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3秒自动关闭窗口西南大学数学与统计学院研究生导师简介-彭作祥
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姓名：彭作祥性别：男出生年月：******民族：汉政治面貌：党员职称：教授（研究员）任职时间：学历：研究生学位：博士毕业院校：西南财经大学毕业专业：数量经济学毕业时间：电子邮件：pzx@导师类别：博导是否在岗：是本院博士后：否海外经历：是专家类别：其它个人简介? 彭作祥，教授，经济学博士，博士生导师。1968年6月生，四川西昌人。数学与统计学院统计系主任，极值统计分析方向负责人。主要从事极值理论的研究。1990年7月毕业于西南师范大学数学系，获理学学士学位；1993年毕业于西南师范大学数学系，获理学硕士学位，研究方向为极值理论，导师为谢盛荣教授；1996年破格聘为副教授；1998年被聘为硕士生导师；1999年在北京大学概率统计系作高访；2001年被聘为教授；2000年于西南财经大学攻读计量经济学博士学位，师从庞皓教授，研究方向为经济建模技术及应用， 2003年获经济学博士学位；2010年聘为西南大学极值统计分析博士研究生导师。 现从事极值统计分析方向的研究，包括极值指数估计量渐近性质、大分位数估计、高斯序列与过程相关极值理论分析、极值分布收敛速度、尾相关性参数估计及风险模型的二阶逼近等。曾主持完成重庆市自然科学基金项目 (CSTC,)和重庆市首批高等学校优秀人才支持计划项目 (12**)；作为第一主研，参加国家自然科学基金项目(**)；同时也参研了教育部人文社会科学重点基地2006年度重大项目(06JJD790026)。现主持国家自然科学基金面上项目一项（**）和重庆市自然科学基金一项。 在数学学报（中英文版），应用数学学报，J.Appl. Probab., J.Multi.Analy., J.Math.Analy. Appl., Appl. Math. Lett., Metrika, Extremes, Commu.Statist.Theor. Meth., Math. Compu.Simu., Theor. Probab.Appl., Math. Nach., Theor. Probab.Math.Statist., J. Aust. Math. Soc., Statist. Probab. Lett., Bull. Korean Math. Soc., Stochastics, Stochastics and Dynamics等刊物发表论文60余篇。现为重庆市数学会常务理事；重庆市工业与应用数学学会理事；全国现场统计研究会理事; 全国系统工程学会下属社会经济专业委员会常务理事。MR评论员及重庆市科学技术带头人后备人选。学术团体兼职重庆市数学会常务理事重庆市工业与应用数学学会理事中国现场统计研究会理事全国系统工程学会下属社会经济专业委员会常务理事重庆市科学技术带头人后备人选MR评论员学术期刊兼职为下列刊物审稿人：西大学报；应用数学学报；Chinese Quarterly Journal of Mathematics；Extremes；SPL；Math Nachr；Filomat；Albania J. Math；Communication Statist-Theory and Methods；J.Inequalities and Applications；SII；Arab J Math；Metron；DCDIS；Statistical Papers社会兼职海外经历?起止时间 ? ? ? ?国家 ? ? ? ?学校?-----------------------------------------------------------------一、项目项目来源项目类型项目编号项目名称负责人开始年月结束年月项目总经费本人排名立项批文省自然科学基金项目一般项目CSTC,统计极值理论及其应用彭作祥/0900主持省自然科学基金项目一般项目cstc2012jjA00029极值理论及其在金融保险中的应用彭作祥/1200主持省科技厅项目一般项目12**统计极值理论、波动模型及其应用彭作祥/0900主持国家自然科学基金面上项目**具有ARCH类误差项高频金融时间序列模型的单位根检验研究及在金融市场管理中的实证分析黎实/0900第一主研国家自然科学基金面上项目**随机序列与过程的极值理论研究彭作祥/1200主持部委级科研项目06JJD790026基于面板数据分析的中国微观金融问题研究黎实/0900第一主研二、论文作者姓名通讯作者题目期刊名称年卷期起止页码收录类型影响因子扫描上传Liao X., Peng Z.Peng Z.Asymptotics for the maxima and minima of Husler-Reiss bivariate Gaussian arraysExtremesSCILing C., Peng ZLing, C.Tail dependence for two skew slash distributionsStatistics and Its InterfaceSCIJia P., Liao X., Peng Z.Liao X.Distributional expansion of maximum from general error distributionJournal of Mathematical Analysis and Applications2015,**-1145SCILiao X., Peng Z.Peng Z.De-Haan type conditions for max domains of attractionFilomat2015acceptedSCIHashorva E., Ling C., Peng Z.Ling, C.Second-order Tail Asymptotics of Deflated RisksInsurance: Mathematics and Economics-101SCILiao X., Peng Z., Nadarajah S.,Wang X.Nadarajah S.Rates of convergence of extremes from skew normal samplesStatistics & Probability Letters-47SCIPeng Z., Jiang Q., Nadarajah S.Nadarajah S.A unified representation of p-max stable distributionsMathematical Reports2014acceptedSCILiu C., Peng Z.Liu C.Almost sure convergence in the joint version for the maxima and minima of multivariate Gaussian SequenceActa Math. Appl.Sinica, Chinese series.)127-137CSCDHashorva E., Peng Z., Weng Z.Hashorva E.Limit distributions of exceedances point processes formed by scaled stationary Gaussian sequencesProbability and Mathematical Statistics)45-59SCIHashorva E., Peng Z., Weng Z.Weng Z.Higher-order expansions of the distributions of maxima for Husler-Reiss modelMethodology and Computing in Applied Probability2014doi: 10.-014-9407-6SCIZhuang G. Peng Z.Zhuang G.Almost sure limit theorem for the maximum of a class of quasi-stationary sequencesAppl. Math. J. Chinese Univ.)44-52SCILiao X., Peng Z., Nadarajah S.Peng Z.Tail behavior and extremes of logGED distributionCommunications in Statistics-Theory and Methods-5289SCIHashorva E., Ling C., Peng Z.Peng Z.Tail asymptotic expansions for L-StatisticsSCIENCE CHINA Mathematics)SCIHashorva E., Ling C., Peng Z.Hashorva E.Modeling of censored bivariate extremal eventsJournal of the Korean Statistical Society-338SCILiao X., Peng Z.Peng Z.Convergence rate of maxima of bivariate Gaussian arrays to the Husler-Reiss distributionStatistics and Its Interface2SCILiao X., Peng