Lorick Huang

Available identifiers

Publication	Date of Publication	Type
Nonlinear Poisson autoregression and nonlinear Hawkes processes	2023-06-19	Paper
The Malliavin-Stein method for Hawkes functionals	2023-01-09	Paper
Convergence of the Discrete-Time Compound Hawkes Processwith Exponential or Erlang Kernel	2021-06-25	Paper
\(L^p\) estimates for degenerate non-local Kolmogorov operators	2018-12-19	Paper
A Local Limit Theorem for Robbins-Monro Procedure	2018-10-23	Paper
A parametrix approach for some degenerate stable driven SDEs	2017-01-11	Paper
Density stability for some L\'evy-driven Stochastic Differential Equations	2016-03-16	Paper
A multi-step Richardson-Romberg extrapolation method for stochastic approximation	2015-08-24	Paper
Density estimates for sdes driven by tempered stable processes	2015-04-16	Paper
Rate of Convergence in the Functional Central Limit Theorem for Stable Processes	N/A	Paper
CV@R penalized portfolio optimization with biased stochastic mirror descent	N/A	Paper

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