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Zhang, Lan

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Author ID: zhang.lan Recent zbMATH articles by "Zhang, Lan"
Published as: Zhang, Lan; Zhang, L.
Documents Indexed: 140 Publications since 1982, including 1 Book
all top 5

Co-Authors

9 single-authored
16 Mykland, Per Aslak
6 Dixon, Clare
6 Huang, Bingkang
6 Hustadt, Ullrich
4 Aït-Sahalia, Yacine
4 Inoue, Katsushi
4 Ito, Akira
4 Liu, Lvqiao
4 Wang, Sikui
4 Zhang, Chengjian
3 Chen, Alatancang
3 Nalon, Cláudia
3 Wang, Yue
2 Arnold, Michael A.
2 Chen, Dachuan
2 Feng, Yanzhao
2 Gong, Guiqiong
2 Hou, Xingsong
2 Hu, Bin
2 Hwang, Keum Cheol
2 Li, Junpu
2 Michaleris, Panagiotis
2 Qin, Qinghua
2 Reutzel, E. W.
2 Tang, Shaojun
2 Tu, Dongsheng
2 Wan, Ling
2 Xiang, Yu
2 Zhao, Dongming
1 Adey, Robert A.
1 Bai, Xiaoli
1 Bao, Tengfei
1 Bilgen, D.
1 Cai, Qingdong
1 Chen, Lairong
1 Chen, Rong
1 Chen, Zan
1 Clarke, David W.
1 Dai, Qionglin
1 Dang, Lanfen
1 de Lorenzis, Laura
1 Diebold, Francis X.
1 Ding, Zhijie
1 Ernst, Leo J.
1 Feng, Jianwen
1 Feng, Lei
1 Feng, Xiangqian
1 Gainer, Paul
1 Ghysels, Eric
1 Goemans, Michel X.
1 Gong, Chen
1 Gosling, P. D.
1 Gu, Yan
1 Guan, Xiaoyi
1 Guo, Shuangjian
1 Guo, Wenbin
1 Helo, P. T.
1 Henry, R. M.
1 Hoffman, Eric A.
1 Holloway, Lawrence E.
1 Huang, Yonggang Young
1 Jiang, Haihua
1 Jing, Zhuang
1 Kamiura, Takashi
1 Kang, Huanyu
1 Kang, Zhixin
1 Lam, N. T. K.
1 Li, Mi
1 Li, Xiaowei
1 Li, Xiaoyu
1 Li, Yingying
1 Li, Zhuozheng
1 Liang, Yingchang
1 Liu, Zhenyu
1 Long, R. M.
1 Lyell, M. J.
1 Majoe, Dennis
1 McLennan, Goeffrey
1 Mossaheb, Shahkar
1 Okazaki, Tokio
1 Owen, D. Roger J.
1 Pang, Xiaodong
1 Paris, Paul C.
1 Park, Haesun
1 Petersen, Holger
1 Poor, Harold Vincent
1 Quek, Ser-Tong
1 Reinhardt, J. M.
1 Ren, Hao
1 Renault, Eric
1 Rosen, J. Ben
1 Saba, O. I.
1 Shang, Xiaolin
1 Shang, Zhaowei
1 Shen, Luming
1 Singh, Vijay P.
1 Skiba, Alexander Nikolaevich
1 Sonka, Milan
1 Sun, Changyin
1 Tada, Hiroshi
...and 27 more Co-Authors
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Serials

7 Journal of Econometrics
3 Computer Methods in Applied Mechanics and Engineering
3 International Journal of Mechanical Sciences
3 International Journal of Solids and Structures
3 ZAMP. Zeitschrift für angewandte Mathematik und Physik
3 Nonlinear Analysis. Real World Applications
2 Modern Physics Letters B
2 Acta Mechanica
2 Computers and Structures
2 Journal of Applied Mechanics
2 Journal of the Mechanics and Physics of Solids
2 Mathematical Methods in the Applied Sciences
2 Physics Letters. A
2 Applied Mathematics and Computation
2 Econometrica
2 Journal of the American Statistical Association
2 Kybernetika
2 Numerical Mathematics
2 Mathematics in Practice and Theory
2 Computational Mechanics
2 International Journal of Wavelets, Multiresolution and Information Processing
2 Statistics and Its Interface
1 Computers & Mathematics with Applications
1 IEEE Transactions on Information Theory
1 International Journal of Control
1 International Journal of Heat and Mass Transfer
1 Journal of Mathematical Analysis and Applications
1 Mathematical Notes
1 Physica A
1 Scandinavian Journal of Statistics
1 The Annals of Statistics
1 BIT
1 Functiones et Approximatio. Commentarii Mathematici
1 IEEE Transactions on Automatic Control
1 Information Sciences
1 International Journal of Game Theory
1 International Journal for Numerical Methods in Engineering
1 Journal of Differential Equations
1 Journal of the Operational Research Society
1 Journal of Optimization Theory and Applications
1 Monatshefte für Mathematik
1 Siberian Mathematical Journal
1 Theoretical Computer Science
1 Optimal Control Applications & Methods
1 Mathematica Numerica Sinica
1 Journal of Xi’an Jiaotong University
1 Acta Mathematicae Applicatae Sinica
1 Natural Science Journal of Xiangtan University
1 Acta Mathematica Hungarica
1 Journal of East China Normal University. Natural Science Edition
1 International Journal of Production Research
1 Journal of Systems Science and Mathematical Sciences
1 Algorithmica
1 Journal of Northwest University. Natural Sciences Edition
1 Applied Mathematics Letters
1 Mathematica Applicata
1 AI Communications
1 Journal of Logic and Computation
1 Economics Letters
1 International Journal of Foundations of Computer Science
1 Games and Economic Behavior
1 Computational Statistics
1 IEE Proceedings. Part D. Control Theory and Applications
1 Statistische Hefte
1 Applied Mathematics
1 Complexity
1 Bernoulli
1 Mathematical Problems in Engineering
1 Functional Differential Equations
1 Journal of Automata, Languages and Combinatorics
1 Journal of Applied Mechanics and Technical Physics