Z., Nadarajah S.Nadarajah S.Asymptotic expansions for moments of skew-normal extremesStatistics & Probability Letters2013, ?29SCIPeng Z., Shuai Y., Nadarajah SNadarajah S.On convergence of extremes under power notmalizationExtremes)285-301SCIHashorva E., Peng Z., Weng Z.Hashorva E.On Piterbarg Theorem for the Maxima of Stationary Gaussian Sequences.Lithuanian Mathematical Journal)280-292SCILiao X., Peng Z., Nadarajah S.Nadarajah S.Tail properties and asymptotic expansions for the maximum of logarithmic skew-normal distributionJournal of Applied Probability-907SCIPeng Z.,Nadarajah S.Nadarajah S.Convergence rates for the moments of extremesBulletin of the Korean Mathematical society)495-510SCIPeng Z., Jiang Q., Nadarajah S.Nadarajah S.Limiting distributions of extreme order statistics under power normalization and random indexStochastics)553-560SCIWeng Z., Peng Z., Nadarajah S.Nadarajah S.The almost sure limit theorem in joint version for the maxima and minima of strongly dependent Gaussian vector sequenceExtremes)389-406SCILing C., Peng Z., Nadarajah S.Nadarajah S.Location invariant Weiss-Hill estimatorExtremes)197-230SCIPeng Z., Tong J., Weng Z.Peng Z.Joint Limit Distributions of Exceedances Point Processes and Partial Sums of Gaussian Vector SequenceActa Math. Sin. English. Ser.)SCILiao X., Peng Z.Peng Z.Convergence rates of limit distribution of maxima of lognormal samplesJournal of Mathematical Analysis and Applications-653SCIPeng Z., Tong B. Nadarajah S.Nadarajah S.Almost sure central limit theorems of the partial sums and maxima from complete and incomplete samples of stationary sequencesStochastics and Dynamics)DOI: 10.1142/S**0262SCITan Z., Hashorva E., Peng Z.Hashorva E.Asymptotics of maxima of strongly dependentJournal of Applied Probability)SCIWeng Z., Peng Z., Nadarajah S.Nadarajah S.The almost sure local central limit theorem for the product of partial sumsProc. Indian Acad. Sci. (Math.Sci.))217-228SCIPeng Z., Weng Z., Nadarajah S.Nadarajah S.Joint limiting distributions of maxima and minima for complete and incomplete samples from weakly dependent stationary sequencesJournal of Computational Analysis and Application)875-880SCITan Z., Peng Z.Tan Z.The asymptotic property of exceedances point process and sum of a kind of nonstationary Gaussian sequencesJournal of Systematic Science and Mathematica Scie)540-548CSCDLin F., Wang L., Peng Z.Lin F.Two asymptotic distributions for strong dependent non-stationary sequences with a trend componentActa Math. Appl. Sin., in Chinese)180-189CSCDCao L.,Peng Z.Peng Z.Asymptotic distributions of maxima of complete and incomplete samples from strongly dependent stationary Gaussian sequencesApplied Mathematics Letters)243-247SCIPeng Z., Nadarajah S.Nadarajah S.Almost sure limit theorems for Gaussian sequencesTheory of Probability and Its Applications)361-367SCIPeng Z.,Weng Z., Nadarajah S.Nadarajah S.The almost sure local central limit theorem for the product of partial sumsJournal of Computational Analysis and Application)875-880SCILin F., Peng Z.Lin F.On the convergence of STSD extremesCommunications in Statistics-Theory and Methods)SCITong B., Peng Z.Peng Z.On almost sure max-limit theorems of complete and incomplete samples from stationary sequencesActa Mathematica Sinica, English Series)SCILi J., Peng Z., ?Nadarajah S.Peng Z.Asymptotic normality of location invariant heavy tail index estimatorExtremes)269-290SCIWeng Z., Cao L., Peng Z.Peng Z.Almost sure convergence for the maxima of strongly dependent stationary Gaussian vector sequencesJournal of Mathematical Analysis and Applications)242–248SCIPeng Z., Nadarajah S., Lin F.Nadarajah S.Convergence rate of extremes from general error distributionJournal of Applied Probability)668-679SCIZhao S.,Peng Z., Wu S.Zhao S.Almost sure convergence for the maximum and the sum of nonstationary Gaussian sequencesJournal of Inequalities and Applications20101-14SCILin F., Peng Z.Lin F.Tail behavior and extremes of short-tailed symmetric distributionCommunications in Statistics-Theory and Methods)SCITao B., Peng Z.Tao B.Strong Convergence Bound of the Pareto