Zheng Yan Lin

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Person:244346

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zbMath Open lin.zhengyanMaRDI QIDQ244346

List of research outcomes

PublicationDate of PublicationType
Specification testing in nonstationary time series models2022-07-27Paper
Double Smoothed Volatility Estimation of Potentially Non‐stationary Jump‐diffusion Model of Shibor2022-02-18Paper
Designing of Gini-chart for Exponential, t, Logistic and Laplace Distributions2021-11-19Paper
Control chart for monitoring multivariate COM-Poisson attributes2020-10-28Paper
https://portal.mardi4nfdi.de/entity/Q51140662020-06-21Paper
Optimized estimation for population mean using conventional and non-conventional measures under the joint influence of measurement error and non-response2020-04-23Paper
Probability Theory2020-04-02Paper
Convergence to a self-normalized G-Brownian motion2020-02-17Paper
Nonparametric M-estimation for functional stationary ergodic data2019-09-19Paper
The Maxwell length-biased distribution: properties and estimation2019-08-30Paper
On Bernstein type inequalities for stochastic integrals of multivariate point processes2019-06-27Paper
Improved ratio type estimators of population mean based on median of a study variable and an auxiliary variable2019-03-06Paper
https://portal.mardi4nfdi.de/entity/Q46235692019-02-22Paper
New methods of simulating Lévy processes2018-11-13Paper
An adaptive test for the mean vector in large-\(p\)-small-\(n\) problems2018-08-21Paper
Varying coefficient partially nonlinear models with nonstationary regressors2018-01-23Paper
Variable selection for generalized varying coefficient partially linear models with diverging number of parameters2017-02-14Paper
On convergence to stochastic integrals2016-10-11Paper
An almost sure central limit theorem for self-normalized partial sums of weakly dependent random variables2016-07-15Paper
Limit theory for random coefficient autoregressive process under possibly infinite variance error sequence2016-07-15Paper
Nonparametric estimation of quantiles for a class of stationary processes2016-07-07Paper
Tests for a Multiple-Sample Problem in High Dimensions2016-06-28Paper
The properties of the geometric-Poisson exponentially weighted moving control chart with estimated parameters2016-06-24Paper
Asymptotic normality of locally modelled regression estimator for functional data2016-06-10Paper
ROBUST ESTIMATION IN PARAMETRIC TIME SERIES MODELS UNDER LONG- AND SHORT-RANGE-DEPENDENT STRUCTURES2016-06-01Paper
Shrinkage-based regularization tests for high-dimensional data with application to gene set analysis2016-01-12Paper
Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors2015-10-14Paper
Empirical Likelihood for Single-Index Regression Models under Negatively Associated Errors2015-07-29Paper
Quantile inference for moderate deviations from a unit root model with infinite variance2015-07-21Paper
M-Dependence Approximation for Dependent Random Variables2015-06-24Paper
A Least Squares Estimator for Lévy-driven Moving Averages Based on Discrete Time Observations2015-06-24Paper
Precise asymptotics in the law of the iterated logarithm for statistic2015-02-26Paper
Empirical Likelihood for Partial Linear Models under Negatively Associated Errors2015-02-05Paper
Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions2014-12-02Paper
Consistency of kernel density estimators for causal processes2014-12-02Paper
Limit theory for a general class of GARCH models with just barely infinite variance2014-11-20Paper
A Study on the Robustness ofG-Chart to Non-Normality2014-08-18Paper
Precise asymptotics in the law of the logarithm for the rescaled range statistic2014-08-07Paper
https://portal.mardi4nfdi.de/entity/Q51661212014-06-30Paper
In memory of Professor Chen Jiangong (Chen Kien Kwong) on the 120th anniversary of his birth2014-06-30Paper
Asymptotic theory for LAD estimation of moderate deviations from a unit root2014-06-11Paper
The fractal dimensions of the level sets of the generalized iterated Brownian motion2013-12-02Paper
