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Heteroscedasticity test of high-frequency data with jumps and market microstructure noise
Journal article
Qiang Liu, Zhi Liu, Chuanhai Zhang. Heteroscedasticity test of high-frequency data with jumps and market microstructure noise[J]. APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2022, 38(3), 441-457.
Authors:
Qiang Liu
;
Zhi Liu
;
Chuanhai Zhang
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TC[WOS]:
1
TC[Scopus]:
1
IF:
1.3
/
1.4
|
Submit date:2022/05/17
Discriminatory Processor Sharing Queues and the DREB Method
Journal article
Z. Lian, X. Liu, L. Liu. Discriminatory Processor Sharing Queues and the DREB Method[J]. STOCHASTIC MODELS, 2008, 24(1), 19-40.
Authors:
Z. Lian
;
X. Liu
;
L. Liu
Favorite
|
TC[WOS]:
2
TC[Scopus]:
2
IF:
0.5
/
0.5
|
Submit date:2019/10/17
Dimensions Reduction
Level-dependent
Multi-dimensional Qbd
Priority Queues
Sojourn Time
Discriminatory Processor Sharing
Dreb Method
Joint Queue Length
An RG-Factorization Approach for a BMAP/M/1 Generalized Processor-Sharing Queue
Journal article
Quan-Lin Li, Zhaotong Lian, Liming Liu. An RG-Factorization Approach for a BMAP/M/1 Generalized Processor-Sharing Queue[J]. Stochastic models, 2005, 21(2-3), 507-530.
Authors:
Quan-Lin Li
;
Zhaotong Lian
;
Liming Liu
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TC[WOS]:
23
TC[Scopus]:
26
IF:
0.5
/
0.5
|
Submit date:2019/11/25
Batch Markovian Arrival Process (Bmap)
Processor-sharing Queue,
Sojourn Time
Generalized Processor-sharing
Markov Chain Of M/g/1 Type,