Index Estimator under Right CensoringJournal of Inequalities and its Applications2010doi:10.9156SCITan Z., Peng Z.Peng Z.Almost sure limit theorem on conditional extremesPakistan Journal of Statistics)649SCITong J., Peng Z.Peng Z.Asymptotic distributions of the exceedances point processes for a class of dependent normal sequenceActa Mathematicae Applicatae Sinica, Chinese serie)CSCDPeng Z., Weng Z., Nadarajah S.Nadarajah S.Rates of convergence of extremes for mixed exponential distributionsMathematics and Computers in Simulation)92–99SCIPeng Z., Cao L., Nadarajah S.Nadarajah S.Asymptotic distributions of maxima of complete and incomplete samples from multivariate Gaussian sequencesJournal of Multivariate Analysis)SCI谭中权, 彭作祥谭中权非平稳高斯序列超过数点过程与部分和的联合渐近分布应用概率统计)523-529CSCDPeng Z.,Weng Z., Nadarajah S.Nadarajah S.Almost sure central limit theorems of extremes of complete and incomplete samples of stationary sequencesExtremes)463-480SCITan Z., Peng Z.Tan Z.Joint asymptotic distribution of exceedances point process and partial sum of strong dependent non-stationary Gaussian sequencesActa Math. Appl. Sin., in Chinese)523-529CSCDPeng Z., Wang L., Nadarajah S.Nadarajah S.Almost sure central limit theorem for partial sums and maximaMathematische Nachrichten)632-636SCIChen Z., Peng Z., Zhang H.Peng Z.An almost sure limit theorem for the maxima of multivariate stationary Gaussian sequencesJ. Aust. Math. Soc.)315-321SCITan Z., Peng Z.Tan Z.Almost sure convergence for non-stationary random sequencesStatistics and Probability Letters)857-863SCIPeng Z. Wang P., Nadarajah S.Nadarajah S.Limiting distributions and almost sure limit theorems for the normalized maxima of complete and incomplete samples from Gaussian sequenceElectronic Journal of Statistics-864SCIHu A., Peng Z.,Qi Y.Qi Y.Joint behavior of point process of exceedances and partial sum from a Gaussian sequenceMetrika)279-295SCITan Z., Peng Z.Tan Z.Almost sure central limit theorem for the product of partial sumsActa Mathematica Scientia)CSCDPeng Z. Tong B., Nadarajah S.Nadarajah S.Tail behavior of the general error distributionCommunications in Statistics-Theory and Methods)SCIPeng Z. Tong B., Nadarajah S.Saralees N.An extension of almost sure central limit theorem for order statisticsExtremes)201-209SCIPeng Z. Tong B., Nadarajah S.Nadarajah S.Tail behavior of laplace and logistic distributionsRandom Operators and Stochastic Equations)131-137其它Zhuang G., Peng Z., Xia J.Zhuang G.On the limiting distribution of the maximum of weakly dependent Gaussian sequence with random indexActa Mathematicae Applicatae Sinica, Chinese serie)CSCDLin F., Peng Z., Nadarajah S.Nadarajah S.Second-order regularly variation and its applications on the rate of convergence of extreme value distributionBull. Korean Math. Soc.)75-93SCIZhuang G.,Peng Z. Xia J.Zhuang G.On the limiting distribution of the maximum of weakly dependent Gaussian sequence with random indexActa Mathematicae Applicatae Sinica, Chinese serie)CSCDPeng Z., Liu M., Nadarajah S.Peng Z.Conditions based on conditional moments for max-stable limit lawsExtremes-337SCILi J., Peng Z., ?Nadarajah S.Nadarajah S.A class of unbiased location invariant Hill-type estimators for heavy tailed distributionsElectronic Journal of Statistics-847SCI杨春华, 彭作祥杨春华多维局部平稳高斯过程最大值的联合渐近分布应用概率统计)148-156CSCDLing C., Peng Z., Nadarajah S.Nadarajah S.A location invariant moment-type estimator(II)Theor. Probab.Math.Statist.-189SCITan Z.,Peng Z., Nadarajah S.Nadarajah S.Almost sure convergence on sample rangeExtremes)225-233SCI陶宝, 彭作祥陶宝分布函数尾端点估计量的渐近性质应用数学学报)615-624CSCD杨春华, ?彭作祥杨春华非平稳可微高斯过程的上穿过点过程的渐近分布应用数学学报)848-855CSCDPeng Z., Nadarajah S.Nadarajah S.Strong convergence bounds of Hill-type estimator under second regularly varying conditionsJournal of Inequalities and its Applications20061-7SCIPeng Z., Weng Z., Nadarajah S.Nadarajah S.Asymptotic expansion of location invariant moment-type estimatorMathematics and Computers in Simulation)982-998SCIPeng Z., Tan Z., Nadarajah S.Nadarajah S.Almost sure central limit theorem for the products of U-statisticsMetrika)61-76SCILing C.,Peng Z. Nadarajah S.Nadarajah S.A location invariant moment -type estimator(I)Theor. Probab.Math.Statist.