Empirical Likelihood Inference for Nonparametric Regression Functions with Functional Stationary Ergodic Data2013-11-26Paper
Weak Convergence and Its Applications2013-07-09Paper
https://portal.mardi4nfdi.de/entity/Q49278272013-06-20Paper
Limit theorems for kernel density estimators under dependent samples2013-05-24Paper
Approximation of the tail probability of dependent random sums under consistent variation and applications2013-04-08Paper
Precise asymptotics of complete moment convergence on moving average2013-03-12Paper
Strong approximation for \(\rho \)-mixing sequences2013-01-28Paper
Re-weighted Nadaraya-Watson estimation of second-order jump-diffusion model2013-01-25Paper
Empirical likelihood inference for the second-order jump-diffusion model2013-01-25Paper
https://portal.mardi4nfdi.de/entity/Q49011082013-01-24Paper
Strong approximation of locally square-integrable martingales2012-11-07Paper
Regularization and variable selection for infinite variance autoregressive models2012-09-04Paper
The local time of the Markov processes of Ornstein-Uhlenbeck type2012-08-30Paper
Empirical likelihood inference for probability density functions under association2012-03-05Paper
The packing indices for some Lévy processes2011-10-28Paper
On the Rates of the Chung-Type Law of Logarithm2011-08-16Paper
Penalized Independence Rule for Testing High-Dimensional Hypotheses2011-07-20Paper
The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations2011-07-01Paper
Nonparametric Estimation of Second-Order Jump-Diffusion Model2011-06-27Paper
Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors2011-06-24Paper
On Two Types of Breakdown Points of WeightedL2-median2011-06-10Paper
Weak Convergence to Stochastic Integrals Driven by $\alpha-$Stable L\'evy Processes2011-04-18Paper
Local Linear Estimation of Second-Order Diffusion Models2011-03-23Paper
Empirical likelihood inference for diffusion processes with jumps2011-02-25Paper
Local Linear M-estimation in non-parametric spatial regression2011-02-22Paper
The functional central limit theorem for linear processes with strong near-epoch dependent innovations2011-02-09Paper
Statistical inference in partially time-varying coefficient models2010-11-19Paper
The ruin probability of the renewal model with constant interest force and upper-tailed independent heavy-tailed claims2010-11-17Paper
The Hausdorff dimension of the range for the Markov processes of Ornstein-Uhlenbeck type2010-11-08Paper
A functional LIL for integrated \(\alpha \) stable process2010-09-21Paper
https://portal.mardi4nfdi.de/entity/Q35716222010-07-08Paper
Strong laws of large numbers for \(\tilde \rho \)-mixing random variables2010-03-01Paper
https://portal.mardi4nfdi.de/entity/Q34037972010-02-12Paper
Probability Inequalities2010-01-21Paper
Uniform estimate for maximum of randomly weighted sums with applications to ruin theory2009-12-02Paper
On the weak laws of large numbers for arrays of random variables2009-11-18Paper
https://portal.mardi4nfdi.de/entity/Q36432932009-11-11Paper
Nonparametric tests for the general multivariate multi-sample problem2009-10-16Paper
Precise Large Deviations for the Actual Aggregate Loss Process2009-10-08Paper
On maxima of periodograms of stationary processes2009-08-19Paper
Adaptive Lasso in high-dimensional settings2009-08-13Paper
https://portal.mardi4nfdi.de/entity/Q53201862009-07-22Paper
https://portal.mardi4nfdi.de/entity/Q53205592009-07-22Paper
Variable selection in partially time-varying coefficient models2009-07-16Paper
Maximal inequalities and laws of large numbers for \(L_q\)-mixingale arrays2009-07-15Paper
ANALYSIS AND COMPUTATIONS OF LEAST-SQUARES METHOD FOR OPTIMAL CONTROL PROBLEMS FOR THE STOKES EQUATIONS2009-06-23Paper
https://portal.mardi4nfdi.de/entity/Q36266492009-05-22Paper
Existence and joint continuity of local time of multi-parameter fractional Lévy processes2009-05-04Paper
https://portal.mardi4nfdi.de/entity/Q36222772009-04-28Paper
https://portal.mardi4nfdi.de/entity/Q36094692009-03-06Paper
https://portal.mardi4nfdi.de/entity/Q36095052009-03-06Paper
https://portal.mardi4nfdi.de/entity/Q36107212009-03-06Paper
https://portal.mardi4nfdi.de/entity/Q36107582009-03-06Paper
