Yanghui Liu

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Statistical inference for rough volatility: minimax theory	2024-10-18	Paper
Power variations and limit theorems for stochastic processes controlled by fractional Brownian motions	2024-10-07	Paper
Euler scheme for SDEs driven by fractional Brownian motions: Malliavin differentiability and uniform upper-bound estimates	2024-09-02	Paper
Convergence of trapezoid rule to rough integrals	2024-01-16	Paper
Power variations and limit theorems for stochastic processes controlled by fractional Brownian motions	2023-09-07	Paper
Backward Euler method for stochastic differential equations with non-Lipschitz coefficients driven by fractional\ Brownian motion	2023-07-21	Paper
Euler scheme for SDEs driven by fractional Brownian motions: integrability and convergence in law	2023-07-13	Paper
Euler scheme for SDEs driven by fractional Brownian motions: Malliavin differentiability and uniform upper-bound estimates	2023-05-17	Paper
Personalized treatment selection via the covariate-specific treatment effect curve for longitudinal data	2023-03-07	Paper
Robust estimation for a general functional single index model via quantile regression	2023-01-17	Paper
Predictive functional linear models with diverging number of semiparametric single-index interactions	2022-09-14	Paper
On the necessary and sufficient conditions to solve a heat equation with general additive Gaussian noise	2022-07-01	Paper
Crank-Nicolson scheme for stochastic differential equations driven by fractional Brownian motions	2021-11-04	Paper
On the anticipative nonlinear filtering problem and its stability	2021-08-11	Paper
https://portal.mardi4nfdi.de/entity/Q4998266	2021-07-01	Paper
Discrete rough paths and limit theorems	2021-02-15	Paper
LAN property for stochastic differential equations with additive fractional noise and continuous time observation	2019-09-19	Paper
First-order Euler scheme for SDEs driven by fractional Brownian motions: the rough case	2019-04-24	Paper
Estimation and testing for partially functional linear errors-in-variables models	2019-03-21	Paper
A class of functional partially linear single-index models	2017-09-18	Paper
Local estimation for longitudinal semiparametric varying-coefficient partially linear model	2017-05-15	Paper
Taylor schemes for rough differential equations and fractional diffusions	2016-12-07	Paper
A new local estimation method for single index models for longitudinal data	2016-11-04	Paper
Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions	2016-06-09	Paper
Modified Euler approximation scheme for stochastic differential equations driven by fractional Brownian motions	2013-06-06	Paper
Limit theorems for compensated weighted sums and application to numerical approximations	N/A	Paper

Research outcomes over time

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