-30SCI黎实, 彭作祥黎实泛函中心极限定理与具有GARCH误差项的单位根检验数量经济技术经济研究-90CSCD三、专利四、获奖五、著作-----------------------------------------------------------------???一、教学情况授课时间课程名称课程类型授课学院专业年级学生人数周学时数上课周数高等数理统计博士生数学与统计学院统计学极值理论研究生数学与统计学院极值统计分析保险精算专业课数学与统计学院统计学破产概率与风险管理博士生数学与统计学院统计学博士随机过程研究生数学与统计学院统计学硕士中外主文献研读研究生数学与统计学院统计学硕士概率论专业课数学与统计学院统计学本科专题讨论研究生数学与统计学院统计学硕士极值理论基础研究生数学与统计学院统计学硕士高等数理统计博士生数学与统计学院统计学博士高等极值理论博士生数学与统计学院统计学博士学术训练博士生数学与统计学院统计学博士中外主文献阅读博士生数学与统计学院统计学博士第二学期中外主文献研读研究生数学与统计学院统计学硕士一年级3218第一学期学术训练博士生数学与统计学院统计学博士一年级1118第一学期中外主文献研读博士生数学与统计学院统计学博士一年级1218第一学期概率论专业课数学与统计学院数学与应用数学，统计学本科二、三年级60518第二学期破产概率与风险管理博士生数学与统计学院统计学博士一年级1318第一学期高等极值理论博士生数学与统计学院统计学博士一年级6318第二学期专题讨论研究生数学与统计学院统计学硕士二年级3318第一学期高斯序列与过程极值理论研究生数学与统计学院统计学硕士二年级6318专业导论专业课数学与统计学院统计学第一学期极值理论基础研究生数学与统计学院统计学硕士一年级6318更新时间： 06:58:30-----------------------------------------------------------------一、学术会议项目来源项目类型项目编号项目名称负责人开始年月结束年月项目总经费本人排名立项批文省自然科学基金项目一般项目CSTC,统计极值理论及其应用彭作祥/0900主持省自然科学基金项目一般项目cstc2012jjA00029极值理论及其在金融保险中的应用彭作祥/1200主持省科技厅项目一般项目12**统计极值理论、波动模型及其应用彭作祥/0900主持国家自然科学基金面上项目**具有ARCH类误差项高频金融时间序列模型的单位根检验研究及在金融市场管理中的实证分析黎实/0900第一主研国家自然科学基金面上项目**随机序列与过程的极值理论研究彭作祥/1200主持部委级科研项目06JJD790026基于面板数据分析的中国微观金融问题研究黎实/0900第一主研二、讲学情况作者姓名通讯作者题目期刊名称年卷期起止页码收录类型影响因子扫描上传Jia P., Liao X., Peng Z.Liao X.Distributional expansion of maximum from general error distributionJournal of Mathematical Analysis and Applications2015,**-1145SCILiao X., Peng Z.Peng Z.De-Haan type conditions for max domains of attractionFilomat2015acceptedSCILiao X., Peng Z.Peng Z.Asymptotics for the maxima and minima of Husler-Reiss bivariate Gaussian arraysExtremesSCILing C., Peng ZLing, C.Tail dependence for two skew slash distributionsStatistics and Its InterfaceSCILiu C., Peng Z.Liu C.Almost sure convergence in the joint version for the maxima and minima of multivariate Gaussian SequenceActa Math. Appl.Sinica, Chinese series.)127-137CSCDHashorva E., Peng Z., Weng Z.Hashorva E.Limit distributions of exceedances point processes formed by scaled stationary Gaussian sequencesProbability and Mathematical Statistics)45-59SCIHashorva E., Peng Z., Weng Z.Weng Z.Higher-order expansions of the distributions of maxima for Husler-Reiss modelMethodology and Computing in Applied Probability2014doi: 10.-014-9407-6SCIZhuang G. Peng Z.Zhuang G.Almost sure limit theorem for the maximum of a class of quasi-stationary sequencesAppl. Math. J. Chinese Univ.)44-52SCILiao X., Peng Z., Nadarajah S.Peng Z.Tail behavior and extremes of logGED distributionCommunications in Statistics-Theory and Methods-5289SCIHashorva E., Ling C., Peng Z.Peng Z.Tail asymptotic expansions for L-StatisticsSCIENCE CHINA Mathematics)SCIHashorva E., Ling C., Peng Z.Hashorva E.Modeling of censored bivariate extremal eventsJournal of the Korean Statistical Society-338SCILiao X., Peng Z.Peng Z.Convergence rate of maxima of bivariate Gaussian arrays to the Husler-Reiss distributionStatistics and Its Interface2SCIHashorva E., Ling C., Peng Z.Ling, C.Second-order Tail Asymptotics of Deflated RisksInsurance: Mathematics and Economics-101SCILiao X., Peng Z., Nadarajah S.,Wang X.Nadarajah S.Rates of convergence of extremes from skew normal samplesStatistics & Probability Letters-47SCIPeng Z., Jiang Q., Nadarajah S.Nadarajah S.A unified representation of p-max stable distributionsMathematical Reports2014acceptedSCIHashorva E., Peng Z., Weng Z.Hashorva E.On Piterbarg Theorem for the Maxima of Stationary Gaussian Sequences.Lithuanian Mathematical Journal)280-292SCILiao X., Peng Z., Nadarajah S.Nadarajah S.Tail properties and asymptotic expansions for the maximum of logarithmic skew-normal distributionJournal of Applied Probability-907SCILiao X., Peng Z., Nadarajah S.Nadarajah S.Asymptotic expansions for moments of skew-normal extremesStatistics & Probability Letters2013, ?29SCIPeng Z., Shuai Y., Nadarajah SNadarajah S.On convergence of extremes under power notmalizationExtremes)285-301SCIPeng Z., Tong J., Weng Z.Peng Z.Joint Limit Distributions of Exceedances Point Processes and Partial Sums of Gaussian Vector SequenceActa