Strong approximation for a class of stationary processes2009-02-19Paper
Functional limit theorems for the infinite series of OU processes in Hölder norm2009-01-27Paper
The asymptotic distribution and Berry-Esseen bound of a new test for independence in high dimension with an application to stochastic optimization2009-01-13Paper
Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails2008-12-10Paper
Change point estimators by local polynomial fits under a dependence assumption2008-11-27Paper
A hypothesis test for independence of sets of variates in high dimensions2008-11-25Paper
On asymptotic properties of the parameter estimator for a type of SPDE2008-10-29Paper
Some results on fractional Brownian sheets and their local times2008-10-27Paper
Almost sure functional central limit theorems for weakly dependent sequences2008-09-29Paper
PRECISE RATES IN THE LAW OF THE LOGARITHM FOR THE MOMENT CONVERGENCE OF I.I.D. RANDOM VARIABLES2008-09-25Paper
Asymptotic Distributions of Innovation Density Estimators in Linear Processes2008-09-24Paper
Asymptotic properties for Cauchy's principal values of Brownian and random walk local time2008-09-12Paper
Moduli of continuity of a class of \(N\)-parameter Gaussian processes and their fast points2008-09-09Paper
Hausdorff dimension of set generated by exceptional oscillations of a class of \(N\)-parameter Gaussian processes2008-09-01Paper
Maximal speed of particles in super-lévy process2008-09-01Paper
Strong approximation for moving average processes under dependence assumptions2008-08-06Paper
https://portal.mardi4nfdi.de/entity/Q35116102008-07-11Paper
Precise rates in the law of the iterated logarithm under dependence assumptions2008-06-11Paper
Some limiting properties of the bounds of the present value function of a life insurance portfolio2008-02-15Paper
Almost sure central limit theorems for functionals of absolutely regular processes with application to \(U\)-statistics2008-02-14Paper
A Nonclassical Chung-Type Law of the Iterated Logarithm for Independent Identically Distributed Random Variables2008-01-30Paper
Some LIL type results on the partial sums and trimmed sums with multidimensional indices2007-11-19Paper
Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences2007-09-21Paper
The limiting behavior for observations that change with time2007-08-20Paper
The exact Hausdorff measures for the graph and image of a multidimensional iterated Brownian motion2007-07-30Paper
Asymptotics for self-normalized random products of sums of i.i.d. random variables2007-07-19Paper
Asymptotic normality for \(L_{1}\)-norm kernel estimator of conditional median under association dependence2007-07-19Paper
A nonparametric test for the change of the density function under association2007-07-18Paper
Some properties of a multifractional Brownian motion2007-07-16Paper
Almost sure limit theorems for a stationary normal sequence2007-06-29Paper
https://portal.mardi4nfdi.de/entity/Q34463532007-06-14Paper
Asymptotics for Self-Normalized Random Products of Sums for Mixing Sequences2007-06-04Paper
Functional limit theorems for \(d\)-dimensional FBM in Hölder norm2007-05-24Paper
A SELF-NORMALIZED LIL FOR CONDITIONALLY TRIMMED SUMS AND CONDITIONALLY CENSORED SUMS2007-04-10Paper
Chung LIL for integrated \(\alpha\) stable process2007-03-15Paper
Some path properties of generalized Lévy sheet2007-03-14Paper
https://portal.mardi4nfdi.de/entity/Q34140342007-01-05Paper
The variance of partial sums of strong near-epoch dependent variables2006-11-15Paper
Precise asymptotics for a new kind of complete moment convergence2006-10-25Paper
Results on local times of a class of multiparameter Gaussian processes2006-10-24Paper
A functional LIL for \(m\)-fold integrated Brownian motion2006-10-24Paper
The law of iterated logarithm of rescaled range statistics for AR(1) model2006-10-13Paper
A note on strong law of large numbers of random variables2006-10-09Paper
The self-intersections of a Gaussian random field2006-10-05Paper
How big are the increments of a multifractional Brownian motion?2006-09-22Paper
A supplement to the complete convergence2006-06-30Paper
