| [1] |
Pan M, Tang S. Option pricing and executive stock option incentives: An empirical investigation under general error distribution stochastic volatility model. Asia-Pacific Journal of Operational Research, 2011, 28(1): 81-93
doi: 10.1142/S0217595911003065
|
| [2] |
Bao Y. Finite-sample properties of forecasts from the stationary first-order autoregressive model under a general error distribution. Econometric Theory, 2007, 23(4): 767-773
|
| [3] |
Zhang Z. On studying extreme values and systematic risks with nonlinear time series models and tail dependence measures. Statistical Theory and Related Fields, 2021, 5(1): 1-25
|
| [4] |
Aksoy U, Cuchta T, Georgiev S, Okur Y. A normal distribution on time scales with application. Filomat, 2022, 36(16): 5391-5404
doi: 10.2298/FIL2216391A
|
| [5] |
Zhou Y, Zhang D, Huang H, Xue Y. Effect of normal transformation methods on performance of multivariate normal distribution. ASCE-ASME Journal of Risk and Uncertainty in Engineering Systems, 2022, 8(1): 2376-7642
|
| [6] |
Shameem A, Khalid H, Seyedali M, Ram S. Binary simulated normal distribution optimizer for feature selection: theory and application in COVID-19 datasets. Expert Systems with Applications, 2022, 200: Art 116834
|
| [7] |
Francisco B, Janneke V, Paolo G, Siem J. Maximum likelihood estimation for non-stationary location models with mixture of normal distributions. Journal of Econometrics, 2024, 238(1): Art 105575
|
| [8] |
Leadbetter M R, Lindgren G, Rootzen H. Extremes and Related Properties of Stationary Sequences and Processes. Berlin: Springer-Verlag, 1983
|
| [9] |
谭中权, 彭作祥. 部分和乘积的几乎处处中心极限定理. 数学物理学报, 2009, 29A(6): 1689-1698
|
|
Tan Z Q, Peng Z X. Almost sure central limit theorem for the product of partial sums. Acta Math Sci, 2009, 29A(6): 1689-1698
|
| [10] |
Barakat H, Semida A, Harpy M. Asymptotic maxima of folded distributions with application to the multivariate extreme theory. Journal of Computational and Applied Mathematics, 2024, 443: Art 115765
|
| [11] |
Peng Z, Nadarajah S, Lin F. Convergence rate of extremes for the general error distribution. Journal of Applied Probability, 2010, 47(3): 668-679
doi: 10.1239/jap/1285335402
|
| [12] |
Pu J, Li T. Higher-order expansions for distributions of extremes from general error distribution. Journal of Inequalities and Applications, 2014, 2014(1): 1-8
doi: 10.1186/1029-242X-2014-1
|
| [13] |
Hou J, Liao X, Peng Z. Higher-order expansions of extremes from mixed skew-$t$ distribution. Communications in Statistics-Theory and Methods, 2017, 46(20): 9949-9971
doi: 10.1080/03610926.2016.1228972
|
| [14] |
Peter C, Andrew L. Asymptotic distribution of the normal sample range. Annals of Applied Probability, 1993, 3(2): Art 454
|
| [15] |
Rêgo L, Cintra R, Cordeiro G. On some properties of the beta normal distribution. Communications in Statistics-Theory and Methods, 2012, 41(20): 3722-3738
doi: 10.1080/03610926.2011.568156
|
| [16] |
de Haan L, Peng L. Rates of convergence for bivariate extremes. Journal of Multivariate Analysis, 1997, 61(2): 195-230
doi: 10.1006/jmva.1997.1669
|
| [17] |
鲁盈吟, 彭作祥. H-R 模型极端顺序统计量密度函数的收敛性. 西南大学学报 (自然科学版), 2016, 9: 123-129
|
|
Lu Y Y, Peng Z X. Asymptotics of density of extreme order statistics on H-R model. Journal of Southwest University (Natural Science Edition), 2016, 9: 123-129
|
| [18] |
Liao X, Xiong Q, Weng Z. Joint distributional expansions of maxima and minima from skew-normal samples. Communications in Statistics-Theory and Methods, 2019, 49(24): 5930-5947
doi: 10.1080/03610926.2019.1623256
|
| [19] |
Zhou W, Ling C. Higher-order expansions of powered extremes of normal samples. Statistical and Probability Letters, 2016, 111: 12-17
doi: 10.1016/j.spl.2016.01.003
|
| [20] |
Huang J, Wang J. On asymptotic of extremes from generalized maxwell distribution (Article). Bulletin of the Korean Mathematical Society, 2018, 55(3): 679-698
|
| [21] |
Hashorva E. Minima and maxima of elliptical arrays and spherical processes. Bernoulli, 2013, 19(3): 886-904
|
| [22] |
Pickands J. Asymptotic properties of the maximum in a stationary Gaussian process. Transactions of the American Mathematical Society, 1969, 145: 75-86
|
| [23] |
谭中权. 离散与连续时间强相依高斯过程最大值与和的渐近关系. 应用数学学报, 2015, 38(1): 27-36
|
|
Tan Z Q. The Asymptotic relation between the maxima and sums of discrete and continuous time strongly dependent Gaussian processes. Acta Mathematicae Applicatae Sinica, 2015, 38(1): 27-36
doi: 10.12387/C2015004
|
| [24] |
de Haan L. Weak limits of sample range. Journal of Applied Probability, 1974, 11(4): 836-841
doi: 10.2307/3212568
|
| [25] |
Matula P, Adler A. A note on exact laws of large numbers for the range of a sample from Pareto-type distributions. Statistics and Probability Letters, 2022, 182: Art 109297
|
| [26] |
Lu Y, Liao X, Guo J. Higher-order expansions of sample range from general error distribution. Communications in Statistics-Theory and Methods, 2024, 12(53): 4498-4514
|