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Stochastic heat equation with Ornstein–Uhlenbeck operator Journal article
Li,Xiang. Stochastic heat equation with Ornstein–Uhlenbeck operator[J]. Statistics and Probability Letters, 2023, 201, 109887.
Authors:  Li,Xiang
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:0.9/0.8 | Submit date:2023/08/03
Feynman–kac Representations  Intermittency  Ornstein–uhlenbeck Operator  Stochastic Partial Differential Equation  
Gaussian approximations for high-dimensional non-degenerate U-statistics via exchangeable pairs Journal article
Cheng, Guanghui, Liu, Zhi, Peng, Liuhua. Gaussian approximations for high-dimensional non-degenerate U-statistics via exchangeable pairs[J]. Statistics and Probability Letters, 2022, 182, 109295.
Authors:  Cheng, Guanghui;  Liu, Zhi;  Peng, Liuhua
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:0.9/0.8 | Submit date:2022/03/28
Exchangeable Pairs  Gaussian Approximation  High-dimensional  Non-asymptotic Bound  Stein's Method  U-statistics  
Gaussian approximations for high-dimensional non-degenerate U-statistics via exchangeable pairs Journal article
Cheng, G.H., Liu, Z., Peng, L.H.. Gaussian approximations for high-dimensional non-degenerate U-statistics via exchangeable pairs[J]. Statistics & Probability Letters, 2021, 109295-109295.
Authors:  Cheng, G.H.;  Liu, Z.;  Peng, L.H.
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:0.9/0.8 | Submit date:2022/07/27
Exchangeable Pairs  Gaussian Approximation  High-dimensional  Non-asymptotic Bound  Stein Method  U-statistics  
Edgeworth corrections for spot volatility estimator Journal article
He,Lidan, Liu,Qiang, Liu,Zhi. Edgeworth corrections for spot volatility estimator[J]. Statistics and Probability Letters, 2020, 164.
Authors:  He,Lidan;  Liu,Qiang;  Liu,Zhi
Favorite | TC[WOS]:2 TC[Scopus]:2  IF:0.9/0.8 | Submit date:2021/03/11
Central Limit Theorem  Confidence Interval  Edgeworth Expansion  High Frequency Data  Spot Volatility  
Singular integrals of stable subordinator Journal article
Xu, Lihu. Singular integrals of stable subordinator[J]. STATISTICS & PROBABILITY LETTERS, 2018, 139, 115-118.
Authors:  Xu, Lihu
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:0.9/0.8 | Submit date:2018/10/30
Alpha-stable Subordinator  Singular Integral Of Alpha-stable Subordinator  
Pathwise uniqueness for stochastic differential equations driven by pure jump processes Journal article
Zheng, Jiayu, Xiong, Jie. Pathwise uniqueness for stochastic differential equations driven by pure jump processes[J]. STATISTICS & PROBABILITY LETTERS, 2017, 130, 100-104.
Authors:  Zheng, Jiayu;  Xiong, Jie
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:0.9/0.8 | Submit date:2018/10/30
Pure Jump Process  Weak Uniqueness  Tanaka's Formula  Pathwise Uniqueness  Local Time  
Strong existence and uniqueness to a class of nonlinear SPDEs driven by Gaussian colored noises Journal article
Xiong, Jie, Yang, Xu. Strong existence and uniqueness to a class of nonlinear SPDEs driven by Gaussian colored noises[J]. STATISTICS & PROBABILITY LETTERS, 2017, 129, 113-119.
Authors:  Xiong, Jie;  Yang, Xu
Favorite | TC[WOS]:2 TC[Scopus]:2  IF:0.9/0.8 | Submit date:2018/10/30
Stochastic Partial Differential Equation  Existence  Uniqueness  Colored Noise  
Mean square exponential stability of stochastic Hopfield neural networks with mixed delays Journal article
Xiaofei Li, Deng Ding. Mean square exponential stability of stochastic Hopfield neural networks with mixed delays[J]. Statistics and Probability Letters, 2017, 126, 88-96.
Authors:  Xiaofei Li;  Deng Ding
Favorite | TC[WOS]:19 TC[Scopus]:19  IF:0.9/0.8 | Submit date:2018/10/30
Mean Square Exponential Stability  Stochastic Hopfield Neural Network  Itô’s Formula  Delay  
Model free feature screening with dependent variable in ultrahigh dimensional binary classification Journal article
Lai, Peng, Song, Fengli, Chen, Kaiwen, Liu, Zhi. Model free feature screening with dependent variable in ultrahigh dimensional binary classification[J]. STATISTICS & PROBABILITY LETTERS, 2017, 125, 141-148.
Authors:  Lai, Peng;  Song, Fengli;  Chen, Kaiwen;  Liu, Zhi
Favorite | TC[WOS]:7 TC[Scopus]:7  IF:0.9/0.8 | Submit date:2018/10/30
Discriminant Analysis  Ultrahigh Dimensional Data  Feature Screening  Sure Screening Property  Ranking Consistency Property  
Consistency and asymptotics of a Poisson intensity least-squares estimator for partially observed jump-diffusion processes Journal article
Djouadi, Seddik M., Maroulas, Vasileios, Pan, Xiaoyang, Xiong, Jie. Consistency and asymptotics of a Poisson intensity least-squares estimator for partially observed jump-diffusion processes[J]. STATISTICS & PROBABILITY LETTERS, 2017, 123, 8-16.
Authors:  Djouadi, Seddik M.;  Maroulas, Vasileios;  Pan, Xiaoyang;  Xiong, Jie
Favorite | TC[WOS]:2 TC[Scopus]:3  IF:0.9/0.8 | Submit date:2018/10/30
Consistency  Asymptotic Normality  Jump Diffusions  Least-squares Estimator  Poisson Processes  Partially Observed System