Ping He

most citedScaling limit of heavy tailed nearly unstable cumulative INAR(

\infty

) processes and rough fractional diffusions

1 citations · 1 across the 2 of their papers we have counts for

collaborators

2 papers

math.ST2024

Statistical Inference for Cumulative INAR( $\infty$ ) Processes via Least-Squares

Yingli Wang, Xiaohong Duan, Ping He

This paper investigates the cumulative Integer-Valued Autoregressive model of infinite order, denoted as INAR( $\infty$ ), a class of processes crucial for modeling count time series…

math.PR2024★ 1 cited

Scaling limit of heavy tailed nearly unstable cumulative INAR( $\infty$ ) processes and rough fractional diffusions

Yingli Wang, Chunhao Cai, Ping He +1

In this paper, we investigate the scaling limit of heavy-tailed nearly unstable cumulative INAR( $\infty$ ) processes. These processes exhibit a power-law tail of the form $n^{-(1+α)…

Statistical Inference for Cumulative INAR(∞) Processes via Least-Squares

Scaling limit of heavy tailed nearly unstable cumulative INAR(∞) processes and rough fractional diffusions

Statistical Inference for Cumulative INAR( $\infty$ ) Processes via Least-Squares

Scaling limit of heavy tailed nearly unstable cumulative INAR( $\infty$ ) processes and rough fractional diffusions