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  1. No Access

    Chapter and Conference Paper

    Monitoring Persistent Change Points in a Heavy-Tailed Sequence with M-Estimation in Big Data Background

    In the current era of big data, the financial industry as one of the most important application areas of big data, many financial and economic time series data obtained show the feature of heavy tail. In order...

    Yangyi Cheng, Hao **, Gaochang Zhao… in Tenth International Conference on Applicat… (2023)

  2. No Access

    Chapter and Conference Paper

    Trust and Innovation Mechanism in Mixed Ownership M&As of SOEs—Literature Analysis Based on CNKI Database

    With the development of mixed ownership reform research, mergers and acquisitions (M&As) have become an important means. Although M&As can combine the capital and production factors of “state-owned” with “non-...

    Yan Wang, Meiting Liu, Lingyu Shen in Applications of Decision Science in Management (2023)

  3. No Access

    Chapter and Conference Paper

    Ratio Test for Tail Index Changes with Heavy-Tailed ARCH-Type Innovations from the Perspective of Big Data

    This paper investigates a new ratio-type test to detect the tail index change characterized of the ARCH model in which the innovations are heavy-tailed distribution. Under the appropriate conditions, we use th...

    Zini Wang, Hao **, Yunfeng Yang… in Application of Intelligent Systems in Mult… (2022)