Zobrazeno 1 - 10
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pro vyhledávání: '"Lin Zhengyan"'
We consider the stochastic integrals of multivariate point processes and study their concentration phenomena. In particular, we obtain a Bernstein type of concentration inequality through Dol\'eans-Dade exponential formula and a uniform exponential i
Externí odkaz:
http://arxiv.org/abs/1703.07966
Akademický článek
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Autor:
Zhao, Yuexu, Lin, Zhengyan
In this paper, we construct a moment inequality for mixing dependent random variables, it is of independent interest. As applications, the consistency of the kernel density estimation is investigated. Several limit theorems are established: First, th
Externí odkaz:
http://arxiv.org/abs/1305.5882
Publikováno v:
In Journal of King Saud University - Science October 2019 31(4):1373-1378
Publikováno v:
In Stochastic Processes and their Applications May 2019 129(5):1605-1621
Autor:
Lin, Zhengyan, Wang, Hanchao
We use the martingale convergence method to get the weak convergence theorem on general functionals of partial sums of independent heavy-tailed random variables. The limiting process is the stochastic integral driven by $\alpha-$stable L\'evy process
Externí odkaz:
http://arxiv.org/abs/1104.3402
Publikováno v:
Annals of Applied Probability 2008, Vol. 18, No. 6, 2337-2366
Let $\mathbf{X}_1,...,\mathbf{X}_n$ be a random sample from a $p$-dimensional population distribution. Assume that $c_1n^{\alpha}\leq p\leq c_2n^{\alpha}$ for some positive constants $c_1,c_2$ and $\alpha$. In this paper we introduce a new statistic
Externí odkaz:
http://arxiv.org/abs/0901.2468
Autor:
Lin, Zhengyan, Liu, Weidong
We consider the limit distribution of maxima of periodograms for stationary processes. Our method is based on $m$-dependent approximation for stationary processes and a moderate deviation result.
Comment: The constant A_n in Lemma 4.2 on page 23
Comment: The constant A_n in Lemma 4.2 on page 23
Externí odkaz:
http://arxiv.org/abs/0801.1357