Math. Sin. English. Ser.)SCILiao X., Peng Z.Peng Z.Convergence rates of limit distribution of maxima of lognormal samplesJournal of Mathematical Analysis and Applications-653SCIPeng Z., Tong B. Nadarajah S.Nadarajah S.Almost sure central limit theorems of the partial sums and maxima from complete and incomplete samples of stationary sequencesStochastics and Dynamics)DOI: 10.1142/S**0262SCITan Z., Hashorva E., Peng Z.Hashorva E.Asymptotics of maxima of strongly dependentJournal of Applied Probability)SCIPeng Z.,Nadarajah S.Nadarajah S.Convergence rates for the moments of extremesBulletin of the Korean Mathematical society)495-510SCIPeng Z., Jiang Q., Nadarajah S.Nadarajah S.Limiting distributions of extreme order statistics under power normalization and random indexStochastics)553-560SCIWeng Z., Peng Z., Nadarajah S.Nadarajah S.The almost sure limit theorem in joint version for the maxima and minima of strongly dependent Gaussian vector sequenceExtremes)389-406SCILing C., Peng Z., Nadarajah S.Nadarajah S.Location invariant Weiss-Hill estimatorExtremes)197-230SCICao L.,Peng Z.Peng Z.Asymptotic distributions of maxima of complete and incomplete samples from strongly dependent stationary Gaussian sequencesApplied Mathematics Letters)243-247SCIPeng Z., Nadarajah S.Nadarajah S.Almost sure limit theorems for Gaussian sequencesTheory of Probability and Its Applications)361-367SCIPeng Z.,Weng Z., Nadarajah S.Nadarajah S.The almost sure local central limit theorem for the product of partial sumsJournal of Computational Analysis and Application)875-880SCILin F., Peng Z.Lin F.On the convergence of STSD extremesCommunications in Statistics-Theory and Methods)SCITong B., Peng Z.Peng Z.On almost sure max-limit theorems of complete and incomplete samples from stationary sequencesActa Mathematica Sinica, English Series)SCIWeng Z., Peng Z., Nadarajah S.Nadarajah S.The almost sure local central limit theorem for the product of partial sumsProc. Indian Acad. Sci. (Math.Sci.))217-228SCIPeng Z., Weng Z., Nadarajah S.Nadarajah S.Joint limiting distributions of maxima and minima for complete and incomplete samples from weakly dependent stationary sequencesJournal of Computational Analysis and Application)875-880SCITan Z., Peng Z.Tan Z.The asymptotic property of exceedances point process and sum of a kind of nonstationary Gaussian sequencesJournal of Systematic Science and Mathematica Scie)540-548CSCDLin F., Wang L., Peng Z.Lin F.Two asymptotic distributions for strong dependent non-stationary sequences with a trend componentActa Math. Appl. Sin., in Chinese)180-189CSCDTao B., Peng Z.Tao B.Strong Convergence Bound of the Pareto Index Estimator under Right CensoringJournal of Inequalities and its Applications2010doi:10.9156SCITan Z., Peng Z.Peng Z.Almost sure limit theorem on conditional extremesPakistan Journal of Statistics)649SCITong J., Peng Z.Peng Z.Asymptotic distributions of the exceedances point processes for a class of dependent normal sequenceActa Mathematicae Applicatae Sinica, Chinese serie)CSCDPeng Z., Weng Z., Nadarajah S.Nadarajah S.Rates of convergence of extremes for mixed exponential distributionsMathematics and Computers in Simulation)92–99SCIPeng Z., Cao L., Nadarajah S.Nadarajah S.Asymptotic distributions of maxima of complete and incomplete samples from multivariate Gaussian sequencesJournal of Multivariate Analysis)SCI谭中权, 彭作祥谭中权非平稳高斯序列超过数点过程与部分和的联合渐近分布应用概率统计)523-529CSCDPeng Z.,Weng Z., Nadarajah S.Nadarajah S.Almost sure central limit theorems of extremes of complete and incomplete samples of stationary sequencesExtremes)463-480SCITan Z., Peng Z.Tan Z.Joint asymptotic distribution of exceedances point process and partial sum of strong dependent non-stationary Gaussian sequencesActa Math. Appl. Sin., in Chinese)523-529CSCDLi J., Peng Z., ?Nadarajah S.Peng Z.Asymptotic normality of location invariant heavy tail index estimatorExtremes)269-290SCIWeng Z., Cao L., Peng Z.Peng Z.Almost sure convergence for the maxima of strongly dependent stationary Gaussian vector sequencesJournal of Mathematical Analysis and Applications)242–248SCIPeng