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On the jump activity index for semimartingales
Jing, Bing-Yi; Kong, Xin-Bing; Liu, Zhi; Mykland, Per - In: Journal of econometrics 166 (2012) 2, pp. 213-224
Persistent link: https://www.econbiz.de/10009816467
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Estimating the Jump Activity Index Under Noisy Observations Using High-Frequency Data
Jing, Bing-Yi; Kong, Xin-Bing; Liu, Zhi - In: Journal of the American Statistical Association : JASA 106 (2011) 494, pp. 558-569
Persistent link: https://www.econbiz.de/10009257523
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Exceptional family of elements for generalized variational inequalities
Liu, Zhi; He, Yiran - In: Journal of global optimization : an international … 48 (2010) 3, pp. 465-472
Persistent link: https://www.econbiz.de/10008706489
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Disentangling the effect of jumps on systematic risk using a new estimator of integrated co-volatility
Wang, Kent; Liu, Junwei; Liu, Zhi - In: Journal of banking & finance 37 (2013) 5, pp. 1777-1786
Persistent link: https://www.econbiz.de/10010094498
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Edgeworth expansion - Edgeworth expansion in censored linear regression model
Qin, Gengsheng; Jing, Bing-Yi - In: Annals of the Institute of Statistical Mathematics : AISM 55 (2003) 3, pp. 597-618
Persistent link: https://www.econbiz.de/10006552746
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Empirical likelihood - Empirical likelihood for partial linear models
Wang, Qi-Hua; Jing, Bing-Yi - In: Annals of the Institute of Statistical Mathematics : AISM 55 (2003) 3, pp. 585-596
Persistent link: https://www.econbiz.de/10006552747
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Empirical likelihood - Adjusted empirical likelihood method for quantiles
Zhou, Wang; Jing, Bing-Yi - In: Annals of the Institute of Statistical Mathematics : AISM 55 (2003) 4, pp. 689-704
Persistent link: https://www.econbiz.de/10006552767
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Censoring - Empirical likelihood for a class of functionals of survival distribution with censored data
Wang, Qi-Hua; Jing, Bing-Yi - In: Annals of the Institute of Statistical Mathematics : AISM 53 (2001) 3, pp. 517-527
Persistent link: https://www.econbiz.de/10006562312
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Improved Pivotal Methods for Constructing Confidence Regions With Directional Data
Fisher, Nicholas I.; Hall, Peter; Jing, Bing-Yi; Wood, … - In: Journal of the American Statistical Association : JASA 91 (1996) 435, pp. 1062-1070
Persistent link: https://www.econbiz.de/10006633137
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Jackknife Empirical Likelihood
Jing, Bing-Yi; Yuan, Junqing; Zhou, Wang - In: Journal of the American Statistical Association : JASA 104 (2009) 487, pp. 1224-1232
Persistent link: https://www.econbiz.de/10008328372