蒋辉
Education Level:武汉大学
Alma Mater:武汉大学
Paper Publications
-
Hui Jiang,Qingshan Yang.Sample path large deviations for the multiplicative Poisson shot noise process with compensation:Stochastics,2021,93:447-477
-
Hui Jiang,Hui Liu.Cram\'{e}r-type moderate deviations for the likelihood ratio process of Ornstein-Uhlenbeck proce...:Stochastics and Dynamics,2021,21(2):2150027
-
Hui Jiang,Hui Liu,Youzhou Zhou.Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete ...:Electronic Journal of Statistics,2020(14):3192--3229
-
Hui Jiang,,Ning Zhang.Cramer-type moderate deviations for statistics in the non-stationary Ornstein-Uhlenbeck process:Stochastics,2020,92(3):478-496
-
Hui Jiang,Weigang Wang.第二类分数Ornstein-Uhlenbeck过程中参数估计的偏差不等式与Carmer-型中偏差:中国科学: 数学,2020,50(7):1007-1022
-
邵金,蒋辉.非时齐扩散过程遍历性的假设检验:数学进展,2019,48:482-488
-
Hui Jiang,Shaochen Wang,Junfeng Liu.Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein-Uhlenbe...:Stochastics and Dynamics,2019,19:1950018
-
Hacene Djellout,,Hui Jiang.Large deviations of the threshold estimator of integrated (co-)volatility vector in the presence ...:Journal of Theoretical Probability,2018,31(3):1606-1624
-
Yunshi Gao,Shaochen Wang,Hui Jiang.Moderate deviations for Euler-Maruyama approximation of Hull-White stochastic volatility model:Frontiers of Mathematics in China,2018,13(4):809-832
-
Fuqing Gao,Hui Jiang.Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter est...:Science China Mathematics,2017,60(7):1181-1196