Han Chao Wang

Available identifiers

zbMath Open wang.hanchaoMaRDI QIDQ1757989

List of research outcomes

Publication	Date of Publication	Type
On Talagrand's functional and generic chaining	2023-09-11	Paper
Tail Bounds on the Spectral Norm of Sub-Exponential Random Matrices	2022-12-14	Paper
On Catoni's M-Estimation	2022-10-15	Paper
Threshold reweighted Nadaraya-Watson estimation of jump-diffusion models	2022-06-03	Paper
On De la Pe\~{n}a Type Inequalities for Point Processes	2022-04-18	Paper
Weak convergence of functionals of non-homogeneous Markov chain	2022-03-21	Paper
Empirical likelihood based inference for second-order diffusion models	2021-12-17	Paper
Non-uniform Berry-Esseen bound by unbounded exchangeable pairs approach	2021-11-12	Paper
Nonparametric estimation of large covariance matrices with conditional sparsity	2021-05-04	Paper
A Donsker-type theorem for log-likelihood processes	2020-08-06	Paper
https://portal.mardi4nfdi.de/entity/Q5194582	2019-09-20	Paper
On Bernstein type inequalities for stochastic integrals of multivariate point processes	2019-06-27	Paper
https://portal.mardi4nfdi.de/entity/Q4623569	2019-02-22	Paper
Central Limit Theorems of Local Polynomial Threshold Estimator for Diffusion Processes with Jumps	2018-10-08	Paper
Bandwidth selection of nonparametric threshold estimator in jump-diffusion models	2017-08-09	Paper
Local Nonparametric Estimation for Second-Order Jump-Diffusion Model Using Gamma Asymmetric Kernels	2017-07-06	Paper
WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS	2017-05-10	Paper
Discretization Error of Stochastic Iterated Integrals	2017-04-17	Paper
One-step Local M-estimator for Integrated Jump-Diffusion Models	2017-04-04	Paper
On convergence to stochastic integrals	2016-10-11	Paper
Nonparametric estimation of quantiles for a class of stationary processes	2016-07-07	Paper
The Euler Scheme for a Stochastic Differential Equation Driven by Pure Jump Semimartingales	2015-05-29	Paper
Weak Convergence and Its Applications	2013-07-09	Paper
Re-weighted Nadaraya-Watson estimation of second-order jump-diffusion model	2013-01-25	Paper
Strong approximation of locally square-integrable martingales	2012-11-07	Paper
Nonparametric Estimation of Second-Order Jump-Diffusion Model	2011-06-27	Paper
Weak Convergence to Stochastic Integrals Driven by $\alpha-$Stable L\'evy Processes	2011-04-18	Paper
Local Linear Estimation of Second-Order Diffusion Models	2011-03-23	Paper
Empirical likelihood inference for diffusion processes with jumps	2011-02-25	Paper
Berry-Esseen bounds for kernel estimates of stationary processes	2011-01-18	Paper

Research outcomes over time

Doctoral students

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