Hwai-Chung Ho

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Person:749009

Available identifiers

zbMath Open ho.hwai-chungMaRDI QIDQ749009

List of research outcomes





PublicationDate of PublicationType
https://portal.mardi4nfdi.de/entity/Q49863822021-04-27Paper
Non-Parametric Inference on Risk Measures for Integrated Returns2020-12-09Paper
Value at risk for integrated returns and its applications to equity portfolios2016-10-26Paper
Sample quantile analysis for long-memory stochastic volatility models2015-10-30Paper
https://portal.mardi4nfdi.de/entity/Q53269662013-08-01Paper
Evaluating quantile reserve for equity-linked insurance in a stochastic volatility model long vs. short memory2011-02-01Paper
On Berry-Esseen bounds for non-instantaneous filters of linear processes2009-03-02Paper
Central limit theorems for instantaneous filters of linear random fields on \(\mathbb{Z}^2\)2008-07-11Paper
A note on asymptotic normality of kernel estimation for linear random fields on \(Z^{2}\)2008-06-04Paper
Two‐stage U‐statistics for Hypothesis Testing2007-12-16Paper
https://portal.mardi4nfdi.de/entity/Q34275502007-03-20Paper
Polynomial Trend Regression With Long‐memory Errors2006-05-24Paper
Asymptotic normality for non-linear functionals of non-causal linear processes with summable weights2005-06-14Paper
https://portal.mardi4nfdi.de/entity/Q44076022004-01-20Paper
https://portal.mardi4nfdi.de/entity/Q47876932003-01-26Paper
Asymptotic distribution of sum and maximum for Gaussian processes2001-05-08Paper
https://portal.mardi4nfdi.de/entity/Q42676701999-10-05Paper
https://portal.mardi4nfdi.de/entity/Q42258551999-01-17Paper
Limit theorems for functionals of moving averages1999-01-05Paper
On central and non-central limit theorems in density estimation for sequences of long-range dependence1998-11-23Paper
On the asymptotic expansion of the empirical process of long-memory moving averages1997-05-29Paper
On the asymptotic joint distribution of the sum and maximum of stationary normal random variables1997-01-27Paper
https://portal.mardi4nfdi.de/entity/Q43237591995-07-17Paper
The law of the iterated logarithm for non-instantaneous filters of strongly dependent Gaussian sequences1995-05-23Paper
On the strong uniform consistency of density estimation for strongly dependent sequences1995-02-22Paper
On limiting distributions of nonlinear functions of noisy Gaussian sequences1993-01-16Paper
A mixture-type limit theorem for nonlinear functions of Gaussian sequences1991-01-01Paper
Limiting distributions of nonlinear vector functions of stationary Gaussian processes1990-01-01Paper
A central limit theorem for non-instantaneous filters of a stationary Gaussian process1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47213041986-01-01Paper

Research outcomes over time

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