Nenghui Kuang

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Person:890273

Available identifiers

zbMath Open kuang.nenghuiMaRDI QIDQ890273

List of research outcomes





PublicationDate of PublicationType
Least squares type estimators for the drift parameters in the sub-bifractional Vasicek processes2023-07-10Paper
Berry-Esséen bounds and almost sure CLT for the quadratic variation of the sub-bifractional Brownian motion2022-09-14Paper
Sequential maximum likelihood estimation for the squared radial Ornstein-Uhlenbeck process2022-01-07Paper
https://portal.mardi4nfdi.de/entity/Q33062372020-08-12Paper
Berry-Ess\'een bound for the Parameter Estimation of Fractional Ornstein-Uhlenbeck Processes with the Hurst Parameter $H\in (0,1/2)$2018-10-04Paper
Least squares estimator for \(\alpha\)-sub-fractional bridges2018-10-01Paper
Sequential maximum likelihood estimation for the parameter of the linear drift term of the Rayleigh diffusion process2018-09-24Paper
Asymptotic behavior of weighted cubic variation of sub-fractional brownian motion2017-03-03Paper
https://portal.mardi4nfdi.de/entity/Q31799142017-01-06Paper
Parameter estimations for the sub-fractional Brownian motion with drift at discrete observation2015-11-10Paper
Sequential maximum likelihood estimation for the hyperbolic diffusion process2015-07-31Paper
Maximum likelihood estimator for the sub-fractional Brownian motion approximated by a random walk2015-02-06Paper
Hypothesis Testing in a Rayleigh Diffusion Model2014-06-11Paper
Moderate Deviation for Parameter Estimation in the Rayleigh Diffusion Process2014-05-30Paper
Large and moderate deviations in testing Rayleigh diffusion model2013-08-02Paper
https://portal.mardi4nfdi.de/entity/Q49260632013-06-20Paper
Asymptotic distributions of order statistics from doubly truncated Cauchy distribution2012-06-01Paper
https://portal.mardi4nfdi.de/entity/Q31096162012-01-27Paper
https://portal.mardi4nfdi.de/entity/Q30679572011-01-13Paper
https://portal.mardi4nfdi.de/entity/Q30526512010-11-05Paper
https://portal.mardi4nfdi.de/entity/Q48252642004-10-28Paper

Research outcomes over time

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