Haoran Yi

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
Optimal portfolio strategy of wealth process: a Lévy process model-based method International Journal of Systems Science. Principles and Applications of Systems and Integration	2024-05-27	Paper
Optimal portfolio and reinsurance with two differential risky assets Communications in Statistics: Theory and Methods	2023-09-11	Paper
Option pricing under a Markov-modulated Merton jump-diffusion dividend Communications in Statistics: Theory and Methods	2023-07-03	Paper
Parameter estimation for Ornstein-Uhlenbeck driven by Ornstein-Uhlenbeck processes with small Lévy noises Journal of Theoretical Probability	2023-05-16	Paper
Stabilization and destabilization of nonlinear stochastic differential delay equations Stochastics	2022-07-05	Paper
Parameter estimation for certain nonstationary processes driven by α-stable motions Communications in Statistics: Theory and Methods	2022-05-25	Paper
Nonparametric estimation of periodic signal disturbed by α-stable noises Journal of Nonparametric Statistics	2022-02-18	Paper
Parameter estimation for non-stationary reflected Ornstein-Uhlenbeck processes driven by \(\alpha\)-stable noises Statistics & Probability Letters	2020-01-20	Paper
Nonparametric estimation of the trend for stochastic differential equations driven by small \(\alpha\)-stable noises Statistics & Probability Letters	2019-09-05	Paper
Multimodal semantic analysis and annotation for basketball video EURASIP Journal on Applied Signal Processing	2006-09-12	Paper

Research outcomes over time

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