Yuquan Cang

Available identifiers

Publication	Date of Publication	Type
Testing for jumps based on high-frequency data: a method exploiting microstructure noise	2021-09-03	Paper
A note on the uniform asymptotic behavior of the finite-time ruin probability in a nonstandard renewal risk model	2020-07-14	Paper
Moderate deviations for a class of semilinear SPDE with fractional noises	2019-08-26	Paper
Smooth density for a class of fractional SPDE with fractional noise	2019-06-21	Paper
Nonparametric regression with subfractional Brownian motion via Malliavin calculus	2019-02-14	Paper
Variations and estimators for self-similarity parameter of sub-fractional Brownian motion via Malliavin calculus	2017-07-27	Paper
On extremal behavior of aggregation of largest claims	2017-04-27	Paper
Large deviations for random sums of differences between two sequences of random variables with applications to risk theory	2013-12-11	Paper
On the self-intersection local time of subfractional Brownian motion	2013-02-04	Paper
On a jump-type stochastic fractional partial differential equation with fractional noises	2012-09-06	Paper
Uniform estimates for the finite-time ruin probability in the dependent renewal risk model	2011-07-18	Paper

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