| Publication | Date of Publication | Type |
|---|
Asymptotic normality of bias reduction estimation for jump intensity function in financial markets
Journal of Time Series Analysis | 2024-11-20 | Paper |
Asymptotics of M-estimators for moderate deviations from a unit root model with possibly infinite variance
Communications in Statistics. Theory and Methods | 2024-06-03 | Paper |
Self-weighted quantile regression estimation for diffusion parameter in jump-diffusion models
Statistics & Probability Letters | 2024-02-13 | Paper |
Bias reduction estimation for drift coefficient in diffusion models with jumps
Statistics | 2023-07-10 | Paper |
Variance reduction estimation for return models with jumps using gamma asymmetric kernels
Studies in Nonlinear Dynamics & Econometrics | 2023-04-17 | Paper |
Convoluted smoothed kernel estimation for drift coefficients in jump-diffusion models
Communications in Statistics: Theory and Methods | 2022-10-04 | Paper |
Threshold reweighted Nadaraya-Watson estimation of jump-diffusion models
Probability, Uncertainty and Quantitative Risk | 2022-06-03 | Paper |
Variance reduction approach for the volatility over a finite-time horizon
Communications in Statistics: Theory and Methods | 2022-05-30 | Paper |
Self-weighted quantile estimation of autoregressive conditional duration model
Journal of the Korean Statistical Society | 2022-04-14 | Paper |
Double smoothed volatility estimation of potentially non-stationary jump-diffusion model of Shibor
Journal of Time Series Analysis | 2022-02-18 | Paper |
Efficient estimation for the volatility of stochastic interest rate models
Statistical Papers | 2022-01-07 | Paper |
On stock volatility forecasting based on text mining and deep learning under high-frequency data
Journal of Forecasting | 2021-11-25 | Paper |
Asymptotic normality of convoluted smoothed kernel estimation for scalar diffusion model
Methodology and Computing in Applied Probability | 2020-05-04 | Paper |
Bias free threshold estimation for jump intensity function
Applied Mathematics. Series B (English Edition) | 2019-09-05 | Paper |
Data driven confidence intervals for diffusion process using double smoothing empirical likelihood
Journal of Computational and Applied Mathematics | 2019-01-04 | Paper |
Central limit theorems of local polynomial threshold estimator for diffusion processes with jumps
Scandinavian Journal of Statistics | 2018-10-08 | Paper |
| On Double Smoothed Volatility Estimation of Potentially Nonstationary Jump-Diffusion Model | 2018-02-13 | Paper |
On transforms of timelike isothermic surfaces in pseudo-Riemannian space forms
Results in Mathematics | 2017-10-19 | Paper |
| Local Nonparametric Estimation for Second-Order Jump-Diffusion Model Using Gamma Asymmetric Kernels | 2017-07-06 | Paper |
| Discretization Error of Stochastic Iterated Integrals | 2017-04-17 | Paper |
| One-step Local M-estimator for Integrated Jump-Diffusion Models | 2017-04-04 | Paper |
Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions
Science China. Mathematics | 2014-12-02 | Paper |
Laguerre isoparametric hypersurfaces in \(\mathbb R^n\) with two distinct non-zero principal curvatures
Acta Mathematica Sinica, English Series | 2014-03-18 | Paper |
The second variational formula for Laguerre minimal hypersurfaces in R^n
Results in Mathematics | 2013-07-11 | Paper |
Laguerre isothermic surfaces in \(\mathbb R^3\) and their Darboux transformation
Science China. Mathematics | 2013-02-19 | Paper |
Re-weighted Nadaraya-Watson estimation of second-order jump-diffusion model
Journal of Statistical Planning and Inference | 2013-01-25 | Paper |
Empirical likelihood inference for the second-order jump-diffusion model
Statistics & Probability Letters | 2013-01-25 | Paper |
| Nonparametric Estimation of Second-Order Jump-Diffusion Model | 2011-06-27 | Paper |
Laguerre minimal surfaces in \(\mathbb R^{3}\)
Acta Mathematica Sinica, English Series | 2009-01-05 | Paper |