1 Chinese Quarterly Journal of Mathematics
1 Journal of Mathematical Fluid Mechanics
1 European Journal of Mechanics. A. Solids
1 European Journal of Mechanics. B. Fluids
1 Communications in Nonlinear Science and Numerical Simulation
1 Far East Journal of Mathematical Sciences
1 Econometric Theory
1 Control Theory & Applications
1 CMES. Computer Modeling in Engineering & Sciences
1 Acta Mathematica Scientia. Series B. (English Edition)
1 Entropy
1 Communications on Pure and Applied Analysis
1 Journal of Beijing University of Technology
1 Communications in Mathematical Sciences
1 ACM Transactions on Computational Logic
1 Fuzzy Optimization and Decision Making
1 International Journal of Computational Methods
1 Iranian Journal of Fuzzy Systems
1 Acta Mechanica Sinica
1 Computational & Mathematical Methods in Medicine
1 Mathematical Modelling of Natural Phenomena
1 Kinetic and Related Models
1 Chinese Journal of Engineering Mathematics
1 Science China. Technological Sciences
1 Advances and Applications in Mathematical Sciences
1 International Journal of Structural Stability and Dynamics
1 Annals of Finance
all top 5

Fields

29 Statistics (62-XX)
25 Mechanics of deformable solids (74-XX)
17 Partial differential equations (35-XX)
17 Fluid mechanics (76-XX)
17 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
15 Computer science (68-XX)
11 Probability theory and stochastic processes (60-XX)
10 Numerical analysis (65-XX)
9 Biology and other natural sciences (92-XX)
9 Systems theory; control (93-XX)
8 Ordinary differential equations (34-XX)
8 Operations research, mathematical programming (90-XX)
6 Optics, electromagnetic theory (78-XX)
5 Mathematical logic and foundations (03-XX)
5 Linear and multilinear algebra; matrix theory (15-XX)
4 Number theory (11-XX)
4 Measure and integration (28-XX)
4 Operator theory (47-XX)
4 Classical thermodynamics, heat transfer (80-XX)
4 Statistical mechanics, structure of matter (82-XX)
4 Information and communication theory, circuits (94-XX)
3 Dynamical systems and ergodic theory (37-XX)
2 Combinatorics (05-XX)
2 Group theory and generalizations (20-XX)
2 Approximations and expansions (41-XX)
2 Harmonic analysis on Euclidean spaces (42-XX)
2 Integral equations (45-XX)
1 General and overarching topics; collections (00-XX)
1 Order, lattices, ordered algebraic structures (06-XX)
1 Category theory; homological algebra (18-XX)
1 Functions of a complex variable (30-XX)
1 Integral transforms, operational calculus (44-XX)
1 Calculus of variations and optimal control; optimization (49-XX)
1 Differential geometry (53-XX)
1 General topology (54-XX)
1 Mechanics of particles and systems (70-XX)
1 Quantum theory (81-XX)
1 Astronomy and astrophysics (85-XX)

Publications by Year

Citations contained in zbMATH Open

76 Publications have been cited 1,086 times in 494 Documents Cited by Year
A tale of two time scales: Determining integrated volatility with noisy high-frequency data. Zbl 1117.62461
Zhang, Lan; Mykland, Per A.; Aït-Sahalia, Yacine
327
2005
Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach. Zbl 1117.62119
Zhang, Lan
149
2006
Estimating covariation: Epps effect, microstructure noise. Zbl 1441.62911
Zhang, Lan
72
2011
Ultra high frequency volatility estimation with dependent microstructure noise. Zbl 1441.62577
Aït-Sahalia, Yacine; Mykland, Per A.; Zhang, Lan
65
2011
ANOVA for diffusions and Itō processes. Zbl 1246.91110
Mykland, Per Aslak; Zhang, Lan
58
2006
Inference for continuous semimartingales observed at high frequency. Zbl 1182.62216
Mykland, Per A.; Zhang, Lan
55
2009
Mixed mode near-tip fields for cracks in materials with strain-gradient effects. Zbl 1049.74521
Huang, Y.; Zhang, L.; Guo, T. F.; Hwang, K.-C.
29
1997
The econometrics of high-frequency data. Zbl 1375.62023
Mykland, Per A.; Zhang, Lan
25
2012
How often to sample a continuous-time process in the presence of market microstructure noise. Zbl 1151.62365
Aït-Sahalia, Yacine; Mykland, Per A.; Zhang, Lan
23
2006
Exponential synchronization of complex-valued complex networks with time-varying delays and stochastic perturbations via time-delayed impulsive control. Zbl 1411.93193
Zhang, Lan; Yang, Xinsong; Xu, Chen; Feng, Jianwen
22
2017
Edgeworth expansions for realized volatility and related estimators. Zbl 1441.62912
Zhang, Lan; Mykland, Per A.; Aït-Sahalia, Yacine
21
2011
Realized volatility when sampling times are possibly endogenous. Zbl 1296.91290
Li, Yingying; Mykland, Per A.; Renault, Eric; Zhang, Lan; Zheng, Xinghua
20
2014
Low rank approximation of a Hankel matrix by structured total least norm. Zbl 0944.65043
Park, H.; Zhang, L.; Rosen, J. B.
