A general class of multifractional processes and stock price informativeness Q Peng, R Zhao
Chaos, Solitons & Fractals 115, 248-267, 2018
8 2018 Estimation of the pointwise Hölder exponent of hidden multifractional Brownian motion using wavelet coefficients S Jin, Q Peng, H Schellhorn
Statistical Inference for Stochastic Processes 21, 113-140, 2018
8 2018 Stochastic volatility and multifractional Brownian motion A Ayache, Q Peng
Stochastic Differential Equations and Processes: SAAP, Tunisia, October 7-9 …, 2011
8 2011 Covariance-based dissimilarity measures applied to clustering wide-sense stationary ergodic processes Q Peng, N Rao, R Zhao
Machine Learning 108 (12), 2159-2195, 2019
7 2019 On the distribution of extended CIR model Q Peng, H Schellhorn
Statistics & Probability Letters 142, 23-29, 2018
7 2018 Distributed mode selection for FDD communication in multihop wireless networks M Parsinia, Q Peng, S Kumar
IEEE Transactions on Aerospace and Electronic Systems 55 (6), 2921-2937, 2019
6 2019 A representation theorem for smooth Brownian martingales S Jin, Q Peng, H Schellhorn
Stochastics 88 (5), 651-679, 2016
6 2016 Uniform Hölder exponent of a stationary increments Gaussian process: Estimation starting from average values Q Peng
Statistics & probability letters 81 (8), 1326-1335, 2011
6 2011 Fractional Hida-Malliavin derivatives and series representations of fractional conditional expectations S Jin, Q Peng, H Schellhorn
Communications on Stochastic Analysis 9 (2), 213-238, 2015
5 2015 Fractional Hida Malliavin derivatives and series representations of fractional conditional expectations S Jin, Q Peng, H Schellhorn
arXiv preprint arXiv:1406.1538, 2014
5 2014 Statistical inference for hidden multifractional processes in a setting of stochastic volatility models Q Peng
Lille 1 University, 2011
5 2011 Series Representation of Jointly S S Distribution via Symmetric Covariations Y Ding, Q Peng
Communications in Mathematics and Statistics 9 (2), 203-238, 2021
3 2021 Gender assignment for directional full-duplex FDD nodes in a multihop wireless network M Parsinia, Q Peng, S Bhowmick, JD Matyjas, S Kumar
Ad Hoc Networks: 8th International Conference, ADHOCNETS 2016, Ottawa …, 2017
3 2017 Subspace condition for Bernstein's lethargy theorem AG Aksoy, M Al-Ansari, C Case, Q Peng
Turkish Journal of Mathematics 41 (5), 1101-1107, 2017
3 2017 Variable selection and regularization via arbitrary rectangle-range generalized elastic net Y Ding, Q Peng, Z Song, H Chen
Statistics and Computing 33 (3), 72, 2023
2 2023 Who determines United States Healthcare out-of-pocket costs? Factor ranking and selection using ensemble learning C Zhang, Y Ding, Q Peng
Health Information Science and Systems 9 (1), 22, 2021
2 2021 American option pricing with regression: convergence analysis C Liu, H Schellhorn, Q Peng
International Journal of Theoretical and Applied Finance 22 (08), 1950044, 2019
2 2019 Constructing an element of a Banach space with given deviation from its nested subspaces AG Aksoy, Q Peng
arXiv preprint arXiv:1605.04592, 2016
2 2016 On a theorem of SN Bernstein for Banach spaces AG Aksoy, Q Peng
arXiv preprint ArXiv:1605.04592, 2016
2 2016 How do demand-side incentives relate to insurance transitioning behavior of public health insurance enrollees? A novel voting ensemble approach for ranking factors of mixed … C Zhang, Y Ding, Q Peng
Quality & Quantity 57 (Suppl 2), 217-246, 2023
1 2023