The following pages link to Zheng Yan Lin (Q244346):
Displaying 50 items.
- (Q325884) (redirect page) (← links)
- On convergence to stochastic integrals (Q325886) (← links)
- The fractal dimensions of the level sets of the generalized iterated Brownian motion (Q385205) (← links)
- Regularization and variable selection for infinite variance autoregressive models (Q447619) (← links)
- The local time of the Markov processes of Ornstein-Uhlenbeck type (Q449373) (← links)
- Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746) (← links)
- Consistency of kernel density estimators for causal processes (Q476939) (← links)
- (Q511159) (redirect page) (← links)
- Variable selection for generalized varying coefficient partially linear models with diverging number of parameters (Q511161) (← links)
- Asymptotic expansion for nonparametric M-estimator in a nonlinear regression model with long-memory errors (Q546079) (← links)
- The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations (Q547338) (← links)
- (Q558326) (redirect page) (← links)
- The modulus of non-differentiability of a Brownian motion in \(l_p\) (Q558328) (← links)
- The Hájek-Rényi inequality for the AANA random variables and its applications (Q558404) (← links)
- (Q591630) (redirect page) (← links)
- The Hausdorff dimension of the range for the Markov processes of Ornstein-Uhlenbeck type (Q603819) (← links)
- The ruin probability of the renewal model with constant interest force and upper-tailed independent heavy-tailed claims (Q606341) (← links)
- Statistical inference in partially time-varying coefficient models (Q607224) (← links)
- The functional central limit theorem for linear processes with strong near-epoch dependent innovations (Q624594) (← links)
- Empirical likelihood inference for diffusion processes with jumps (Q625786) (← links)
- The packing indices for some Lévy processes (Q643242) (← links)
- Empirical likelihood inference for probability density functions under association (Q665064) (← links)
- Convergence on randomly trimmed sums with a \(\varphi\)-mixing sample (Q674655) (← links)
- Varying coefficient partially nonlinear models with nonstationary regressors (Q680393) (← links)
- Asymptotic behavior for S-estimators in random design linear model with long-range-dependent errors (Q745533) (← links)
- The Erdős-Rényi laws of large numbers for non-identically distributed random variables (Q751709) (← links)
- Strong near-epoch dependence (Q813799) (← links)
- On maxima of periodograms of stationary processes (Q834359) (← links)
- The variance of partial sums of strong near-epoch dependent variables (Q850193) (← links)
- Some path properties of generalized Lévy sheet (Q870728) (← links)
- Chung LIL for integrated \(\alpha\) stable process (Q871014) (← links)
- Functional limit theorems for \(d\)-dimensional FBM in Hölder norm (Q882746) (← links)
- Shrinkage-based regularization tests for high-dimensional data with application to gene set analysis (Q901617) (← links)
- Precise rates in the law of the iterated logarithm under dependence assumptions (Q928235) (← links)
- Strong approximation for moving average processes under dependence assumptions (Q933093) (← links)
- Hausdorff dimension of set generated by exceptional oscillations of a class of \(N\)-parameter Gaussian processes (Q940218) (← links)
- Maximal speed of particles in super-lévy process (Q940602) (← links)
- Moduli of continuity of a class of \(N\)-parameter Gaussian processes and their fast points (Q943529) (← links)
- Asymptotic properties for Cauchy's principal values of Brownian and random walk local time (Q945466) (← links)
- Almost sure functional central limit theorems for weakly dependent sequences (Q947159) (← links)
- On asymptotic properties of the parameter estimator for a type of SPDE (Q951068) (← links)
- Some results on fractional Brownian sheets and their local times (Q951758) (← links)
- A hypothesis test for independence of sets of variates in high dimensions (Q956370) (← links)
- Change point estimators by local polynomial fits under a dependence assumption (Q957317) (← links)
- Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently varying tails (Q958943) (← links)
- Asymptotics for self-normalized random products of sums of i.i.d. random variables (Q996910) (← links)
- Asymptotic normality for \(L_{1}\)-norm kernel estimator of conditional median under association dependence (Q997008) (← links)
- Strong approximation for a class of stationary processes (Q1001848) (← links)
- Existence and joint continuity of local time of multi-parameter fractional Lévy processes (Q1016214) (← links)
- On the weak laws of large numbers for arrays of random variables (Q1038435) (← links)