15
1999
Exact local controllability of a one-control reaction-diffusion system. Zbl 1136.93007
Wang, G.; Zhang, L.
11
2006
Inference for volatility-type objects and implications for hedging. Zbl 1230.91197
Mykland, Per A.; Zhang, Lan
11
2008
Theory and applications of problem solving. Zbl 0864.68093
Zhang, B.; Zhang, L.
9
1992
Local adaptive differential quadrature for free vibration analysis of cylindrical shells with various boundary conditions. Zbl 1192.74154
Zhang, L.; Xiang, Y.; Wei, G. W.
8
2006
Nonlinear stability of viscous shock waves for one-dimensional nonisentropic compressible Navier-Stokes equations with a class of large initial perturbation. Zbl 1438.35330
Tang, Shaojun; Zhang, Lan
7
2018
Assessment of uncertainty in high frequency data: the observed asymptotic variance. Zbl 1410.62208
Mykland, Per A.; Zhang, Lan
6
2017
Explicit 3-D RKPM shape functions in terms of kernel function moments for accelerated computation. Zbl 1137.74453
Zhou, J. X.; Wang, X. M.; Zhang, Z. Q.; Zhang, L.
6
2005
Vibration of open circular cylindrical shells with intermediate ring supports. Zbl 1121.74383
Zhang, L.; Xiang, Y.
6
2006
A generalization of state avoidance policies for controlled Petri nets. Zbl 0863.93007
Holloway, Lawrence E.; Guan, Xiaoyi; Zhang, Lan
6
1996
On some enrichments of reproducing kernel particle method. Zbl 1179.74184
Zhou, J. X.; Wang, X. M.; Zhang, Z. Q.; Zhang, L.
6
2004
A nodal integration and post-processing technique based on Voronoi diagram for Galerkin meshless methods. Zbl 1054.74746
Zhou, J. X.; Wen, J. B.; Zhang, H. Y.; Zhang, L.
6
2003
Shape optimization using reproducing kernel particle method and an enriched genetic algorithm. Zbl 1151.74401
Zhang, Z. Q.; Zhou, J. X.; Zhou, N.; Wang, X. M.; Zhang, L.
5
2005
Improved bounds for on-line load balancing. Zbl 0916.68013
Andrews, M.; Goemans, M. X.; Zhang, L.
5
1999
Hopf bifurcation analysis of integro-differential equation with unbounded delay. Zbl 1219.37038
Zhang, Lan; Zhang, Chengjian; Zhao, Dongming
5
2011
Between data cleaning and inference: pre-averaging and robust estimators of the efficient price. Zbl 1443.62366
Mykland, Per A.; Zhang, Lan
5
2016
Impact of bounded noise and shortcuts on the spatiotemporal dynamics of neuronal networks. Zbl 1395.34061
Yang, X. L.; Jia, Y. B.; Zhang, L.
4
2014
A regularized method of moments for three-dimensional time-harmonic electromagnetic scattering. Zbl 1453.78004
Li, Junpu; Zhang, Lan; Qin, Qing-Hua
4
2021
Interfacial stresses in curved members bonded with a thin plate. Zbl 1120.74613
De Lorenzis, L.; Teng, J. G.; Zhang, L.
4
2006
Investigations on reproducing kernel particle method enriched by partition of unity and visibility criterion. Zbl 1158.74542
Zhang, Z. Q.; Zhou, J. X.; Wang, X. M.; Zhang, Y. F.; Zhang, L.
4
2004
Long-range predictive control using weighting-sequence models. Zbl 0629.93038
Clarke, D. W.; Zhang, L.
4
1987
Analysis of 2-D bimodular materials and wrinkled membranes based on the parametric variational principle and co-rotational approach. Zbl 1352.74460
Zhang, L.; Gao, Q.; Zhang, H. W.
4
2014
A resolution calculus for the branching-time temporal logic CTL. Zbl 1287.03033
Zhang, Lan; Hustadt, Ullrich; Dixon, Clare
4
2014
Stabilizing role of nonlocal interaction on spatio-temporal pattern formation. Zbl 1387.35046
Banerjee, M.; Zhang, L.
4
2016
Asymptotic stability of planar rarefaction wave to 3D micropolar equations. Zbl 1433.35274
Gong, Guiqiong; Zhang, Lan
3
2020
Extremal solutions for nonlinear first-order impulsive integro-differential dynamic equations. Zbl 1428.45011
Zhang, L.; Xing, Y. F.
3
2019
The physical origin of severe low-frequency pressure fluctuations in giant Francis turbines. Zbl 1137.76392
Zhang, R.-K.; Cai, Q.-D.; Wu, J.-Z.; Wu, Y.-L.; Liu, S.-H.; Zhang, L.
3
2005
A refined resolution calculus for CTL. Zbl 1250.03023
Zhang, Lan; Hustadt, Ullrich; Dixon, Clare
3
2009
On the estimation of skewness of a statistic using the jackknife and the bootstrap. Zbl 0743.62031
Tu, D.; Zhang, L.
