Shan-chao Yang

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Person:711010

Available identifiers

zbMath Open yang.shanchaoMaRDI QIDQ711010

List of research outcomes

PublicationDate of PublicationType
Moment inequalities for mixing long-span high-frequency data and strongly consistent estimation of OU integrated diffusion process2024-05-07Paper
Asymptotic normality of Nadaraya–Waton kernel regression estimation for mixing high-frequency data2024-03-11Paper
https://portal.mardi4nfdi.de/entity/Q61418172024-01-23Paper
On the complete consistency of the kernel estimator of spot volatility2023-10-24Paper
Maximal moment inequalities for partial sums of ρ-mixing random variables with application to conditional value-at-risk estimator2023-07-03Paper
https://portal.mardi4nfdi.de/entity/Q58734672023-02-09Paper
On the Bahadur representation of sample quantiles for ψ-mixing sequences and its application2022-05-23Paper
Maximal moment inequality for partial sums of ρ-mixing sequences and its applications2021-07-13Paper
https://portal.mardi4nfdi.de/entity/Q49982432021-07-01Paper
First and second order asymptotics of the spectral risk measure for portfolio loss under multivariate regular variation2021-01-22Paper
https://portal.mardi4nfdi.de/entity/Q51294412020-10-27Paper
https://portal.mardi4nfdi.de/entity/Q33079042020-08-12Paper
https://portal.mardi4nfdi.de/entity/Q52376562019-10-18Paper
https://portal.mardi4nfdi.de/entity/Q46882182018-10-22Paper
https://portal.mardi4nfdi.de/entity/Q46905592018-10-22Paper
Strong consistency of non parametric kernel regression estimator for strong mixing samples2017-12-06Paper
Uniformly strong consistency of frequency polygons for negatively associated samples2017-06-13Paper
On the exponential inequality for weighted sums of a class of linearly negative quadrant dependent random variables2016-01-13Paper
https://portal.mardi4nfdi.de/entity/Q31961202015-10-28Paper
On the uniform consistency of frequency polygons for \(\psi\)-mixing samples2015-07-21Paper
Strong Consistency of Conditional Value-at-risk Estimate for ϕ-mixing Samples2015-03-13Paper
https://portal.mardi4nfdi.de/entity/Q29267172014-11-03Paper
Rate of Convergence of Strong Law of Large Numbers for Positively Associated Sequences2014-10-14Paper
A remark on the exponential inequality for negatively associated random variables2014-08-01Paper
https://portal.mardi4nfdi.de/entity/Q49804722014-06-30Paper
On the precise rates in the law of the logarithm for positively associated sequence2013-11-14Paper
https://portal.mardi4nfdi.de/entity/Q49269882013-06-20Paper
https://portal.mardi4nfdi.de/entity/Q49100772013-03-25Paper
https://portal.mardi4nfdi.de/entity/Q29162202012-10-05Paper
Exponential inequality for a class of NOD random variables and its application2012-06-01Paper
A Note on the Convergence Rate of Strong Law of Large Numbers for Positively Associated Sequences2012-05-18Paper
A note on the Bahadur representation of sample quantiles for \(\alpha \)-mixing random variables2012-03-23Paper
https://portal.mardi4nfdi.de/entity/Q31699432011-09-29Paper
A remark on the Bahadur representation of sample quantiles for negatively associated sequences2011-08-17Paper
Precise Rates in the Law of the Iterated Logarithm for Associated Random Variables2011-03-23Paper
Some inequalities for strong mixing random variables with applications to density estimation2011-02-11Paper
https://portal.mardi4nfdi.de/entity/Q30730822011-02-05Paper
The Recursive Kernel Distribution Function Estimator Based on Negatively and Positively Associated Sequences2010-12-20Paper
