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作品数:264被引量:405H指数:9
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  • 期刊=Applied Mathematics(A Journal of Chinese Universities)x
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Diophantine equations and Fermat's last theorem for multivariate(skew-)polynomials
《Applied Mathematics(A Journal of Chinese Universities)》2024年第1期159-173,共15页PAN Jie JIA Yu-ming LI Fang 
supported by the National Natural Science Foundation of China(12131015,12071422).
Fermat’s Last Theorem is a famous theorem in number theory which is difficult to prove.However,it is known that the version of polynomials with one variable of Fermat’s Last Theorem over C can be proved very concisely...
关键词:Fermat's last theorem polynomial ring skew polynomial ring 
Pricing VIX options with stochastic skew and asymmetric jumps
《Applied Mathematics(A Journal of Chinese Universities)》2020年第1期33-56,共24页JING Bo LI Sheng-hong TAN Xiao-yu 
the National Natural Science Foundation of China(11571310,71371168).
This paper performs several empirical exercises to provide evidence that the stochas-tic skew behavior and asymmetric jumps exist in VIX markets.In order to adequately capture all of the features,we develop a general ...
关键词:VIX options stochastic skew multi-factor volatility JUMPS 
A parametric bootstrap approach for one-way classification model with skew-normal random effects被引量:3
《Applied Mathematics(A Journal of Chinese Universities)》2019年第4期423-435,共13页YE Ren-dao XU Li-jun LUO Kun JIANG Ling 
Supported by Zhejiang Provincial Philosophy and Social Science Planning Zhijiang Youth Project of China(Grant No.16ZJQN017YB);Ministry of Education of China,Humanities and Social Science Projects(Grant No.19YJA910006);Zhejiang Provincial Natural Science Foundation of China(Grant No.LY20A010019);Fundamental Research Funds for the Provincial Universities of Zhejiang(Grant No.GK199900299012-204);Zhejiang Provincial Statistical Science Research Base Project of China(Grant No.19TJJD08)
In this paper,several properties of one-way classification model with skew-normal random effects are obtained,such as moment generating function,density function and noncentral skew chi-square distribution,etc.Based o...
关键词:PARAMETRIC BOOTSTRAP EM algorithm one-way classification model SKEW-NORMAL DISTRIBUTION SKEW CHI-SQUARE DISTRIBUTION 
A skew–normal mixture of joint location, scale and skewness models被引量:1
《Applied Mathematics(A Journal of Chinese Universities)》2016年第3期283-295,共13页LI Hui-qiong WU Liu-cang YI Jie-yi 
Supported by the National Natural Science Foundation of China(11261025,11561075);the Natural Science Foundation of Yunnan Province(2016FB005);the Program for Middle-aged Backbone Teacher,Yunnan University
Normal mixture regression models are one of the most important statistical data analysis tools in a heterogeneous population. When the data set under consideration involves asymmetric outcomes, in the last two decades...
关键词:mixture regression models mixture of joint location scale and skewness models EM algorithm maximum likelihood estimation skew-normal mixtures 
CONSTRUCTION OF REAL-VALUED MULTIVARIATE WAVELETS
《Applied Mathematics(A Journal of Chinese Universities)》1995年第2期229-236,共8页XIAO SHAOLIANG 
In this papert we give a method to construct multivqriate wavelets for skewsymmetric scaling function. Such wavelets have some desirable properties, e,g.t they are real-valued and orthogonal if the scaling function is...
关键词:WAVELET multiresolution analysis skew-symmetry Householder matrix extensability. 
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