3
1992
A note on two-dimensional probabilistic finite automata. Zbl 0936.68066
Okazaki, Tokio; Zhang, Lan; Inoue, Katsushi; Ito, Akira; Wang, Yue
3
1998
Higher-order asymptotic crack-tip fields in a power-law creeping material. Zbl 1015.74015
Chao, Y. J.; Zhu, X. K.; Zhang, L.
3
2001
Implied and realized volatility: empirical model selection. Zbl 1298.91197
Zhang, Lan
3
2012
The double Gaussian approximation for high frequency data. Zbl 1246.62088
Mykland, Per A.; Zhang, Lan
3
2011
A stabilized complementarity formulation for nonlinear analysis of 3D bimodular materials. Zbl 1348.74030
Zhang, L.; Zhang, H. W.; Wu, J.; Yan, B.
3
2016
Wind energy management with battery storage. Zbl 1196.90057
Zhang, L.; Wirth, A.
2
2010
The algebra of two scales estimation, and the S-TSRV: high frequency estimation that is robust to sampling times. Zbl 1452.62782
Mykland, Per A.; Zhang, Lan; Chen, Dachuan
2
2019
A global existence of classical solutions to the two-dimensional Vlasov-Fokker-Planck and magnetohydrodynamics equations with large initial data. Zbl 1428.35362
Huang, Bingkang; Zhang, Lan
2
2019
Nonlinear stability of viscous shock profiles for compressible Navier-Stokes equations with temperature-dependent transport coefficients and large initial perturbation. Zbl 1404.35354
Huang, Bingkang; Tang, Shaojun; Zhang, Lan
2
2018
CTL-RP: A computation tree logic resolution prover. Zbl 1205.68365
Zhang, Lan; Hustadt, Ullrich; Dixon, Clare
2
2010
Hopf bifurcation analysis of some hyperchaotic systems with time-delay controllers. Zbl 1145.93361
Zhang, Lan; Zhang, Chengjian
2
2008
Multivariate analysis in dam monitoring data with PCA. Zbl 05770162
Yu, Hong; Wu, ZhongRu; Bao, TengFei; Zhang, Lan
2
2010
The stochastic Newmark algorithm for random analysis of multi-degree-of-freedom nonlinear systems. Zbl 0965.70006
Zhang, L.; Zu, J. W.; Zheng, Z.
2
1999
Existence and nonexistence of solutions on opposing mixed convection problems in boundary layer theory. Zbl 1297.76062
Yang, G. C.; Zhang, L.; Dang, L. F.
2
2014
The unique equilibrium in a model of sales with costly advertising. Zbl 1302.91132
Arnold, Michael A.; Zhang, Lan
2
2014
Forecasting return volatility in the presence of microstructure noise. Zbl 1245.91101
Kang, Zhixin; Zhang, Lan; Chen, Rong
2
2010
Process platform representation based on unified modelling language. Zbl 1108.90312
Zhang, L.; Jiao, J.; Helo, P. T.
1
2007
Asymptotic stability of planar rarefaction wave to 3D radiative hydrodynamics. Zbl 1412.35258
Huang, Bingkang; Zhang, Lan
1
2019
Global solutions to the micropolar compressible flow with constant coefficients and vacuum. Zbl 1433.35305
Wan, Ling; Zhang, Lan
1
2020
Global dynamics of 3-D compressible micropolar fluids with vacuum and large oscillations. Zbl 1455.76159
Huang, Bingkang; Liu, Lvqiao; Zhang, Lan
1
2021
The five trolls under the bridge: principal component analysis with asynchronous and noisy high frequency data. Zbl 1453.62535
Chen, Dachuan; Mykland, Per A.; Zhang, Lan
1
2020
Optimal decay to the non-isentropic compressible micropolar fluids. Zbl 1460.35292
liu, Lvqiao; Zhang, Lan
1
2020
The rapid assessment for three-dimensional potential model of large-scale particle system by a modified multilevel fast multipole algorithm. Zbl 07336187
Li, Junpu; Gu, Yan; Qin, Qing-Hua; Zhang, Lan
1
2021
An analytical analysis of receding contact between a compressible elastic thin film and a rigid substrate due to spherical indentation. Zbl 1425.74066
Wu, G. T.; Wu, J.; Zhang, L.
1
2019
Control of a class of chaotic systems by a stochastic delay method. Zbl 1201.60061
Zhang, Lan; Zhang, Chengjian; Zhao, Dongming
1
2010
Light amplification related to collective atomic recoil affected by dipole-dipole collision. Zbl 1118.81474
Zhang, L.; Yang, G. J.; He, Z. H.
1
2004
A three-dimensional model for nonlinear viscoelasticity. Zbl 0870.73023
Zhang, L.; Ernst, L. J.
1
1993
Finite element modeling discretization requirements for the laser forming process. Zbl 1179.74158
Zhang, L.; Reutzel, E. W.; Michaleris, P.
1
2004
Near-tip field for steady dynamic crack growth in a compressible elastic-plastic material. Zbl 0974.74528
Zhang, L.; Zhu, X. K.; Hwang, K. C.