Z., Nadarajah S., Lin F.Nadarajah S.Convergence rate of extremes from general error distributionJournal of Applied Probability)668-679SCIZhao S.,Peng Z., Wu S.Zhao S.Almost sure convergence for the maximum and the sum of nonstationary Gaussian sequencesJournal of Inequalities and Applications20101-14SCILin F., Peng Z.Lin F.Tail behavior and extremes of short-tailed symmetric distributionCommunications in Statistics-Theory and Methods)SCITan Z., Peng Z.Tan Z.Almost sure convergence for non-stationary random sequencesStatistics and Probability Letters)857-863SCIPeng Z. Wang P., Nadarajah S.Nadarajah S.Limiting distributions and almost sure limit theorems for the normalized maxima of complete and incomplete samples from Gaussian sequenceElectronic Journal of Statistics-864SCIHu A., Peng Z.,Qi Y.Qi Y.Joint behavior of point process of exceedances and partial sum from a Gaussian sequenceMetrika)279-295SCITan Z., Peng Z.Tan Z.Almost sure central limit theorem for the product of partial sumsActa Mathematica Scientia)CSCDPeng Z. Tong B., Nadarajah S.Nadarajah S.Tail behavior of the general error distributionCommunications in Statistics-Theory and Methods)SCIPeng Z. Tong B., Nadarajah S.Saralees N.An extension of almost sure central limit theorem for order statisticsExtremes)201-209SCIPeng Z. Tong B., Nadarajah S.Nadarajah S.Tail behavior of laplace and logistic distributionsRandom Operators and Stochastic Equations)131-137其它Peng Z., Wang L., Nadarajah S.Nadarajah S.Almost sure central limit theorem for partial sums and maximaMathematische Nachrichten)632-636SCIChen Z., Peng Z., Zhang H.Peng Z.An almost sure limit theorem for the maxima of multivariate stationary Gaussian sequencesJ. Aust. Math. Soc.)315-321SCIPeng Z., Liu M., Nadarajah S.Peng Z.Conditions based on conditional moments for max-stable limit lawsExtremes-337SCILi J., Peng Z., ?Nadarajah S.Nadarajah S.A class of unbiased location invariant Hill-type estimators for heavy tailed distributionsElectronic Journal of Statistics-847SCI杨春华, 彭作祥杨春华多维局部平稳高斯过程最大值的联合渐近分布应用概率统计)148-156CSCDLing C., Peng Z., Nadarajah S.Nadarajah S.A location invariant moment-type estimator(II)Theor. Probab.Math.Statist.-189SCIZhuang G., Peng Z., Xia J.Zhuang G.On the limiting distribution of the maximum of weakly dependent Gaussian sequence with random indexActa Mathematicae Applicatae Sinica, Chinese serie)CSCDLin F., Peng Z., Nadarajah S.Nadarajah S.Second-order regularly variation and its applications on the rate of convergence of extreme value distributionBull. Korean Math. Soc.)75-93SCIZhuang G.,Peng Z. Xia J.Zhuang G.On the limiting distribution of the maximum of weakly dependent Gaussian sequence with random indexActa Mathematicae Applicatae Sinica, Chinese serie)CSCD陶宝, 彭作祥陶宝分布函数尾端点估计量的渐近性质应用数学学报)615-624CSCDTan Z.,Peng Z., Nadarajah S.Nadarajah S.Almost sure convergence on sample rangeExtremes)225-233SCIPeng Z., Nadarajah S.Nadarajah S.Strong convergence bounds of Hill-type estimator under second regularly varying conditionsJournal of Inequalities and its Applications20061-7SCI杨春华, ?彭作祥杨春华非平稳可微高斯过程的上穿过点过程的渐近分布应用数学学报)848-855CSCDPeng Z., Weng Z., Nadarajah S.Nadarajah S.Asymptotic expansion of location invariant moment-type estimatorMathematics and Computers in Simulation)982-998SCIPeng Z., Tan Z., Nadarajah S.Nadarajah S.Almost sure central limit theorem for the products of U-statisticsMetrika)61-76SCILing C.,Peng Z. Nadarajah S.Nadarajah S.A location invariant moment -type estimator(I)Theor. Probab.Math.Statist.