101 citations · 110 across the 7 of their papers we have counts for
7 papers
On Bernstein Type Inequalities for Stochastic Integrals of Multivariate Point Processes
Hanchao Wang, Zhengyan Lin, Zhonggen Su
We consider the stochastic integrals of multivariate point processes and study their concentration phenomena. In particular, we obtain a Bernstein type of concentration inequality…
Convergence to a self-normalized G-Brownian motion
Li-Xin Zhang
G-Brownian motion has a very rich and interesting new structure which nontrivially generalizes the classical one. Its quadratic variation process is also a continuous process with…
Limit theorems for kernel density estimators under dependent samples
Yuexu Zhao, Zhengyan Lin
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 estimat…
Nonparametric Estimation of Second-Order Jump-Diffusion Model
Zheng-Yan Lin, Yu-Ping Song, Han-Chao Wang
We study the nonparametric estimators of the infinitesimal coefficients of the second-order jump-diffusion models. Under the mild conditions, we obtain the weak consistency and the…
On Convergence to Stochastic Integrals
Zheng-Yan Lin, Han-Chao Wang
Weak convergence of various general functionals of partial sums of dependent random variables to stochastic integral now play a major role in the modern statistics theory. In this…
The asymptotic distribution and Berry--Esseen bound of a new test for independence in high dimension with an application to stochastic optimization
Wei-Dong Liu, Zhengyan Lin, Qi-Man Shao
Let be a random sample from a -dimensional population distribution. Assume that for some positive constants a…