1
1997
A resting-state brain functional network study in MDD based on minimum spanning tree analysis and the hierarchical clustering. Zbl 1373.92064
Li, Xiaowei; Jing, Zhuang; Hu, Bin; Zhu, Jing; Zhong, Ning; Li, Mi; Ding, Zhijie; Yang, Jing; Zhang, Lan; Feng, Lei; Majoe, Dennis
1
2017
Estimation of response of plate structure subject to low veloctiy impact by a solid object. Zbl 1359.74282
Yang, Y.; Lam, N. T. K.; Zhang, L.
1
2012
A resolution-based calculus for coalition logic. Zbl 1338.03036
Nalon, Cláudia; Zhang, Lan; Dixon, Clare; Hustadt, Ullrich
1
2014
Hausdorff dimension of the recurrence set of Gauss transformation. Zbl 1262.11079
Wang, Sikui; Zhang, Lan
1
2012
Image fusion method based on multi-directional support value transform. Zbl 1322.94021
Shang, Zhaowei; Zhang, Lingfeng; Zhao, Hengjun; Zhang, Lan
1
2012
First-passage problem of strongly nonlinear stochastic oscillators with external and internal resonances. Zbl 1348.34110
Wu, Y. J.; Gao, Y. Y.; Zhang, L.
1
2013
A regularized method of moments for three-dimensional time-harmonic electromagnetic scattering. Zbl 1453.78004
Li, Junpu; Zhang, Lan; Qin, Qing-Hua
4
2021
Global dynamics of 3-D compressible micropolar fluids with vacuum and large oscillations. Zbl 1455.76159
Huang, Bingkang; Liu, Lvqiao; Zhang, Lan
1
2021
The rapid assessment for three-dimensional potential model of large-scale particle system by a modified multilevel fast multipole algorithm. Zbl 07336187
Li, Junpu; Gu, Yan; Qin, Qing-Hua; Zhang, Lan
1
2021
Asymptotic stability of planar rarefaction wave to 3D micropolar equations. Zbl 1433.35274
Gong, Guiqiong; Zhang, Lan
3
2020
Global solutions to the micropolar compressible flow with constant coefficients and vacuum. Zbl 1433.35305
Wan, Ling; Zhang, Lan
1
2020
The five trolls under the bridge: principal component analysis with asynchronous and noisy high frequency data. Zbl 1453.62535
Chen, Dachuan; Mykland, Per A.; Zhang, Lan
1
2020
Optimal decay to the non-isentropic compressible micropolar fluids. Zbl 1460.35292
liu, Lvqiao; Zhang, Lan
1
2020
Extremal solutions for nonlinear first-order impulsive integro-differential dynamic equations. Zbl 1428.45011
Zhang, L.; Xing, Y. F.
3
2019
The algebra of two scales estimation, and the S-TSRV: high frequency estimation that is robust to sampling times. Zbl 1452.62782
Mykland, Per A.; Zhang, Lan; Chen, Dachuan
2
2019
A global existence of classical solutions to the two-dimensional Vlasov-Fokker-Planck and magnetohydrodynamics equations with large initial data. Zbl 1428.35362
Huang, Bingkang; Zhang, Lan
2
2019
Asymptotic stability of planar rarefaction wave to 3D radiative hydrodynamics. Zbl 1412.35258
Huang, Bingkang; Zhang, Lan
1
2019
An analytical analysis of receding contact between a compressible elastic thin film and a rigid substrate due to spherical indentation. Zbl 1425.74066
Wu, G. T.; Wu, J.; Zhang, L.
1
2019
Nonlinear stability of viscous shock waves for one-dimensional nonisentropic compressible Navier-Stokes equations with a class of large initial perturbation. Zbl 1438.35330
Tang, Shaojun; Zhang, Lan
7
2018
Nonlinear stability of viscous shock profiles for compressible Navier-Stokes equations with temperature-dependent transport coefficients and large initial perturbation. Zbl 1404.35354
Huang, Bingkang; Tang, Shaojun; Zhang, Lan
2
2018
Exponential synchronization of complex-valued complex networks with time-varying delays and stochastic perturbations via time-delayed impulsive control. Zbl 1411.93193
Zhang, Lan; Yang, Xinsong; Xu, Chen; Feng, Jianwen
22
2017
Assessment of uncertainty in high frequency data: the observed asymptotic variance. Zbl 1410.62208
Mykland, Per A.; Zhang, Lan
6
2017
A resting-state brain functional network study in MDD based on minimum spanning tree analysis and the hierarchical clustering. Zbl 1373.92064
Li, Xiaowei; Jing, Zhuang; Hu, Bin; Zhu, Jing; Zhong, Ning; Li, Mi; Ding, Zhijie; Yang, Jing; Zhang, Lan; Feng, Lei; Majoe, Dennis
1
2017
Between data cleaning and inference: pre-averaging and robust estimators of the efficient price. Zbl 1443.62366
Mykland, Per A.; Zhang, Lan
5
2016
Stabilizing role of nonlocal interaction on spatio-temporal pattern formation. Zbl 1387.35046
Banerjee, M.; Zhang, L.
4
2016
A stabilized complementarity formulation for nonlinear analysis of 3D bimodular materials. Zbl 1348.74030
Zhang, L.; Zhang, H. W.; Wu, J.; Yan, B.
3
2016
Realized volatility when sampling times are possibly endogenous. Zbl 1296.91290
Li, Yingying; Mykland, Per A.; Renault, Eric; Zhang, Lan; Zheng, Xinghua
20
2014
Impact of bounded noise and shortcuts on the spatiotemporal dynamics of neuronal networks. Zbl 1395.34061
Yang, X. L.; Jia, Y. B.; Zhang, L.