-30SCI黎实, 彭作祥黎实泛函中心极限定理与具有GARCH误差项的单位根检验数量经济技术经济研究-90CSCD三、访学四、合作科研-----------------------------------------------------------------一、毕业论文学生姓名学生类别学生年级研究方向答辩时间毕业时间论文题目获奖情况程琼学术硕士2008级极值理论**有限混合分布极值与多维高斯序列最大值的几乎处处极限定理其它刘传递学术硕士2003级极值理论**一类正极值指标的截尾估计量及退化椭圆方程的粘性解其它刘苗妙学术硕士2005级极值理论**尾指数估计量及二阶参数估计量的渐近性质其它蒋琴学术硕士2008级极值理论**幂赋范顺序统计量极限分布其它黄玉梅学术硕士2003级课程与教学论（数学）**荣昌县农业经济结构实证其它童斌学术硕士2005级极值理论**缺失样本极值的几乎处处中心极限定理其它熊芳学术硕士2008级极值理论**埃尔兰与混合广义正态分布及超过数点过程弱收敛性其它何跃群学术硕士2003级课程与教学论（数学）**成长型企业资金链断裂的成因分析其它龚志云学术硕士2005级极值理论**向量高斯序列的若干极限定理其它胡爱平学术硕士2001级极值理论**相依高斯过程的部分和与最大值、点过程的极限分布其它赵云河学术硕士2003级课程与教学论（数学）**昆明市国税收入预测模型探讨及实证分析其它赵胜利学术硕士2005级极值理论**极值的局部及整体几乎处处中心极限定理其它任维义学术硕士2003级课程与教学论（数学）**本科概率论试验课程设计其它轩素梅学术硕士2005级极值理论**一类负极值指数Pickands型估计量和平滑正极值指数估计量的渐近性质其它陶宝学术硕士2001级极值理论**位置不变的Pickands型估计量和尾端点估计量其它杨映忠学术硕士2003级课程与教学论（数学）**中小企业客户信用评估及管理研究其它杨丹丹学术硕士2006级极值理论**矩估计量的渐近性质其它凌成秀学术硕士2002级极值理论**位置不变的矩型估计量的渐近性质其它谭中权学术硕士2004级极值理论**极差的几乎处处中心极限定理及高斯序列点过程与部分和的联合极限分其它陈群学术硕士2003级极值理论**一类推广的Pickands型估计量的分布的渐近正态展开及非平稳弱相依高斯序列次最大值的位置和高度的联合分布其它陈志成学术硕士2004级极值理论**高斯向量序列的几乎处处中心极限定理其它王平学术硕士2007级极值理论**高斯序列完全和缺失样本最大值的几乎处处极限定理其它王莉莉学术硕士2003级极值理论**部分和与最大值的几乎处处中心极限定理及移动平均的Pickands估计量其它庄光明学术硕士2004级极值理论**最大值的几乎处处中心极限定理及具有随机足标的极值的极限分布其它翁志超学术硕士2007级极值理论**几乎处处极限定理校优童锦俊学术硕士2007级极值理论**高斯序列超过数点过程与部分和的联合渐近性质其它曾青松学术硕士2003级极值理论**极值指数估计量和尾端点估计量的收敛性其它刘珂学术硕士2004级极值理论**条件矩收敛速度，大分位数之区间估计及最大值与最小值的几乎处处中心极限定理其它曹伦凤学术硕士2008级极值理论**完全与非完全样本平稳高斯序列最大值的联合渐近分布校优张芙敏学术硕士2007级基础数学**温州市产业结构与经济增长研究其它蔺富明学术硕士2003级极值理论**二阶正规变化函数及其在极值收敛速度中的应用其它王淑良学术硕士2004级极值理论**一类矩型估计量的渐近收敛性其它李姣娜学术硕士2006级极值理论**位置不变的重尾指数估计其它杨春华学术硕士2001级极值理论**局部平稳高斯过程的最大值与点过程的渐近分布其它吴松林学术硕士2000级极值理论**极值指数之推广的矩估计量其它颜颖学术硕士2000级极值理论**一类分布之大分位数及尾端点的估计和双脚标随机序列密度函数的收敛其它伍度志学术硕士2000级极值理论**几类Pickands估计量渐近正态分布之充要条件市优二、项目情况学生姓名学生类别学生年级研究方向项目来源项目类型项目编号项目名称负责人开始年月结束年月总经费学生排名立项批文廖昕博士2012级极值统计分析其它一般项目XDJK极值分布展开廖昕/121三、发表论文作者姓名作者类别作者年级研究方向通讯作者论文题目期刊名称年卷期起止页码收录类型影响因子Lin Fuming学术硕士2012级极值理论Peng ZuoxiangTail behavior and extremes of short-tailed symmetric distributionCommunications in Statistics-Theory and Methods39(15)SCI00Tan Zhongquan学术硕士2012级计算机Peng ZuoxiangJoint asymptotic distribution of exceedances point process and partial sum of stationary Gaussian sequenceApplied Mathematics: A Journal of Chinese Universi26(3)319-326其它00Zhongquan Tan学术硕士2012级极值理论Zuoxiang PengThe asymptotic property of exceedances point process and sum of a kind of nonstationary Gaussian sequencesJournal of Systematic Science and Mathematica Scie31(5)540-548SCI00Ling Chengxiu学术硕士2012级计算机Saralees NadarajahLocation invariant Weiss-Hill estimatorExtremes1其它00Jinjun Tong学术硕士2012级计算机Zuoxiang PengJoint Limit Distributions of Exceedances Point Processes and Partial Sums of Gaussian Vector SequenceActa Math. Sin. English. Ser.28(8)其它00Zhichao Weng学术硕士2012级计算机Saralees NadarajahThe almost sure limit theorem in joint version for the maxima and minima of strongly dependent Gaussian vector sequenceExtremesdoi: 10.-011-其它00Zhichao Weng学术硕士2012级计算机Zuoxiang PengJoint Limit Distributions of Exceedances Point Processes and Partial Sums of Gaussian Vector SequenceActa Math. Sin. English. Ser.28(8)其它00Bin Tong学术硕士2012级计算机Saralees NadarajahAlmost sure central limit theorems of the partial sums and maxima from complete and incomplete samples of stationary sequencesStochastics and Dynamics.doi: 10.1142/S**0260-0其它00Zhongquan Tan学术硕士2012级计算机Zhongquan TanAlmost sure central limit theorem for partial sums of Markov chainChinese Annals of Mathematics, Series B33B(1)73-82其它00Qin Jiang学术硕士2012级计算机Saralees NadarajaLimiting distributions of extreme order statistics under power normalization and random indeStochasticdoi:10.1080/**.2011.**-0其它00Bin Tong学术硕士2012级计算机Zuoxiang PengOn almost sure max-limit theorems of complete and incomplete samples from stationary sequencesActa Math. Sin. English. Ser.27(7)其它00Cao Lunfeng学术硕士2012级计算机Peng ZuoxiangAsymptotic distributions of maxima of complete and incomplete samples from strongly dependent stationary Gaussian sequencesApplied Mathematics Letters其它00Zhichao Weng学术硕士2012级计算机Saralees NadarajahJoint limiting distributions of maxima and minima for complete and incomplete samples from weakly dependent stationary sequencesJournal of Computational Analysis and Application13(5)875-880其它00Lin Fuming学术硕士2012级极值理论Peng ZuoxiangOn the convergence of STSD extremesCommunications in Statistics-Theory and Methods6SCI00Zhichao Weng学术硕士2012级计算机Saralees NadarajahThe almost sure local central limit theorem for the product of partial sumsProc. Indian Acad. Sci. (Math.Sci.)121(2)217-228其它00Liao Xin学术硕士2012级计算机Zuoxiang PengConvergence rates of limit distribution of maxima of lognormal samplesJournal of Mathematical Analysis and Applications3其它00Weng Zhichao专业硕士2007级极值理论Saralees NadarajahThe almost sure limit theorem in joint