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| 1 | Empirical likelihood inference for diffusion processes with jumps显示文摘In this paper, we consider the empirical likelihood inference for the jump-diffusion model. We construct the confidence intervals based on the empirical likelihood for the infinitesimal moments in the jump-diffusion models. They are better than the confidence intervals which are based on the asymptotic normality of point estimates. | Lin ZhengYan Wang HanChao | 2010 | Science China Mathematics2010，53，7： | 3 |
| 2 | Consistency of kernel density estimators for causal processes显示文摘Using the blocking techniques and m-dependent methods,the asymptotic behavior of kernel density estimators for a class of stationary processes,which includes some nonlinear time series models,is investigated.First,the pointwise and uniformly weak convergence rates of the deviation of kernel density estimator with respect to its mean(and the true density function)are derived.Secondly,the corresponding strong convergence rates are investigated.It is showed,under mild conditions on the kernel functions and bandwidths,that the optimal rates for the i.i.d.density models are also optimal for these processes. | LIN ZhengYan ZHAO YueXu | 2014 | Science China Mathematics2014，57，5： | 3 |
| 3 | Reweighted Nadaraya-Watson estimation of jump-diffusion models显示文摘In this paper,we study the nonparametric estimation of the second infinitesimal moment by using the reweighted Nadaraya-Watson (RNW) approach of the underlying jump diffusion model.We establish strong consistency and asymptotic normality for the estimate of the second infinitesimal moment of continuous time models using the reweighted Nadaraya-Watson estimator to the true function. | HANIF Muhammad WANG HanChao LIN ZhengYan | 2012 | Science China Mathematics2012，55，5： | 3 |
| 4 | Local linear estimator for stochastic diferential equations driven by α-stable Lvy motions显示文摘We study the local linear estimator for the drift coefcient of stochastic diferential equations driven byα-stable L′evy motions observed at discrete instants.Under regular conditions,we derive the weak consistency and central limit theorem of the estimator.Compared with Nadaraya-Watson estimator,the local linear estimator has a bias reduction whether the kernel function is symmetric or not under diferent schemes.A simulation study demonstrates that the local linear estimator performs better than Nadaraya-Watson estimator,especially on the boundary. | LIN ZhengYan SONG YuPing YI JiangSheng | 2014 | Science China Mathematics2014，57，3： | 2 |
| 5 | Shrinkage-based regularization tests for high-dimensional data with application to gene set analysis显示文摘 | Yanfeng Shen Zhengyan Lin Jun Zhu | 2011 | Computational Statistics and Data Analysis2011，，7： | 1 |
| 6 | Functional limit theorem for moving average processes generated by dependent random variables显示文摘让 X t , t ≥
1 是 X t =∑
j=0 ∞ b j ξ t-j , 在哪儿 b j , j ≥
0 是实数和 ξ
t ,-∞
<
t <
∞
是严格地静止的 φ-mixing 随机变量的一个二倍地无限的序列。在 b j , j ≥
0 它必要那 X t , t ≥
1 是长存储器进程或线性进程,我们学习 S n (s)=∑
t=1 [ns] X t ( 适当地使正常化) 。什么时候 X t , t ≥
1 是一个长记忆过程,我们建立一条功能的限制定理。什么时候 X t , t ≥
1 是一个线性过程,我们不仅为 X t , t ≥
1,而且在 ξ
t ,-∞
<
t <
∞
并且 b j , j ≥
0。最后,我们给我们的结果的一些应用。 | LIN Zhengyan LI Degui | 2006 | Progress in Natural Science:Materials International2006，16，3： | 1 |
| 7 | Science with the 2.5-meter Wide Field Survey Telescope(WFST)显示文摘The Wide Field Survey Telescope(WFST) is a dedicated photometric surveying facility being built jointly by University of Science and Technology of China(USTC) and the Purple Mountain Observatory(PMO). It is equipped with a 2.5-meter diameter primary mirror, an active optics system, and a mosaic CCD camera with 0.73 gigapixels on the primary focal plane for highquality image capture over a 6.5-square-degree field of view. The installation of WFST near the summit of Saishiteng mountain in the Lenghu region is scheduled in summer of 2023, and the operation is planned to start three months later. WFST will scan the northern sky in four optical bands(u, g, r and i) at cadences from hourly/daily in the deep high-cadence survey(DHS) program, to semi-weekly in the wide field survey(WFS) program. During a photometric night, a nominal 30 s exposure in the WFS program will reach a depth of 22.27, 23.32, 22.84, and 22.31(AB magnitudes) in these four bands, respectively, allowing for the detection of a tremendous amount of transients in the low-z universe and a systematic investigation of the variability of Galactic and extragalactic objects. In the DHS program, intranight 90 s exposures as deep as 23(u) and 24 mag(g), in combination with target of opportunity follow-ups, will provide a unique opportunity to explore energetic transients in demand for high sensitivities, including the electromagnetic counterparts of gravitational wave events, supernovae within a few hours of their explosions,tidal disruption events and fast, luminous optical transients even beyond redshift of unity. In addition, the final 6-year