4
2014
Analysis of 2-D bimodular materials and wrinkled membranes based on the parametric variational principle and co-rotational approach. Zbl 1352.74460
Zhang, L.; Gao, Q.; Zhang, H. W.
4
2014
A resolution calculus for the branching-time temporal logic CTL. Zbl 1287.03033
Zhang, Lan; Hustadt, Ullrich; Dixon, Clare
4
2014
Existence and nonexistence of solutions on opposing mixed convection problems in boundary layer theory. Zbl 1297.76062
Yang, G. C.; Zhang, L.; Dang, L. F.
2
2014
The unique equilibrium in a model of sales with costly advertising. Zbl 1302.91132
Arnold, Michael A.; Zhang, Lan
2
2014
A resolution-based calculus for coalition logic. Zbl 1338.03036
Nalon, Cláudia; Zhang, Lan; Dixon, Clare; Hustadt, Ullrich
1
2014
First-passage problem of strongly nonlinear stochastic oscillators with external and internal resonances. Zbl 1348.34110
Wu, Y. J.; Gao, Y. Y.; Zhang, L.
1
2013
The econometrics of high-frequency data. Zbl 1375.62023
Mykland, Per A.; Zhang, Lan
25
2012
Implied and realized volatility: empirical model selection. Zbl 1298.91197
Zhang, Lan
3
2012
Estimation of response of plate structure subject to low veloctiy impact by a solid object. Zbl 1359.74282
Yang, Y.; Lam, N. T. K.; Zhang, L.
1
2012
Hausdorff dimension of the recurrence set of Gauss transformation. Zbl 1262.11079
Wang, Sikui; Zhang, Lan
1
2012
Image fusion method based on multi-directional support value transform. Zbl 1322.94021
Shang, Zhaowei; Zhang, Lingfeng; Zhao, Hengjun; Zhang, Lan
1
2012
Estimating covariation: Epps effect, microstructure noise. Zbl 1441.62911
Zhang, Lan
72
2011
Ultra high frequency volatility estimation with dependent microstructure noise. Zbl 1441.62577
Aït-Sahalia, Yacine; Mykland, Per A.; Zhang, Lan
65
2011
Edgeworth expansions for realized volatility and related estimators. Zbl 1441.62912
Zhang, Lan; Mykland, Per A.; Aït-Sahalia, Yacine
21
2011
Hopf bifurcation analysis of integro-differential equation with unbounded delay. Zbl 1219.37038
Zhang, Lan; Zhang, Chengjian; Zhao, Dongming
5
2011
The double Gaussian approximation for high frequency data. Zbl 1246.62088
Mykland, Per A.; Zhang, Lan
3
2011
Wind energy management with battery storage. Zbl 1196.90057
Zhang, L.; Wirth, A.
2
2010
CTL-RP: A computation tree logic resolution prover. Zbl 1205.68365
Zhang, Lan; Hustadt, Ullrich; Dixon, Clare
2
2010
Multivariate analysis in dam monitoring data with PCA. Zbl 05770162
Yu, Hong; Wu, ZhongRu; Bao, TengFei; Zhang, Lan
2
2010
Forecasting return volatility in the presence of microstructure noise. Zbl 1245.91101
Kang, Zhixin; Zhang, Lan; Chen, Rong
2
2010
Control of a class of chaotic systems by a stochastic delay method. Zbl 1201.60061
Zhang, Lan; Zhang, Chengjian; Zhao, Dongming
1
2010
Inference for continuous semimartingales observed at high frequency. Zbl 1182.62216
Mykland, Per A.; Zhang, Lan
55
2009
A refined resolution calculus for CTL. Zbl 1250.03023
Zhang, Lan; Hustadt, Ullrich; Dixon, Clare
3
2009
Inference for volatility-type objects and implications for hedging. Zbl 1230.91197
Mykland, Per A.; Zhang, Lan
11
2008
Hopf bifurcation analysis of some hyperchaotic systems with time-delay controllers. Zbl 1145.93361
Zhang, Lan; Zhang, Chengjian
2
2008
Process platform representation based on unified modelling language. Zbl 1108.90312
Zhang, L.; Jiao, J.; Helo, P. T.
1
2007
Efficient estimation of stochastic volatility using noisy observations: a multi-scale approach. Zbl 1117.62119
Zhang, Lan
149
2006
ANOVA for diffusions and Itō processes. Zbl 1246.91110
Mykland, Per Aslak; Zhang, Lan
58
2006
How often to sample a continuous-time process in the presence of market microstructure noise. Zbl 1151.62365
Aït-Sahalia, Yacine; Mykland, Per A.; Zhang, Lan
23
2006
Exact local controllability of a one-control reaction-diffusion system. Zbl 1136.93007
Wang, G.; Zhang, L.
11
2006
Local adaptive differential quadrature for free vibration analysis of cylindrical shells with various boundary conditions. Zbl 1192.74154
Zhang, L.; Xiang, Y.; Wei, G. W.
8
2006
Vibration of open circular cylindrical shells with intermediate ring supports. Zbl 1121.74383
Zhang, L.; Xiang, Y.
6
2006
Interfacial stresses in curved members bonded with a thin plate. Zbl 1120.74613
De Lorenzis, L.; Teng, J. G.; Zhang, L.