version for the maxima and minima of strongly dependent Gaussian vector sequenceExtremesVolume 15, Issue 3, **-406SCI00Liao Xin博士2012级极值统计分析Saralees NadarajahAsymptotic expansions for moments of skew-normal extremesStatistics and Probability LettersVolume 83, Issue 5, **-1329SCI0.363Ling Chengxiu学术硕士2002级极值理论Saralees NadarajahLocation invariant Weiss-Hill estimatorExtremesVolume 15, Issue 2, **-230SCI00Tong jinjun学术硕士2007级极值理论Peng ZuoxiangJoint Limit Distributions of Exceedances Point Processes and Partial Sums of Gaussian Vector SequenceActa Math. Sin. English. Ser.Volume 28, Issue 8, **-1662SCI0.297Weng Zhichao学术硕士2007级极值理论Saralees NadarajahThe almost sure limit theorem in joint version for the maxima and minima of strongly dependent Gaussian vector sequenceExtremesVolume 15, Issue 3, **-406SCI00Weng Zhichao学术硕士2007级极值理论Peng ZuoxiangJoint Limit Distributions of Exceedances Point Processes and Partial Sums of Gaussian Vector SequenceActa Math. Sin. English. SerVolume 28, Issue 8, **-1662SCI0.297Tong Bin学术硕士2005级极值理论00Almost sure central limit theorems of the partial sums and maxima from complete and incomplete samples of stationary sequencesStochastics and DynamicsVolume 12, Issue 3, 2012DOI: 10.1142/S**0262SCI00Tan Zhongquan学术硕士2004级极值理论00Almost sure central limit theorem for partial sums of Markov chainChinese Annals of Mathematics, Series BVolume 33, Issue 1, SCI0.343Jiang Qin学术硕士2008级极值理论Saralees NadarajahLimiting distributions of extreme order statistics under power normalization and random indexStochasticVolume 84, Issue 4, **-560SCI0.439Liao Xin学术硕士2010级极值理论Peng ZuoxiangConvergence rates of limit distribution of maxima of lognormal samplesJournal of Mathematical Analysis and ApplicationsVolume 395, Issue 2, **-653SCI0.473Tan Zhongquan学术硕士2004级极值理论Tan ZhongquanJoint asymptotic distribution of exceedances point process and partial sum of stationary Gaussian sequenceApplied Mathematics: A Journal of Chinese UniversiVolume 26, Issue 3, **-326其它00Tan Zhongquan学术硕士2004级极值理论Tan ZhongquanThe asymptotic property of exceedances point process and sum of a kind of nonstationary Gaussian sequencesJournal of Systematic Science and Mathematica ScieVolume 31, Issue 5, **-548其它00Cao Lunfeng学术硕士2008级极值理论Peng ZuoxiangAsymptotic distributions of maxima of complete and incomplete samples from strongly dependent stationary Gaussian sequencesApplied Mathematics LettersVolume 24, Issue 2, **-247SCI0.395Weng Zhichao学术硕士2007级极值理论Saralees NadarajahJoint limiting distributions of maxima and minima for complete and incomplete samples from weakly dependent stationary sequencesJournal of Computational Analysis and ApplicationVolume 13, Issue 5, **-880SCI0.2Lin Fuming学术硕士2003级极值理论Lin FumingOn the convergence of STSD extremesCommunications in Statistics-Theory and MethodsVolume 40, Issue 10, **-1806SCI0.192Weng Zhichao学术硕士2007级极值理论Saralees NadarajahThe almost sure local central limit theorem for the product of partial sumsProc. Indian Acad. Sci. (Math.Sci.)Volume 121, Issue 2, **-228SCI00Tong Bin学术硕士2005级极值理论Peng ZuoxiangOn almost sure max-limit theorems of complete and incomplete samples from stationary sequencesActa Math. Sin. English. SerVolume 27, Issue 7, **-1332SCI0.297Lin Fuming学术硕士2003级极值理论Peng ZuoxiangTail behavior and extremes of short-tailed symmetric distributionCommunications in Statistics-Theory and MethodsVolume 39, Issue 15, **-2817SCI0.192四、获奖情况完成人姓名完成人类别完成人年级研究方向奖励名称获奖项目证书编号获奖年度获奖等级完成人排名证书扫描廖昕博士2012级极值统计分析国家奖学金国家奖学金002013国家级1/1林建楠学术硕士2013级极值统计分析国家奖学金国家奖学金002014国家级1/1贾璞学术硕士2013级极值统计分析国家奖学金国家奖学金002014国家级1/1五、学术交流1学术会议学生姓名学生类别学生年级研究方向会议名称会议类型主办单位举办时间举行地点报告题目报告级别廖昕博士2012极值统计分析International conference on quantitative finance国际吉林大学2012/07长春Convergence rates of extremes from lognormal samples邀请报告廖昕博士2012极值统计分析9th international EVA conference国际复旦大学管理学院2013/08上海Tail behavior of the logarithmic skew normal distribution and its applications分组报告廖昕博士2012极值统计分析59th ISI world statistics congress国际ISI2013/08香港Asymptotic expansion for ments of skew normal extremes分组报告更新时间： 13:03:012访学暂无数据更新时间：3联合培养暂无数据更新时间：
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