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  • 缪柏其
  • 教授
  • +86-551-63603935
  • bqmiao@ustc.edu.cn
  • 统计与金融系
  • 概率与统计
English
  • 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 , 67: 21-26
  • Identity tests for high dimensional data using RMT , Journal of Multivariate Analysis , 2013 , 118: 128-137
  • Optimal feature selection for sparse linear discriminant analysis and its applications in gene expression data , Computational Statistics and Data Analysis , 2013 , 66: 140-149
  • 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 , 53: 990-998
  • Limiting Spectral Distribution of Large-Dimensional Sample Covariance Matrices Generated by VARMA , Journal of Multivariate Analysis , 2009 , 100: 2112-2125
  • 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 , 42: 359-369
  • 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 , 56: 471-491
  • 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 , 26: 583-594
  • 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
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