Fuming Lin

MaRDI QIDQ1989868zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Estimation of value-at-risk by \(L^p\) quantile regression Annals of the Institute of Statistical Mathematics	2025-01-16	Paper
Estimation of tail risk using extreme expectiles in linear GARCH models with heavy-tailed error Brazilian Journal of Probability and Statistics	2024-12-20	Paper
The \(k\)th power expectile estimation and testing Communications in Mathematics and Statistics	2024-11-20	Paper
A new method of testing for a unit root in the INAR(1) model based on variances Communications in Statistics. Simulation and Computation	2022-10-18	Paper
Analysis of leverage effect based on high frequency data with rounding error market microstructure noise	2021-12-17	Paper
The \(k\)th power expectile regression Annals of the Institute of Statistical Mathematics	2021-08-18	Paper
Limit theorems for supremum of Gaussian processes over a random interval Applied Mathematics. Series B (English Edition)	2018-10-29	Paper
Convergence rate of extremes for the generalized short-tailed symmetric distribution Bulletin of the Korean Mathematical Society	2016-10-26	Paper
Convergence of exceedance point processes of normal sequences with a seasonal component and its applications Journal of Inequalities and Applications	2016-06-01	Paper
Limit properties of exceedance point processes of strongly dependent normal sequences Journal of Inequalities and Applications	2015-03-16	Paper
Some distributional limit theorems for the maxima of Gaussian vector sequences Computers & Mathematics with Applications	2013-07-25	Paper
A general version of the short-tailed symmetric distribution Communications in Statistics. Theory and Methods	2012-10-23	Paper
Almost sure limit theorems for the maxima of some strongly dependent Gaussian sequences Computers & Mathematics with Applications	2011-12-18	Paper
On the rate of convergence of STSD extremes Communications in Statistics: Theory and Methods	2011-07-13	Paper
Convergence rate of extremes for the general error distribution Journal of Applied Probability	2010-10-12	Paper
Tail behavior and extremes of short-tailed symmetric distribution Communications in Statistics. Theory and Methods	2010-09-21	Paper
An almost sure limit theorem for the maxima of strongly dependent Gaussian sequences Electronic Communications in Probability	2009-11-20	Paper
An almost sure limit theorem for the maxima of strongly dependent Gaussian sequences Electronic Communications in Probability	2009-11-20	Paper
The asymptotic behavior of quadratic forms in \(\varphi\)-mixing random variables Journal of Computational and Applied Mathematics	2009-10-09	Paper
SECOND ORDER REGULAR VARIATION AND ITS APPLICATIONS TO RATES OF CONVERGENCE IN EXTREME-VALUE DISTRIBUTION Bulletin of the Korean Mathematical Society	2008-07-21	Paper

Research outcomes over time

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