4
2006
A tale of two time scales: Determining integrated volatility with noisy high-frequency data. Zbl 1117.62461
Zhang, Lan; Mykland, Per A.; Aït-Sahalia, Yacine
327
2005
Explicit 3-D RKPM shape functions in terms of kernel function moments for accelerated computation. Zbl 1137.74453
Zhou, J. X.; Wang, X. M.; Zhang, Z. Q.; Zhang, L.
6
2005
Shape optimization using reproducing kernel particle method and an enriched genetic algorithm. Zbl 1151.74401
Zhang, Z. Q.; Zhou, J. X.; Zhou, N.; Wang, X. M.; Zhang, L.
5
2005
The physical origin of severe low-frequency pressure fluctuations in giant Francis turbines. Zbl 1137.76392
Zhang, R.-K.; Cai, Q.-D.; Wu, J.-Z.; Wu, Y.-L.; Liu, S.-H.; Zhang, L.
3
2005
On some enrichments of reproducing kernel particle method. Zbl 1179.74184
Zhou, J. X.; Wang, X. M.; Zhang, Z. Q.; Zhang, L.
6
2004
Investigations on reproducing kernel particle method enriched by partition of unity and visibility criterion. Zbl 1158.74542
Zhang, Z. Q.; Zhou, J. X.; Wang, X. M.; Zhang, Y. F.; Zhang, L.
4
2004
Light amplification related to collective atomic recoil affected by dipole-dipole collision. Zbl 1118.81474
Zhang, L.; Yang, G. J.; He, Z. H.
1
2004
Finite element modeling discretization requirements for the laser forming process. Zbl 1179.74158
Zhang, L.; Reutzel, E. W.; Michaleris, P.
1
2004
A nodal integration and post-processing technique based on Voronoi diagram for Galerkin meshless methods. Zbl 1054.74746
Zhou, J. X.; Wen, J. B.; Zhang, H. Y.; Zhang, L.
6
2003
Higher-order asymptotic crack-tip fields in a power-law creeping material. Zbl 1015.74015
Chao, Y. J.; Zhu, X. K.; Zhang, L.
3
2001
Low rank approximation of a Hankel matrix by structured total least norm. Zbl 0944.65043
Park, H.; Zhang, L.; Rosen, J. B.
15
1999
Improved bounds for on-line load balancing. Zbl 0916.68013
Andrews, M.; Goemans, M. X.; Zhang, L.
5
1999
The stochastic Newmark algorithm for random analysis of multi-degree-of-freedom nonlinear systems. Zbl 0965.70006
Zhang, L.; Zu, J. W.; Zheng, Z.
2
1999
A note on two-dimensional probabilistic finite automata. Zbl 0936.68066
Okazaki, Tokio; Zhang, Lan; Inoue, Katsushi; Ito, Akira; Wang, Yue
3
1998
Mixed mode near-tip fields for cracks in materials with strain-gradient effects. Zbl 1049.74521
Huang, Y.; Zhang, L.; Guo, T. F.; Hwang, K.-C.
29
1997
Near-tip field for steady dynamic crack growth in a compressible elastic-plastic material. Zbl 0974.74528
Zhang, L.; Zhu, X. K.; Hwang, K. C.
1
1997
A generalization of state avoidance policies for controlled Petri nets. Zbl 0863.93007
Holloway, Lawrence E.; Guan, Xiaoyi; Zhang, Lan
6
1996
A three-dimensional model for nonlinear viscoelasticity. Zbl 0870.73023
Zhang, L.; Ernst, L. J.
1
1993
Theory and applications of problem solving. Zbl 0864.68093
Zhang, B.; Zhang, L.
9
1992
On the estimation of skewness of a statistic using the jackknife and the bootstrap. Zbl 0743.62031
Tu, D.; Zhang, L.
3
1992
Long-range predictive control using weighting-sequence models. Zbl 0629.93038
Clarke, D. W.; Zhang, L.
4
1987
all top 5

Cited by 654 Authors

