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Large deviations for parameter estimators of bridgeShoujiang Zhao; Qiaojing Liu · 2012
Sharp Large Deviation for the Energy of -Brownian BridgeZhao, Shoujiang; Liu, Qiaojing; Liu, Fuxiang; Yin, Hong · International Journal of Stochastic Analysis · 2013
Moderate deviations for some nonparametric estimators with errors in variablesShoujiang Zhao; Qiaojing Liu · 2012
Large Deviations in Testing Squared Radial Ornstein-Uhleneck ModelZhao, Shoujiang; Liu, Qiaojing · Journal of Probability and Statistics · 2011
Moderate deviations for a test of symmetry based on deconvolution kernel density estimatorsShoujiang Zhao; Qiaojing Liu · 2011
A large deviation result for maximum likelihood estimator of non-homogeneous OrnsteinâUhlenbeck processesZhao, Shoujiang; Liu, Qiaojing · Statistics & Probability Letters · 2020
Moderate deviations for Hawkes processesZhu, Lingjiong · Statistics & Probability Letters · 2013
Bayesian efficiencyWithers, Christopher S.; Nadarajah, Saralees · Statistics & Probability Letters · 2013
Alpha–Skew–Laplace distributionShams Harandi, S.; Alamatsaz, M.H. · Statistics & Probability Letters · 2013
A multistate monotone system signatureda Costa Bueno, Vanderlei · Statistics & Probability Letters · 2013
A double generalized Pareto distributionNadarajah, Saralees; Afuecheta, Emmanuel; Chan, Stephen · Statistics & Probability Letters · 2013
Expansions for bivariate extreme value distributionsNadarajah, Saralees · Statistics & Probability Letters · 2013
Risk measures for skew normal mixturesBernardi, Mauro · Statistics & Probability Letters · 2013
On piecewise linear processesRatanov, Nikita · Statistics & Probability Letters · 2014