on corporate bond
Chen, Jing,
Zhang, Shuguang

6876. The ratio estimator in view of PPS cluster sampling
Yu, Chunquan

7782. A conditional law of super absorbing barrier Brownian motion
Li, ZengHu

813. The definition of setvalued Markov processes and related problems
Zheng, Jing,
Zhu, Zuobin

8391. Twostage sampling estimators in the GMANOVAMANOVA model
You, Jinhong

9296. Measurable selections of setvalued Markov processes
Zhu, Zuobin,
Zheng, Jing

97105. Wavelet smoothing in a semiparametric regression model
Chai, Genxiang,
Xu, Kejun