21 Zhang, Lan
20 Mykland, Per Aslak
15 Liu, Zhi
13 Podolskij, Mark
13 Vetter, Mathias
12 Bibinger, Markus
12 Kong, Xinbing
12 Todorov, Viktor
11 Aït-Sahalia, Yacine
11 Jacod, Jean
10 Kim, Donggyu
10 Tauchen, George E.
9 Li, Yingying
9 Wang, Yazhen
9 Xiu, Dacheng
8 Christensen, Kim
8 Jing, Bingyi
8 Lunde, Asger
7 Bollerslev, Tim
7 Fan, Jianqing
7 Figueroa-López, José E.
7 Hansen, Peter Reinhard
7 Rosenbaum, Mathieu
6 Koike, Yuta
6 Mancino, Maria Elvira
6 Meddahi, Nour
6 Oomen, Roel C. A.
6 Shephard, Neil
6 Yoshida, Nakahiro
6 Zheng, Xinghua
5 Andersen, Torben G.
5 Bandi, Federico M.
5 Barndorff-Nielsen, Ole Eiler
5 Corsi, Fulvio
5 Dixon, Clare
5 Hustadt, Ullrich
5 Li, Cuixia
5 McAleer, Michael
5 Phillips, Peter Charles Bonest
5 Potiron, Yoann
5 Shin, Dongwan
5 Zeng, Yong
4 Asai, Manabu
4 Clinet, Simon
4 Fukasawa, Masaaki
4 Hoffmann, Marc R.
4 Hounyo, Ulrich
4 Linton, Oliver Bruce
4 Medeiros, Marcelo C.
4 Patton, Andrew J.
4 Reiß, Markus
4 Renault, Eric
4 Sanfelici, Simona
4 Veraart, Almut E. D.
4 Yu, Jun
4 Zhao, Zhibiao
3 Azencott, Robert
3 Chen, Dachuan
3 Corradi, Valentina
3 Distaso, Walter
3 Dobrev, Dobrislav
3 Gonçalves, Sílvia
3 Gong, Guiqiong
3 Hayashi, Takaki
3 Hwang, Eunju
3 Kalnina, Ilze
3 Li, Jia
3 Liu, Guangying
3 Mancini, Cecilia
3 Nadarajah, Saralees
3 Pavliotis, Grigorios A.
3 Renò, Roberto
3 Russell, Jeffrey R.
3 Schmidt-Hieber, Johannes
3 Spiliopoulos, Konstantinos V.
3 Timofeyev, Ilya
3 Veliyev, Bezirgen
3 Winkelmann, Lars
3 Withers, Christopher Stroude
3 Yang, Xinsong
2 Alla, Hassane
2 Audrino, Francesco
2 Bacry, Emmanuel
2 Balasubramaniam, Pagavathigounder
2 Barucci, Emilio
2 Barunik, Jozef
2 Bégin, Jean-François
2 Bormetti, Giacomo
2 Boudt, Kris
2 Brockwell, Peter J.
2 Cao, Jinde
2 Chen, Xiaohong
2 Delattre, Sylvain
2 Dideban, Abbas
2 Dong, Yingjie
2 Favetto, Benjamin
2 Feng, Yuming
2 Fernandes, Marcelo
2 Fodra, Pietro
2 Gailus, Siragan
...and 554 more Authors
all top 5

Cited in 119 Serials

120 Journal of Econometrics
30 Quantitative Finance
27 Stochastic Processes and their Applications
23 Econometric Theory
17 The Annals of Statistics
14 Bernoulli
11 Applied Mathematics and Computation
10 Econometric Reviews
10 Computational Statistics and Data Analysis
10 Statistical Inference for Stochastic Processes
9 Journal of the American Statistical Association
9 Finance and Stochastics
7 Scandinavian Journal of Statistics
6 Annals of the Institute of Statistical Mathematics
5 The Annals of Applied Probability
5 Journal of Nonparametric Statistics
5 International Journal of Theoretical and Applied Finance
5 Electronic Journal of Statistics
5 Annals of Finance
4 ZAMP. Zeitschrift für angewandte Mathematik und Physik
4 Mathematics and Computers in Simulation
4 Journal of Time Series Analysis
4 Economics Letters
4 Communications in Statistics. Theory and Methods
4 Nonlinear Analysis. Real World Applications
3 International Journal of Control
3 Journal of the Franklin Institute
3 Journal of Statistical Physics
3 Journal of Multivariate Analysis
3 Journal of Statistical Planning and Inference
3 Statistics & Probability Letters
3 Statistics
3 Journal of Economic Dynamics & Control
3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
3 Applied Mathematical Finance
3 Complexity
3 Engineering Analysis with Boundary Elements
3 Decisions in Economics and Finance
3 Asia-Pacific Financial Markets
3 Journal of the Korean Statistical Society
2 Journal of Mathematical Analysis and Applications
2 Information Sciences
2 Insurance Mathematics & Economics
2 Communications in Statistics. Simulation and Computation
2 European Journal of Operational Research
2 Test
2 The Econometrics Journal
2 SIAM Journal on Financial Mathematics
2 Science China. Mathematics
2 Asian Journal of Control
1 Computers & Mathematics with Applications
1 International Journal of Theoretical Physics
1 Journal of Computational Physics
1 Applied Mathematics and Optimization
1 Automatica
1 Journal of Differential Equations
1 Journal of Number Theory
1 Kybernetika
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 SIAM Journal on Control and Optimization
1 SIAM Journal on Numerical Analysis
1 International Journal of Production Research
1 Acta Mathematicae Applicatae Sinica. English Series
1 Statistical Science
1 Information and Computation
1 Journal of Automated Reasoning
1 Science in China. Series A
1 Neural Networks
1 Annals of Operations Research
1 Discrete Event Dynamic Systems
1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
1 Games and Economic Behavior
1 Computational Statistics
1 Automation and Remote Control
1 Journal of Statistical Computation and Simulation
1 Mathematical Programming. Series A. Series B
1 Statistical Papers
1 Journal of Mathematical Sciences (New York)
1 Economic Theory
1 Monte Carlo Methods and Applications
1 Annals of Mathematics and Artificial Intelligence
1 Mathematical Problems in Engineering
1 European Journal of Control
1 Differential Equations and Dynamical Systems
1 Mathematical Finance
1 Nonlinear Dynamics
1 Abstract and Applied Analysis
1 Soft Computing
1 Studies in Nonlinear Dynamics and Econometrics
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 Journal of Applied Statistics
1 Journal of Interdisciplinary Mathematics
1 Communications in Nonlinear Science and Numerical Simulation
1 Methodology and Computing in Applied Probability
1 Archives of Computational Methods in Engineering
1 Advances and Applications in Statistics
1 Journal of Systems Science and Complexity
1 Journal of Applied Mathematics
1 Acta Mathematica Scientia. Series B. (English Edition)
1 AStA. Allgemeines Statistisches Archiv
...and 19 more Serials

Citations by Year