Works matching AU Boping Tian
Results: 32
The Legendre transform-dual-asymptotic solution for optimal investment strategy with random incomes.
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- Communications in Statistics: Theory & Methods, 2024, v. 53, n. 23, p. 8329, doi. 10.1080/03610926.2023.2281896
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Modelling intra-host competition between malaria parasites strains.
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- Computational & Applied Mathematics, 2020, v. 39, n. 2, p. 1, doi. 10.1007/s40314-020-1072-5
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Malliavin Derivatives in Spaces with Variable Exponents.
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- Journal of Function Spaces, 2014, p. 1, doi. 10.1155/2014/198060
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Lobatto-Milstein Numerical Method in Application of Uncertainty Investment of Solar Power Projects.
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- Energies (19961073), 2017, v. 10, n. 1, p. 43, doi. 10.3390/en10010043
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Unleashing the Potential of Mixed Frequency Data: Measuring Risk with Dynamic Tail Index Regression Model: Unleashing the Potential of Mixed Frequency Data...: H. An, B. Tian.
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- Computational Economics, 2025, v. 65, n. 3, p. 1567, doi. 10.1007/s10614-024-10592-7
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Multiscale Change Point Detection for Univariate Time Series Data with Missing Value.
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- Mathematics (2227-7390), 2024, v. 12, n. 20, p. 3189, doi. 10.3390/math12203189
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Sharper Concentration Inequalities for Median-of-Mean Processes.
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- Mathematics (2227-7390), 2023, v. 11, n. 17, p. 3730, doi. 10.3390/math11173730
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Profile Maximum Likelihood Estimation of Single-Index Spatial Dynamic Panel Data Model.
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- Mathematics (2227-7390), 2023, v. 11, n. 13, p. 2947, doi. 10.3390/math11132947
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Estimation of the Non-Parametric Spatial Dynamic Panel Data Model with Fixed Effects.
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- Mathematics (2227-7390), 2023, v. 11, n. 13, p. 2865, doi. 10.3390/math11132865
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Global Boundedness in a Logarithmic Keller–Segel System.
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- Mathematics (2227-7390), 2023, v. 11, n. 12, p. 2743, doi. 10.3390/math11122743
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Almost Sure Exponential Stability of Numerical Solutions for Stochastic Pantograph Differential Equations with Poisson Jumps.
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- Mathematics (2227-7390), 2022, v. 10, n. 17, p. 3137, doi. 10.3390/math10173137
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Stochastic Epidemic Model for COVID-19 Transmission under Intervention Strategies in China.
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- Mathematics (2227-7390), 2022, v. 10, n. 17, p. 3119, doi. 10.3390/math10173119
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Asymptotics of Subsampling for Generalized Linear Regression Models under Unbounded Design.
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- Entropy, 2023, v. 25, n. 1, p. 84, doi. 10.3390/e25010084
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Tracy–Widom law for the largest eigenvalue of sample covariance matrix generated by VARMA.
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- Random Matrices: Theory & Application, 2021, v. 10, n. 2, p. N.PAG, doi. 10.1142/S2010326321500222
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Asymptotic behaviors of jellyfish model with stage structure.
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- Mathematical Biosciences & Engineering, 2021, v. 18, n. 3, p. 2508, doi. 10.3934/mbe.2021128
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Mathematical models for within-host competition of malaria parasites.
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- Mathematical Biosciences & Engineering, 2019, v. 16, n. 6, p. 6623, doi. 10.3934/mbe.2019330
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Research on Change Point Detection during Periods of Sharp Fluctuations in Stock Prices–Based on Bayes Method β -ARCH Models.
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- Axioms (2075-1680), 2024, v. 13, n. 9, p. 643, doi. 10.3390/axioms13090643
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Population dynamical behaviors of jellyfish model with random perturbation.
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- Discrete & Continuous Dynamical Systems - Series B, 2023, v. 28, n. 5, p. 1, doi. 10.3934/dcdsb.2022201
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Existence of viscosity solutions for Hessian equations in exterior domains.
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- Frontiers of Mathematics in China, 2014, v. 9, n. 1, p. 201, doi. 10.1007/s11464-013-0340-8
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Convergence Rate of the Diffused Split-Step Truncated Euler–Maruyama Method for Stochastic Pantograph Models with Lévy Leaps.
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- Fractal & Fractional, 2023, v. 7, n. 12, p. 861, doi. 10.3390/fractalfract7120861
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MULTIPLE PERIODIC SOLUTIONS OF A WITHIN-HOST MALARIA INFECTION MODEL WITH TIME DELAY.
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- Journal of Biological Systems, 2021, v. 29, n. 3, p. 577, doi. 10.1142/S0218339021500108
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Stochastic field exponent function spaces with applications.
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- Complex Variables & Elliptic Equations, 2014, v. 59, n. 1, p. 133, doi. 10.1080/17476933.2012.713947
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Nonparametric estimate of spectral density functions of sample covariance matrices generated by VARMA models.
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- Communications in Statistics: Theory & Methods, 2022, v. 51, n. 4, p. 943, doi. 10.1080/03610926.2020.1745842
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The first-order random coefficient integer valued autoregressive process with the occasional level shift random noise based on dual empirical likelihood.
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- Communications in Statistics: Theory & Methods, 2020, v. 49, n. 12, p. 2990, doi. 10.1080/03610926.2019.1584315
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Semiparametric method for detecting multiple change points model in financial time series.
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- Communications in Statistics: Theory & Methods, 2018, v. 47, n. 11, p. 2664, doi. 10.1080/03610926.2017.1316401
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Inference for random coefficient INAR( k ) with the occasional level shift random noise based on dual empirical likelihood.
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- Communications in Statistics: Theory & Methods, 2017, v. 46, n. 14, p. 6994, doi. 10.1080/03610926.2016.1139134
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Semiparametric test for multiple change-points based on empirical likelihood.
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- Communications in Statistics: Theory & Methods, 2017, v. 46, n. 7, p. 3574, doi. 10.1080/03610926.2015.1066815
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Convergence and stability of split-step theta methods with variable step-size for stochastic pantograph differential equations.
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- International Journal of Computer Mathematics, 2018, v. 95, n. 5, p. 939, doi. 10.1080/00207160.2017.1299862
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Semiparametric method for identifying multiple change-points in financial market.
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- Communications in Statistics: Simulation & Computation, 2020, v. 49, n. 6, p. 1429, doi. 10.1080/03610918.2017.1359285
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Study of Change-Point Detection and Applications Based on Several Statistical Methods.
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- Symmetry (20738994), 2025, v. 17, n. 2, p. 302, doi. 10.3390/sym17020302
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Karhunen-Loève Expansion for the Second Order Detrended Brownian Motion.
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- Abstract & Applied Analysis, 2014, p. 1, doi. 10.1155/2014/457051
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Function Spaces with a Random Variable Exponent.
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- Abstract & Applied Analysis, 2011, p. 1, doi. 10.1155/2011/179068
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