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20102023
most citedOn Convergence to Stochastic Integrals

2 citations · 6 across the 15 of their papers we have counts for

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Showing 2011Show all

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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.ST2011

Weak Convergence to Stochastic Integrals Driven by Stable Lévy Processes

Zhengyan Lin, Hanchao Wang

We use the martingale convergence method to get the weak convergence theorem on general functionals of partial sums of independent heavy-tailed random variables. The limiting proce…