| Publication | Date of Publication | Type |
|---|
Statistical inference for rough volatility: minimax theory
The Annals of Statistics | 2024-10-18 | Paper |
Power variations and limit theorems for stochastic processes controlled by fractional Brownian motions
Electronic Journal of Probability | 2024-10-07 | Paper |
Euler scheme for SDEs driven by fractional Brownian motions: Malliavin differentiability and uniform upper-bound estimates
Stochastic Processes and their Applications | 2024-09-02 | Paper |
Convergence of trapezoid rule to rough integrals
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2024-01-16 | Paper |
| Power variations and limit theorems for stochastic processes controlled by fractional Brownian motions | 2023-09-07 | Paper |
Backward Euler method for stochastic differential equations with non-Lipschitz coefficients driven by fractional\ Brownian motion
BIT | 2023-07-21 | Paper |
| Euler scheme for SDEs driven by fractional Brownian motions: integrability and convergence in law | 2023-07-13 | Paper |
| Euler scheme for SDEs driven by fractional Brownian motions: Malliavin differentiability and uniform upper-bound estimates | 2023-05-17 | Paper |
Personalized treatment selection via the covariate-specific treatment effect curve for longitudinal data
Statistical Theory and Related Fields | 2023-03-07 | Paper |
Robust estimation for a general functional single index model via quantile regression
Journal of the Korean Statistical Society | 2023-01-17 | Paper |
Predictive functional linear models with diverging number of semiparametric single-index interactions
Journal of Econometrics | 2022-09-14 | Paper |
On the necessary and sufficient conditions to solve a heat equation with general additive Gaussian noise
Acta Mathematica Scientia. Series B. (English Edition) | 2022-07-01 | Paper |
Crank-Nicolson scheme for stochastic differential equations driven by fractional Brownian motions
The Annals of Applied Probability | 2021-11-04 | Paper |
On the anticipative nonlinear filtering problem and its stability
Applied Mathematics and Optimization | 2021-08-11 | Paper |
| Overview of feature screening methods for ultra-high dimensional data | 2021-07-01 | Paper |
Discrete rough paths and limit theorems
Annales de l'Institut Henri Poincaré. Probabilités et Statistiques | 2021-02-15 | Paper |
LAN property for stochastic differential equations with additive fractional noise and continuous time observation
Stochastic Processes and their Applications | 2019-09-19 | Paper |
First-order Euler scheme for SDEs driven by fractional Brownian motions: the rough case
The Annals of Applied Probability | 2019-04-24 | Paper |
Estimation and testing for partially functional linear errors-in-variables models
Journal of Multivariate Analysis | 2019-03-21 | Paper |
A class of functional partially linear single-index models
Journal of Multivariate Analysis | 2017-09-18 | Paper |
Local estimation for longitudinal semiparametric varying-coefficient partially linear model
Journal of the Korean Statistical Society | 2017-05-15 | Paper |
Taylor schemes for rough differential equations and fractional diffusions
Discrete and Continuous Dynamical Systems. Series B | 2016-12-07 | Paper |
A new local estimation method for single index models for~longitudinal data
Journal of Nonparametric Statistics | 2016-11-04 | Paper |
Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions
The Annals of Applied Probability | 2016-06-09 | Paper |
| Modified Euler approximation scheme for stochastic differential equations driven by fractional Brownian motions | 2013-06-06 | Paper |
Limit theorems for compensated weighted sums and application to numerical approximations
arXiv preprint | N/A | Paper |