Almost sure max-limits for nonstationary Gaussian sequence2006-06-30Paper
Functional limit theorem for moving average processes generated by dependent random vari\-ables2006-05-03Paper
https://portal.mardi4nfdi.de/entity/Q33787922006-04-04Paper
Strong near-epoch dependence2006-02-13Paper
ON THE INCREMENTS OF A d-DIMENSIONAL GAUSSIAN PROCESS2006-01-26Paper
LIMIT BEHAVIORS FOR THE INCREMENTS OF A d-DIMENSIONAL MULTI-PARAMETER GAUSSIAN PROCESS2006-01-26Paper
The functional central limit theorem for strong near-epoch dependent random variables2006-01-16Paper
Exact Hausdorff measure of the lever sets of a multi-parameter stable process2006-01-16Paper
Some limit theorems on the increments of \(\ell^p\)-valued multi-parameter Gaussian processes2006-01-05Paper
The invariance principle for the total length of the nearest-neighbor graph2005-12-14Paper
STRASSEN'S FUNCTIONAL LIL FOR d-DIMENSIONAL SELF-SIMILAR GAUSSIAN PROCESS IN HOLDER NORM2005-11-21Paper
https://portal.mardi4nfdi.de/entity/Q57056172005-11-09Paper
https://portal.mardi4nfdi.de/entity/Q57056182005-11-09Paper
https://portal.mardi4nfdi.de/entity/Q56944532005-09-30Paper
https://portal.mardi4nfdi.de/entity/Q56941642005-09-29Paper
Precise rates in the law of logarithm for i.i.d. random variables2005-09-02Paper
The law of iterated logarithm for \(R/S\) statistics2005-08-25Paper
Local times of \(N\)-parameter Gaussian processes2005-08-25Paper
The modulus of non-differentiability of a Brownian motion in \(l_p\)2005-07-05Paper
The Hájek-Rényi inequality for the AANA random variables and its applications2005-07-05Paper
https://portal.mardi4nfdi.de/entity/Q46797502005-06-21Paper
A functional limit theorem for observations that change with time2005-04-07Paper
The law of the iterated logarithm for the rescaled R/S statistics without the second moment2005-03-08Paper
The Hausdorff Dimension of the Level Sets for a Fractional Brownian Sheet2005-01-20Paper
A central limit theorem for strong near-epoch dependent random variables2004-10-25Paper
Asymptotic behaviors for partial sum processes of a Gaussian sequence2004-10-19Paper
Path properties of a \(d\)-dimensional Gaussian process2004-10-04Paper
The law of the iterated logarithm for the total length of the nearest neighbor graph2004-08-06Paper
Increments and sample path properties of Gaussian processes2004-05-18Paper
Some functional limit theorems for the infinite series of OU processes2004-03-17Paper
Strassen-type Laws of Iterated Logarithm for a Fractional Brownian Sheet2004-02-15Paper
Asymptotic normality of kernel estimates of a density function under association dependence2003-10-29Paper
Liminf results on the increments of an \((N,d)\)-Gaussian process2003-10-14Paper
Adaptive designs for sequential experiments2003-08-07Paper
https://portal.mardi4nfdi.de/entity/Q47822292003-04-07Paper
https://portal.mardi4nfdi.de/entity/Q47796122003-02-19Paper
A note on weak laws of large numbers for arrays of rowwise negatively quadrant dependent random variables.2003-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47827512002-12-02Paper
https://portal.mardi4nfdi.de/entity/Q31540612002-11-14Paper
https://portal.mardi4nfdi.de/entity/Q45423012002-09-04Paper
Some limit theorems for fractional Lévy Brownian fields2002-08-29Paper
https://portal.mardi4nfdi.de/entity/Q27674692002-08-25Paper
The Berry-Esseen bound for studentized U-statistics2002-08-15Paper
Path properties of the primitives of a Brownian motion2002-03-25Paper
SOME LIMIT THEOREMS ON THE INCREMENTS OF A MULTI-PARAMETER FRACTIONAL BROWNIAN MOTION2001-10-10Paper
https://portal.mardi4nfdi.de/entity/Q27310542001-07-29Paper
The Invariance Principle for Some Class of Markov Chains2000-10-19Paper
https://portal.mardi4nfdi.de/entity/Q42390552000-10-03Paper
https://portal.mardi4nfdi.de/entity/Q42364581999-10-14Paper
Convergence on randomly trimmed sums with a dependent sample1999-04-26Paper
How big are the increments of \(l^p\)-valued Gaussian processes?1998-09-20Paper
https://portal.mardi4nfdi.de/entity/Q43844151998-07-01Paper
An invariance principle for negatively associated random variables1998-01-28Paper
