101 citations · 110 across the 7 of their papers we have counts for
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math.ST2013
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…
math.ST2011★ 2 cited
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…
math.ST2008★ 2 cited
On maxima of periodograms of stationary processes
Zhengyan Lin, Weidong Liu
We consider the limit distribution of maxima of periodograms for stationary processes. Our method is based on -dependent approximation for stationary processes and a moderate de…