Hongshuai Dai

Available identifiers

zbMath Open dai.hongshuaiMaRDI QIDQ244055

List of research outcomes

Publication	Date of Publication	Type
Wireless 3-hop Networks with Stealing Revisited: A Kernel Approach	2023-05-09	Paper
https://portal.mardi4nfdi.de/entity/Q5875055	2023-02-09	Paper
https://portal.mardi4nfdi.de/entity/Q5875152	2023-02-09	Paper
Tandem fluid queue with long-range dependent inputs: sticky behaviour and heavy traffic approximation	2022-07-26	Paper
Exact tail asymptotics for a three-dimensional Brownian-driven tandem queue with intermediate inputs	2022-02-16	Paper
Stationary distributions for two-dimensional sticky Brownian motions: exact tail asymptotics and extreme value distributions	2021-11-11	Paper
https://portal.mardi4nfdi.de/entity/Q3380653	2021-09-29	Paper
Operator fractional Brownian motion and martingale differences	2019-02-14	Paper
Spectrally negative Lévy risk model under Erlangized barrier strategy	2019-01-29	Paper
Multidimensional Sticky Brownian Motions: Tail Behaviour of the Joint Stationary Distribution	2019-01-18	Paper
Stochastic interest model based on compound Poisson process and applications in actuarial science	2018-11-05	Paper
Exact tail asymptotics for a two-stage queue: Complete solution via kernel method	2018-08-08	Paper
Operator Fractional Brownian Sheet and Martingale Differences	2018-07-10	Paper
On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments	2018-06-21	Paper
https://portal.mardi4nfdi.de/entity/Q4640584	2018-05-25	Paper
https://portal.mardi4nfdi.de/entity/Q3131137	2018-01-29	Paper
Limit theorems for functionals of Gaussian vectors	2017-09-26	Paper
Kernel Method for Stationary Tails: From Discrete to Continuous	2017-07-05	Paper
https://portal.mardi4nfdi.de/entity/Q2987360	2017-05-17	Paper
Convergence rates in precise asymptotics for a kind of complete moment convergence	2017-03-27	Paper
Convergence rate in precise asymptotics for Davis law of large numbers	2016-10-31	Paper
https://portal.mardi4nfdi.de/entity/Q2992297	2016-08-10	Paper
Random walks and subfractional Brownian motion	2016-06-30	Paper
Approximation to Multifractional Riemann-Liouville Brownian Sheet	2015-07-29	Paper
Adaptive Elastic Net Method for Cox Model	2015-07-22	Paper
Elastic Net Procedure for Partially Linear Models	2015-07-21	Paper
Exact tail asymptotics for a discrete-time preemptive priority queue	2015-05-06	Paper
Weak convergence to multifractional Brownian motion of Riemann-Liouville type in Besov spaces	2014-08-05	Paper
Convergence in law to operator fractional Brownian motions	2013-11-04	Paper
Convergence in law to operator fractional Brownian motion of Riemann-Liouville type	2013-03-28	Paper
Stable sub-Gaussian models constructed by Poisson processes	2012-06-01	Paper
A note on approximation to multifractional Brownian motion	2012-01-24	Paper
Approximations of fractional Brownian motion	2011-12-28	Paper
Optimal financing and dividend control in the dual model	2011-08-28	Paper
Isochronicity at infinity into a class of rational differential system	2011-04-08	Paper
Optimal dividend strategies in a dual model with capital injections	2010-09-21	Paper
A note on operator self-similar Gaussian vector fields	2010-06-25	Paper
A weak limit theorem for generalized multifractional Brownian motion	2010-03-01	Paper
https://portal.mardi4nfdi.de/entity/Q3640963	2009-11-11	Paper

Research outcomes over time

Doctoral students

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This page was built for person: Hongshuai Dai