Fangjun Xu

activity

20112023

most citedDensity convergence in the Breuer-Major theorem for Gaussian stationary sequences

15 citations · 39 across the 18 of their papers we have counts for

collaborators

18 papers

math.PR2023

A limit theorem for some linear processes with innovations in the domain of attraction of a stable law

Fangjun Xu

Let $X = {X_{n} : n \in N}$ be a linear process in which the coefficients are of the form $a_{i} = i^{- 1} ℓ (i)$ with $ℓ$ being a slowly varying function at the infinity and th…

math.PR2023

Limit theorems for additive functionals of some self-similar Gaussian processes

Minhao Hong, Heguang Liu, Fangjun Xu

Under certain mild conditions, limit theorems for additive functionals of some $d$ -dimensional self-similar Gaussian processes are obtained. These limit theorems work for general G…

math.PR2023★ 1 cited

Limit theorems for functionals of long memory linear processes with infinite variance

Hui Liu, Yudan Xiong, Fangjun Xu

Let $X = {X_{n} : n \in N}$ be a long memory linear process in which the coefficients are regularly varying and innovations are independent and identically distributed and belo…

math.ST2022

Kernel entropy estimation for long memory linear processes with infinite variance

Hui Liu, Fangjun Xu

Let $X = {X_{n} : n \in N}$ be a long memory linear process with innovations in the domain of attraction of an $α$ -stable law $(0 < α < 2)$ . Assume that the linear process $X$ has…

math.PR2020

Derivatives of local times for some Gaussian fields II

Minhao Hong, Fangjun Xu

Given a $(2, d)$ -Gaussian field \[ Z=\big\{ Z(t,s)= X^{H_1}_t -\tilde{X}^{H_2}_s, s,t \ge 0\big\}, \] where $X^{H_{1}}$ and $X ~^{H_{2}}$ are independent $d$ -dimensional centered…

math.PR2019★ 1 cited

Derivatives of local times for some Gaussian fields

Minhao Hong, Fangjun Xu

In this article, we consider derivatives of local time for a $(2, d)$ -Gaussian field \[ Z=\big\{ Z(t,s)= X^{H_1}_t -\widetilde{X}^{H_2}_s, s,t \ge 0\big\}, \] where $X^{H_{1}}$ and $\…