activity
20082017
most citedThe asymptotic distribution and Berry--Esseen bound of a new test for independence in high dimension with an application to stochastic optimization

101 citations · 110 across the 7 of their papers we have counts for

collaborators
Showing 2011Show all

1 paper · 1 filter

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…