On the strong convergence rate for positively associated random variables2010-10-25Paper
https://portal.mardi4nfdi.de/entity/Q35710632010-07-08Paper
Some exponential inequalities for positively associated random variables and rates of convergence of the strong law of large numbers2010-04-23Paper
Bahadur representation of linear kernel quantile estimator of VaR under \(\alpha \)-mixing assumptions2010-04-14Paper
An Exponential Inequality for Strictly Stationary and Negatively Associated Random Variables2010-03-18Paper
https://portal.mardi4nfdi.de/entity/Q53226372009-07-22Paper
A maximal moment inequality for \(\alpha \)-mixing sequences and its applications2009-07-01Paper
https://portal.mardi4nfdi.de/entity/Q36222852009-04-28Paper
https://portal.mardi4nfdi.de/entity/Q36222962009-04-28Paper
https://portal.mardi4nfdi.de/entity/Q35978322009-02-09Paper
https://portal.mardi4nfdi.de/entity/Q35996582009-02-09Paper
https://portal.mardi4nfdi.de/entity/Q35997302009-02-09Paper
Consistency and uniformly asymptotic normality of wavelet estimator in regression model with associated samples2008-11-25Paper
Notes on the exponential inequalities for strictly stationary and positively associated random variables2008-10-29Paper
Exponential inequalities for positively associated random variables and applications2008-08-19Paper
A general method to the strong law of large numbers and its applications2008-04-28Paper
https://portal.mardi4nfdi.de/entity/Q54559902008-04-04Paper
Exponential inequalities for associated random variables and strong laws of large numbers2007-09-10Paper
Maximal moment inequality for partial sums of strong mixing sequences and application2007-08-31Paper
https://portal.mardi4nfdi.de/entity/Q52956872007-07-30Paper
Moment inequalities for sums of products of independent random variables2007-02-14Paper
https://portal.mardi4nfdi.de/entity/Q34210832007-02-12Paper
https://portal.mardi4nfdi.de/entity/Q34172772007-01-29Paper
https://portal.mardi4nfdi.de/entity/Q54906772006-10-04Paper
https://portal.mardi4nfdi.de/entity/Q54908152006-10-04Paper
https://portal.mardi4nfdi.de/entity/Q54877112006-09-11Paper
https://portal.mardi4nfdi.de/entity/Q46797072005-06-21Paper
https://portal.mardi4nfdi.de/entity/Q46698732005-04-15Paper
https://portal.mardi4nfdi.de/entity/Q46699082005-04-15Paper
https://portal.mardi4nfdi.de/entity/Q46668882005-04-06Paper
https://portal.mardi4nfdi.de/entity/Q48304512004-12-10Paper
https://portal.mardi4nfdi.de/entity/Q48284862004-11-19Paper
Uniformly asymptotic normality of the regression weighted estimator for negatively associated samples.2004-02-14Paper
https://portal.mardi4nfdi.de/entity/Q48037802004-01-13Paper
https://portal.mardi4nfdi.de/entity/Q47897292003-02-05Paper
https://portal.mardi4nfdi.de/entity/Q31541432002-11-14Paper
https://portal.mardi4nfdi.de/entity/Q47784412002-11-14Paper
Moment inequalities for the partial sums of random variables2002-08-15Paper
https://portal.mardi4nfdi.de/entity/Q45201852001-07-08Paper
https://portal.mardi4nfdi.de/entity/Q27050932001-06-28Paper
https://portal.mardi4nfdi.de/entity/Q45284102001-01-31Paper
https://portal.mardi4nfdi.de/entity/Q45165042000-11-28Paper
https://portal.mardi4nfdi.de/entity/Q45013112000-09-04Paper
https://portal.mardi4nfdi.de/entity/Q43676592000-01-31Paper
https://portal.mardi4nfdi.de/entity/Q42650231999-10-07Paper
https://portal.mardi4nfdi.de/entity/Q31249981997-09-24Paper
https://portal.mardi4nfdi.de/entity/Q52847451997-09-01Paper
https://portal.mardi4nfdi.de/entity/Q48675801997-07-08Paper
https://portal.mardi4nfdi.de/entity/Q48676311996-03-04Paper

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