Chunhao Cai

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Fast and asymptotically-efficient estimation in an autoregressive process with fractional type noise	2024-06-17	Paper
Mixed sub-fractional Brownian motion and drift estimation of related Ornstein-Uhlenbeck process	2023-07-11	Paper
Parameter identification for mixed fractional Brownian motions with the drift parameter	2022-08-12	Paper
Adaptative design for estimation of parameter of second order differential equation in fractional diffusion system	2022-05-16	Paper
A note on inference for the mixed fractional Ornstein-Uhlenbeck process with drift	2022-04-29	Paper
Asymptotics of Karhunen-Lo{\`e}ve Eigenvalues for sub-fractional Brownian motion and its application	2021-10-07	Paper
Simulation of an integro-differential equation and application in estimation of ruin probability with mixed fractional Brownian motion	2021-07-05	Paper
The properties of generalized collision branching processes	2021-05-07	Paper
Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise	2020-08-25	Paper
Maximum likelihood estimation for mixed fractional Vasicek processes	2020-03-30	Paper
Occupation times of intervals until last passage times for spectrally negative Lévy processes	2018-10-24	Paper
Nonparametric estimation for a spectrally negative Lévy process based on high frequency data	2018-10-10	Paper
Malliavin Derivative for the Unknown Parameter in surplus process with mixed fractional Brownian motion	2018-02-03	Paper
Controlled Mean-Reverting Estimation for The AR(1) Model with Stationary Gaussian Noise	2017-10-26	Paper
Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation	2017-09-27	Paper
Mixed Gaussian processes: a filtering approach	2016-09-30	Paper
Experiment design for controlled partially observed fractional diffusion process	2016-09-28	Paper
Non-parametric threshold estimation for classical risk process perturbed by diffusion	2016-06-21	Paper
Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise	2015-03-13	Paper
Controlled drift estimation in fractional diffusion linear systems	2013-07-24	Paper
Scaling limit of heavy tailed nearly unstable cumulative INAR($\infty$) processes and rough fractional diffusions	N/A	Paper

Research outcomes over time

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