English | 繁體

Search in the results

UM

Browse/Search Results:  1-10 of 24 Help

Selected(0)Clear Items/Page:    Sort:
Stable Central Limit Theorem in Total Variation Distance Journal article
Li, Xiang, Xu, Lihu, Yang, Haoran. Stable Central Limit Theorem in Total Variation Distance[J]. Journal of Theoretical Probability, 2025, 38(1), 16.
Authors:  Li, Xiang;  Xu, Lihu;  Yang, Haoran
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:0.8/0.7 | Submit date：2025/01/22
Stable Central Limit Theorem  Total Variation Distance  Optimal Convergence Rate  Measure Decomposition  Backward InductiOn On α  
Multivariate Stable Approximation by Stein’s Method Journal article
Chen,Peng, Nourdin,Ivan, Xu,Lihu, Yang,Xiaochuan. Multivariate Stable Approximation by Stein’s Method[J]. Journal of Theoretical Probability, 2023, 37(1), 446–488.
Authors:  Chen,Peng;  Nourdin,Ivan;  Xu,Lihu;  Yang,Xiaochuan
Favorite | TC[WOS]:2 TC[Scopus]:2  IF:0.8/0.7 | Submit date：2023/08/03
Fractional Laplacian  Generalized Central Limit Theorem  Multivariate Α-stable Approximation  Rate Of Convergence  Stein’s Method  Wasserstein(-type) distance  
Statistical Inference for spot correlation and spot market Beta under infinite variation jumps Journal article
Liu, Q., Liu, Z.. Statistical Inference for spot correlation and spot market Beta under infinite variation jumps[J]. Journal of Financial Econometrics, 2022, 20(4), 612-654.
Authors:  Liu, Q.;  Liu, Z.
Favorite | TC[WOS]:1 TC[Scopus]:1 | Submit date：2022/07/27
Semimartingale  High Frequency Data  Infinite Variation Jump  Spot Covariance  Spot Correlation  Spot Market Beta  Central Limit Theorem  
Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme Journal article
Lu, Jianya, Tan, Yuzhen, Xu, Lihu. Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme[J]. Bernoulli, 2022, 28(2), 937-964.
Authors:  Lu, Jianya;  Tan, Yuzhen;  Xu, Lihu
Favorite | TC[WOS]:6 TC[Scopus]:6  IF:1.5/1.6 | Submit date：2022/05/13
Central Limit Theorem  Euler-maruyama Scheme  Self-normalized Cramér-type Moderate Deviation  Stein’s Method  Stochastic Differential Equation  
Non-integrable Stable Approximation by Stein’s Method Journal article
Chen, Peng, Nourdin, Ivan, Xu, Lihu, Yang, Xiaochuan, Zhang, Rui. Non-integrable Stable Approximation by Stein’s Method[J]. JOURNAL OF THEORETICAL PROBABILITY, 2021, 35(2), 1137-1186.
Authors:  Chen, Peng;  Nourdin, Ivan;  Xu, Lihu;  Yang, Xiaochuan;  Zhang, Rui
Favorite | TC[WOS]:10 TC[Scopus]:10  IF:0.8/0.7 | Submit date：2022/05/13
Α-stable Approximation  Generalized Central Limit Theorem  Stein’s Method  
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  
Stein’s Method for Asymmetric α -stable Distributions, with Application to the Stable CLT Journal article
Chen,Peng, Nourdin,Ivan, Xu,Lihu. Stein’s Method for Asymmetric α -stable Distributions, with Application to the Stable CLT[J]. Journal of Theoretical Probability, 2020, 34(3), 1382-1407.
Authors:  Chen,Peng;  Nourdin,Ivan;  Xu,Lihu
Favorite | TC[WOS]:9 TC[Scopus]:10  IF:0.8/0.7 | Submit date：2021/03/11
Asymmetric Α-stable Distribution  Fractional Laplacian  Leave-one-out Approach  Normal Attraction  Stable Central Limit Theorem  Stein’s Method  
Approximation to stable law by the Lindeberg principle Journal article
Chen,Peng, Xu,Lihu. Approximation to stable law by the Lindeberg principle[J]. Journal of Mathematical Analysis and Applications, 2019, 480(2), 123338.
Authors:  Chen,Peng;  Xu,Lihu
Favorite | TC[WOS]:13 TC[Scopus]:12  IF:1.2/1.3 | Submit date：2021/03/11
a Kolmogorov Forward Equation  Asymmetric Α-stable Distribution  Stable Central Limit Theorem  The Lindeberg Principle  
Estimating spot volatility in the presence of infinite variation jumps Journal article
Liu, Qiang, Liu, Yiqi, Liu, Zhi. Estimating spot volatility in the presence of infinite variation jumps[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2018, 128(6), 1958-1987.
Authors:  Liu, Qiang;  Liu, Yiqi;  Liu, Zhi
Favorite | TC[WOS]:11 TC[Scopus]:11  IF:1.1/1.4 | Submit date：2018/10/30
Semi-martingale  High Frequency Data  Spot Volatility  Kernel Estimate  Central Limit Theorem  
Estimating the integrated volatility using high-frequency data with zero durations Journal article
Liu, Zhi, Kong, Xin-Bing, Jing, Bing-Yi. Estimating the integrated volatility using high-frequency data with zero durations[J]. JOURNAL OF ECONOMETRICS, 2018, 204(1), 18-32.
Authors:  Liu, Zhi;  Kong, Xin-Bing;  Jing, Bing-Yi
Favorite | TC[WOS]:8 TC[Scopus]:9  IF:9.9/6.7 | Submit date：2018/10/30
Ito Semimartingale  High Frequency Data  Multiple Transactions  Realized Power Variations  Microstructure Noise  Central Limit Theorem