Convergence on randomly trimmed sums with a \(\varphi\)-mixing sample1998-01-26Paper
On large increments of \(l^ p\)-valued Gaussian processes1997-08-07Paper
https://portal.mardi4nfdi.de/entity/Q43354121997-04-29Paper
On large increments of infinite series of Ornstein-Uhlenbeck processes1997-01-05Paper
Differential structure of certainC(X) xα Z1996-08-13Paper
On moduli of continuity for local times of Gaussian processes1995-11-14Paper
On moduli of continuity for a two-parameter Ornstein-Uhlenbeck process1995-08-21Paper
Path Properties for l ∞ -Valued Gaussian Processes1994-12-19Paper
Studentized increments of partial sums1994-12-15Paper
Kernel Generated Two-Time Parameter Gaussian Processes and Some of Their Path Properties1994-10-10Paper
On the limiting behaviors of increments of sums of random variables without moment conditions1994-06-06Paper
A general form of the increments of a two-parameter Wiener process1994-01-18Paper
On the Increments of Partial Sums of a $\varphi$-Mixing Sequence1993-09-21Paper
Randomization Moduli of Continuity for ℓ2-Norm Squared Ornstein-Uhlenbeck Processes1993-08-08Paper
https://portal.mardi4nfdi.de/entity/Q40250391993-02-18Paper
https://portal.mardi4nfdi.de/entity/Q40251761993-02-18Paper
Strong limit theorems1992-09-18Paper
On infinite series of independent Ornstein-Uhlenbeck processes1992-06-27Paper
On increments of sums of random variables without moment hypotheses1992-06-25Paper
Path properties of kernel generated two-time parameter Gaussian processes1991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33496811991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33571891991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33579821991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33579861991-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33595131991-01-01Paper
The Erdős-Rényi laws of large numbers for non-identically distributed random variables1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32003281990-01-01Paper
On Moduli of Continuity for Gaussian and l2-Norm Squared Processes Generated by Ornstein-Uhlenbeck Processes1990-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32120621990-01-01Paper
Laws of large numbers for weighted sums of random variables and random elements1989-01-01Paper
The increments of partial sums of a dependent sequence when the moment generating functions do not exist1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37888111988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37964761988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38039191988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37795151987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37856921987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38024111987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47279251986-01-01Paper
Answers to some questions about increments of a Wiener process1986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37507121986-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37159991985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37366251985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37399631985-01-01Paper
On a conjecture of an invariance principle for sequences of associated random variables1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32189541984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32195691984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33178241984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33194911984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33302181984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33454981984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37114541984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37338811984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37132491983-01-01Paper
Two Torsion and the Loop Space Conjecture1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39218991981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38882331980-01-01Paper

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