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math.PR2022
On De la Peña Type Inequalities for Point Processes
Naiqi Liu, Vladimir V. Ulyanov, Hanchao Wang
There has been a renewed interest in exponential concentration inequalities for stochastic processes in probability and statistics over the last three decades. De la Peña \cite{d}…
math.PR2017
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…
math.PR2017
Central Limit Theorems of Local Polynomial Threshold Estimators for Diffusion Processes with Jumps
Yuping Song, Hanchao Wang
Central limit theorems play an important role in the study of statistical inference for stochastic processes. However, when the nonparametric local polynomial threshold estimator,…