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Functional Large Deviations for Kac–Stroock Approximation to a Class of Gaussian Processes with Application to Small Noise Diffusions Journal article
Hui, Jiang, Lihu, Xu, Qingshan, Yang. Functional Large Deviations for Kac–Stroock Approximation to a Class of Gaussian Processes with Application to Small Noise Diffusions[J]. Journal of Theoretical Probability, 2024, 37, 3015-3054.
Authors:  Hui, Jiang;  Lihu, Xu;  Qingshan, Yang
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:0.8/0.7 | Submit date：2024/08/05
Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes Journal article
Jiang, Hui, Pan, Yajuan, Xiao, Weilin, Yang, Qingshan, Yu, Jun. Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes[J]. Electronic Journal of Statistics, 2024, 18(2), 3931-3974.
Authors:  Jiang, Hui;  Pan, Yajuan;  Xiao, Weilin;  Yang, Qingshan;  Yu, Jun
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:1.0/1.2 | Submit date：2024/12/05
Explosive Process  Hurst Parameter  Anti-persistency  Double Asymptotics  In-fill Asymptotics  Long Memory