Fu-ming Lin

Available identifiers

zbMath Open lin.fumingMaRDI QIDQ1989868

List of research outcomes

Publication	Date of Publication	Type
Estimation of value-at-risk by \(L^p\) quantile regression	2025-01-16	Paper
Estimation of tail risk using extreme expectiles in linear GARCH models with heavy-tailed error	2024-12-20	Paper
The \(k\)th power expectile estimation and testing	2024-11-20	Paper
A new method of testing for a unit root in the INAR(1) model based on variances	2022-10-18	Paper
https://portal.mardi4nfdi.de/entity/Q3385072	2021-12-17	Paper
The \(k\)th power expectile regression	2021-08-18	Paper
Limit theorems for supremum of Gaussian processes over a random interval	2018-10-29	Paper
CONVERGENCE RATE OF EXTREMES FOR THE GENERALIZED SHORT-TAILED SYMMETRIC DISTRIBUTION	2016-10-26	Paper
Convergence of exceedance point processes of normal sequences with a seasonal component and its applications	2016-06-01	Paper
Limit properties of exceedance point processes of strongly dependent normal sequences	2015-03-16	Paper
Some distributional limit theorems for the maxima of Gaussian vector sequences	2013-07-25	Paper
A General Version of the Short-Tailed Symmetric Distribution	2012-10-23	Paper
Almost sure limit theorems for the maxima of some strongly dependent Gaussian sequences	2011-12-18	Paper
On the Rate of Convergence of STSD Extremes	2011-07-13	Paper
Convergence Rate of Extremes for the General Error Distribution	2010-10-12	Paper
Tail Behavior and Extremes of Short-Tailed Symmetric Distribution	2010-09-21	Paper
An almost sure limit theorem for the maxima of strongly dependent Gaussian sequences	2009-11-20	Paper
The asymptotic behavior of quadratic forms in \(\varphi\)-mixing random variables	2009-10-09	Paper
SECOND ORDER REGULAR VARIATION AND ITS APPLICATIONS TO RATES OF CONVERGENCE IN EXTREME-VALUE DISTRIBUTION	2008-07-21	Paper

Research outcomes over time

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