Hwai-Chung Ho

Available identifiers

zbMath Open ho.hwai-chungMaRDI QIDQ749009

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q4986382	2021-04-27	Paper
Non-Parametric Inference on Risk Measures for Integrated Returns	2020-12-09	Paper
Value at risk for integrated returns and its applications to equity portfolios	2016-10-26	Paper
Sample quantile analysis for long-memory stochastic volatility models	2015-10-30	Paper
https://portal.mardi4nfdi.de/entity/Q5326966	2013-08-01	Paper
Evaluating quantile reserve for equity-linked insurance in a stochastic volatility model long vs. short memory	2011-02-01	Paper
On Berry-Esseen bounds for non-instantaneous filters of linear processes	2009-03-02	Paper
Central limit theorems for instantaneous filters of linear random fields on \(\mathbb{Z}^2\)	2008-07-11	Paper
A note on asymptotic normality of kernel estimation for linear random fields on \(Z^{2}\)	2008-06-04	Paper
Two‐stage U‐statistics for Hypothesis Testing	2007-12-16	Paper
https://portal.mardi4nfdi.de/entity/Q3427550	2007-03-20	Paper
Polynomial Trend Regression With Long‐memory Errors	2006-05-24	Paper
Asymptotic normality for non-linear functionals of non-causal linear processes with summable weights	2005-06-14	Paper
https://portal.mardi4nfdi.de/entity/Q4407602	2004-01-20	Paper
https://portal.mardi4nfdi.de/entity/Q4787693	2003-01-26	Paper
Asymptotic distribution of sum and maximum for Gaussian processes	2001-05-08	Paper
https://portal.mardi4nfdi.de/entity/Q4267670	1999-10-05	Paper
https://portal.mardi4nfdi.de/entity/Q4225855	1999-01-17	Paper
Limit theorems for functionals of moving averages	1999-01-05	Paper
On central and non-central limit theorems in density estimation for sequences of long-range dependence	1998-11-23	Paper
On the asymptotic expansion of the empirical process of long-memory moving averages	1997-05-29	Paper
On the asymptotic joint distribution of the sum and maximum of stationary normal random variables	1997-01-27	Paper
https://portal.mardi4nfdi.de/entity/Q4323759	1995-07-17	Paper
The law of the iterated logarithm for non-instantaneous filters of strongly dependent Gaussian sequences	1995-05-23	Paper
On the strong uniform consistency of density estimation for strongly dependent sequences	1995-02-22	Paper
On limiting distributions of nonlinear functions of noisy Gaussian sequences	1993-01-16	Paper
A mixture-type limit theorem for nonlinear functions of Gaussian sequences	1991-01-01	Paper
Limiting distributions of nonlinear vector functions of stationary Gaussian processes	1990-01-01	Paper
A central limit theorem for non-instantaneous filters of a stationary Gaussian process	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4721304	1986-01-01	Paper

Research outcomes over time

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