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个人信息Personal Information
副研究员 硕士生导师
招生学科专业：
应用统计 -- 【招收硕士研究生】 -- 数学学院
数学 -- 【招收硕士研究生】 -- 数学学院
性别：男
毕业院校：华东师范大学
学历：博士研究生毕业
学位：理学博士学位
所在单位：数学学院
办公地点：理学楼358
联系方式：qyumath@nuaa.edu.cn
电子邮箱：
扫描关注
- [1]Qian Yu, Guangjun Shen, Xiuwei Yin,.Existence and Holder continuity conditions for self-intersection local time of Rosenblatt process:Stochastic Analysis and Applications,2021:10.1080/07362994.2021.1973497
- [2]Qian Yu.Higher order derivative of self-intersection local time for fractional Brownian motion:Journal of Theoretical Probability,2021:10.1007/s10959-021-01093-6
- [3]Qian Yu, Guangjun Shen, Wentao Xu,.Least squares estimator for stochastic differential equations driven by small fractional Lévy noi...:Stochastics and Dynamics,2021:2150047
- [4]Guangjun Shen, Qian Yu, Zheng Tang.Parameter estimation for Hermite Ornstein-Uhlenbeck processes with periodic mean:Acta Mathematica Scientia,2021,41(2):517-534
- [5]Qian Yu.Least squares estimator of fractional Ornstein-Uhlenbeck processes with periodic mean for general...:Statistical Papers,2021,62:795-815
- [6]Qian Yu.Asymptotic properties for q-th chaotic component of derivative of self-intersection local time of...:Journal of Mathematical Analysis and Applications,2020,492:124477
- [7]Qian Yu, Salwa Bajja.Volatility estimation of general Gaussian Ornstein-Uhlenbeck process:Statistics and Probability Letters,2020,163:108796
- [8]Qian Yu.A limit law for functionals of multiple independent fractional Brownian motions:Acta Mathematica Scientia,2020,40(3):734–754
- [9]Guangjun Shen, Qian Yu, Yunmeng Li.Local times of linear multifractional stable sheets:Applied Mathematics-a Journal of Chinese Universities Series B,2020,35(1):1-15
- [10]Qian Yu.Statistical inference for Vasicek-type model driven by self-similar Gaussian processes:Communications in Statistics-Theory and Methods,2020,49(2):471–484
- [11],Jian Song, Fangjun Xu, Qian Yu.Limit theorems for functionals of two independent Gaussian processes:Stochastic Processes and their Applications,2019,129(11):4791–4836
- [12]Guangjun Shen, Qian Yu, Yunmeng Li.Least squares estimator of Ornstein-Uhlenbeck processes driven by fractional Lévy processes with...:Frontiers of Mathematics in China,2019,14(6):1281–1302
- [13],Guangjun Shen, Qian Yu.Least squares estimator for Ornstein-Uhlenbeck processes driven by fractional Lévy processes from...:Statistical Papers,2019,60(6):2253–2271
- [14],Guangjun Shen, Qian Yu.An optimal approximation of Rosenblatt sheet by multiple Wiener integral:Mediterranean Journal of Mathematics,2017,14(2):Art. 36, 21 pp.
- [15]Qian Yu, Guangjun Shen, Mingxiang Cao,.Parameter estimation for Ornstein-Uhlenbeck processes of the second kind driven by α-stable Lévy...:Communications in Statistics-Theory and Methods,2017,46(21):10846–10878
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