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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
Favorite | 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
Favorite | TC[WOS]:24 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,