蒋辉
+
Education Level:武汉大学
Alma Mater:武汉大学
Scientific Research
Current position:
Home
/
Scientific Research
Research Field
Paper Publications
-
Hui Jiang. Moderate deviations for the parameter estimation in the fractional Ornstein-Uhlenbeck process with Hurst index H∈(0,1/2).Acta Mathematicae Applicatae Sinica，2025
-
Jingying Zhou, Hui Jiang, Weigang, Wang. Asymptotic normality and Cramer-type moderate deviations of Yule's nonsense correlation statistic for Ornstein-Uhlenbeck processes.Journal of Statistical Planning and Inference.2025,238:106275
-
Hui Jiang. Moderate deviations for the number of descents in a random permutation.Statistics and Probability Letters.2025,219:110320
-
Hui Jiang, Yajuan Pan, Weilin Xiao, Qingshan Yang, Jun Yu. Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes.Electronic Journal of Statistics.2024,18:3931-3974
-
Hui Jiang. Functional large deviations for Kac-Stroock approximation to a class of Gaussian processes with application to small noise diffusions.Journal of Theoretical Probability.2024,37(4):3015-3054
Patents
Published Books
Research Projects
-
扩散过程自正则化泛函的极限理论及其应用, 国家自然科学基金面上项目，12471146，2025.1-2028.12，主持
-
随机波动率模型的渐近性质及相关问题研究， 江苏省基础研究计划(自然科学基金)面上项目，BK20231435, 2023.7-2026.6, 主持, 2023-01-01
-
非线性高斯泛函的渐近性质及相关问题研究，国家自然科学基金面上项目， 11771209， 2018.1-2021.12， 主持, National Natural Science Foundation of China (NSFC),National Natural Science Foundation, 2017-08-16-2021-12-31, 在研, 国家自然基金面上项目
-
多维随机微分方程统计推断性质研究，中国博士后基金特别资助项目， 2016T450， 2016.7-2017.7， 主持, Technology programs of the Government Departments,China Postdoctoral Science Foundation, 2016-06-01-2017-06-01, 完成, 中国博士后特别资助项目
-
几类回归过程平稳性检验中若干渐近性质的研究，中国博士后基金面上项目， 2013M531341， 2013.5-2015.2， 主持, Technology programs of the Government Departments,China Postdoctoral Science Foundation, 2012-05-01-2015-02-16, 完成, 中国博士后面上项目