Measuring the subprime crisis contagion: Evidence of change point analysis of copula functions , European Journal of Operational Research , 2012 , 222(1)96-103

Markov regime-switching quantile regression models and financial contagion detection , Insurance: Mathematics and Economics , 2016 , 6721-26

Identity tests for high dimensional data using RMT , Journal of Multivariate Analysis , 2013 , 118128-137

Optimal feature selection for sparse linear discriminant analysis and its applications in gene expression data , Computational Statistics and Data Analysis , 2013 , 66140-149

On limiting spectral distribution of large sample covariance matrices by VARMA(p,q) , Journal of Time Series Analysis , 2011 , 32(5)539-546

Strong convergence rate of estimators of change point and its application , Computational Statistics and Data Analysis , 2009 , 53990-998

Limiting Spectral Distribution of Large-Dimensional Sample Covariance Matrices Generated by VARMA , Journal of Multivariate Analysis , 2009 , 1002112-2125

Comparing ratios of the mean to a power of variance in two samples via self-normalized test statistics , Communications in Statistics- Theory and Methods , 2020 , 49(11)2787-2799

Central limit theorem of random quadratics forms involving random matrices , Statistics and Probability Letters , 2008 , 78(6)804-809

A self-normalization test for a change-point in the shape parameter of a gamma distributed sequence , Journal of the Korean Statistical Society , 2013 , 42359-369

Testing for Variance Changes in Autoregressive Models with Unknown Order , Journal of Applied Statistics , 2011 , 38(5)927-936

A Segment redime-switching model with its application to stock market indices , Journal of Applied Statistics , 2011 , 38(10)2241-2252

Em algorithm of the truncated multinormal distribution with linear restriction on the variables , Acta Mathematicae Applicatae Sinica , 2018 , 34(1)155-162

Inference on the change point estimator of variance in measurement error models , Lithuanian Mathematical Journal , 2016 , 56471-491

Estimator of a change point in single index models , SCIENCE CHINA Mathematics , 2014 , 57(8)1701-1721

Bayesian spatiotemporal modeling for blending in situ observations with satellite precipitation estimates , Journal of Geophysical Research: Atmospheres , 2014 , 119(4)1806-1819

Statistical inference for the shape parameter change-point estimator in negative associated gamma distribution , Journal of Inequalities and Applications , 2013 , 161(1)1-11

Selecting an adaptive sequence for computing recursive M-estimators in multivariate linear regression models , Journal of Systems Science and Complexity--English Series , 2013 , 26583-594

Symmetric Stable Distribution Parameter Estimation Point Consistency , SCIENCE CHINA Mathematics , 2008 , 38(2)207-215

The correlation analysis between the price of gold and the US dollar index based on time-varying quantile association regression model , Journal of Data Analysis , 2017 , 12(2)1-16

Empirical Analysis of Financial Crisis Contagion Based on Scan Statistics , Journal of Management Science & Statistical Decision , 2014 , 11(1)1-12

原油价格与黄金价格的变点分析 , 中国科学技术大学学报 , 2014 , 44(6)502-507

应用门限分位点回归模型估计VPIN条件下CVaR , 中国科学技术大学学报 , 2013 , 43(12)997-1003

股指期货基差的非线性特征和均值回复机制研究 , 中国科学技术大学学报 , 2013 , 43(12)989-996

基于自正则的K-S方法的均值变点检验——对我国上证综指的实证分析 , 中国科学技术大学学报 , 2013 , 43(12)984-989

Bayes线性无偏最小方差估计相对于岭估计的优良性 , 华中师范大学学报（自然科学版） , 2013 , 47(5)606-609

基于copula的上市公司信用风险和市值变化相关性分析 , 中国科学技术大学学报 , 2013 , 43(5)410-419

基于C藤copula的收益率自相依结构估计以及条件VaR计算 , 中国科学技术大学学报 , 2013 , 43(9)745-753

基于藤copula方法的区域性金融危机传染分析 , 中国科学技术大学学报 , 2013 , 43(9)737-744

Asymptotic Distribution of the Jump Change-Point Estimtor , 数学年刊（B辑） , 2012 , 33(3)429-436