co-added images, anticipated to reach g■25.8 mag in WFS or 1.5 mags deeper in DHS, will be of fundamental importance to general Galactic and extragalactic science. The highly uniform legacy surveys of WFST will serve as an indispensable complement to those of the Vera C. Rubin Observatory's Legacy Survey of Space and Time(LSST) that monitors the southern sky. | Tinggui Wang Guilin Liu Zhenyi Cai Jinjun Geng Min Fang Haoning He Ji-an Jiang Ning Jiang Xu Kong Bin Li Ye Li Wentao Luo Zhizheng Pan Xuefeng Wu Ji Yang Jiming Yu Xianzhong Zheng Qingfeng Zhu Yi-Fu Cai Yuanyuan Chen Zhiwei Chen Zigao Dai Lulu Fan Yizhong Fan Wenjuan Fang Zhicheng He Lei Hu Maokai Hu Zhiping Jin Zhibo Jiang Guoliang Li Fan Li Xuzhi Li Runduo Liang Zheyu Lin Qingzhong Liu Wenhao Liu Zhengyan Liu Wei Liu Yao Liu Zheng Lou Han Qu Zhenfeng Sheng Jianchun Shi Yiping Shu Zhenbo Su Tianrui Sun Hongchi Wang Huiyuan Wang Jian Wang Junxian Wang Daming Wei Junjie Wei Yongquan Xue Jingzhi Yan Chao Yang Ye Yuan Yefei Yuan Hongxin Zhang Miaomiao Zhang Haibin Zhao Wen Zhao | 2023 | Science China(Physics,Mechanics & Astronomy)2023，66，10： | 1 |
| 8 | Almost Sure Max- limits for Nonstationary Gaussian Sequence 显示文摘 | CHEN Shouquan Lin Zhengyan | 2006 | Statistics and Probobility Letters2006，76，11： | 1 |
| 9 | Precise large deviations for randomly weighted sums of negatively dependent random variables with consistently vary- ing tails显示文摘 | Shen Xinmei Lin Zhengyan | 2008 | Statist Probab Lett2008，78，： | 1 |
| 10 | SOME FUNCTIONAL LIMIT THEOREMS FOR THE INFINITE SERIES OF OU PROCESSES显示文摘This paper obtains functional modulus of continuity and Strassen's functional LIL of theinfinite series of independent Ornstein-Uhlenbeck processes, which also imply the Levy's exactmodulus of continuity and LIL of this process respectively. | WANG WENSHENG LIN ZHENGYAN Department of Mathematics, Zhejiang University, Hangzhou 310028, China. Department of Mathematics, Hangzhou Teacher’s College, Hangzhou 310012, China. E-mail: wswang@mail.hz.zj.cn Department of Mathematics, Zhejiang University, Hangzhou 310028, China. | 2003 | Chinese Annals of Mathematics,Series B2003，24，2： | 1 |
| 11 | On infinite series of independent Ornstein-Uhlenbeck processes显示文摘 | CSAKI E CSORGO M LIN Zhengyan | | 0，，01： | 1 |
| 12 | A note on weak laws of large numbers for arrays of rowwise negatively quadrant dependent random variables显示文摘Weak laws of large numbers for arrays of rowwise negatively dependent random variables are obtained. The conditions and results of Taylor's are weaken and generalized respectively. | LIN Zhengyan and PANG Tianxiao(Department of Mathematics, Zhejiang University, Xixi campus, Hangzhou 310028, China | 2003 | Progress in Natural Science:Materials International2003，13，7： | 0 |
| 13 | Strong approximation for ρ-mixing sequences显示文摘We establish strong invariance principles for sums of stationary ρ-mixing random variables with finite and infinite second moments under weaker mixing rates.Some earlier results are improved.As applications,some results of the law of the iterated logarithm with finite and infinite variance are obtained,also a conjecture raised by Shao in 1993 is solved. | LIN ZhengYan ZHAO YueXu | 2012 | Science China Mathematics2012，55，10： | 0 |
| 14 | Convergence to a self-normalized G-Brownian motion显示文摘G-Brownian motion has a very rich and interesting new structure that nontrivially generalizes the classical Brownian motion.Its quadratic variation process is also a continuous process with independent and stationary increments.We prove a self-normalized functional central limit theorem for independent and identically distributed random variables under the sub-linear expectation with the limit process being a G-Brownian motion self-normalized by its quadratic variation.To prove the self-normalized central limit theorem,we also establish a new Donsker’s invariance principle with the limit process being a generalized G-Brownian motion. | Zhengyan Lin Li-Xin Zhang | 2017 | Probability, Uncertainty and Quantitative Risk2017，2，1： | 0 |
| 15 | The Limiting Behavior for Observations That Change with Time显示文摘,在系统考虑单位有随机的大小根据一个同类或非同类的泊松过程进入的一个系统,一个单位“ s 大小可以随着时间变化。在这篇论文,作者在时间 t 为在系统在场的所有联合起来的大小的和进程的限制行为获得一些结果。 | Xiuyun WANG Zhengyan LIN | 2007 | Chinese Annals of Mathematics,Series B2007，28，1： | 0 |
| 16 | ON LARGE INCREMENTS OF l^p-VALUED GAUSSIAN PROCESSES显示文摘ONLARGEINCREMENTSOFlpVALUEDGAUSSIANPROCESSESLINZHENGYANAbstractLet{Xk(t),t≥0},k=1,2,…,beasequenceofindependentGaussianproce... | LIN ZHENGYAN * | 1997 | Chinese Annals of Mathematics,Series B1997，18，2： | 0 |
| 17 | A Functional LIL for m-Fold Integrated Brownian Motion显示文摘让 { X m (t) ;t ∈ R +} 是 m 褶层综合 Brownian 运动。在这篇论文,在小球概率估计的帮助下,为 X m (t) 的重申的对数(LIL ) 的一条功能的法律被建立。这为这个过程扩大经典 Chung 类型 liminf 结果。而且,关于为 X m (t) 的加权的职业措施的结果也被获得。 | Rongmao ZHANG Zhengyan LIN | 2006 | Chinese Annals of Mathematics,Series B2006，27，4： | 0 |
| 18 | Some path properties of generalized Lévy sheet显示文摘Let X(t) be an N parameter generalized Lévy sheet taking values in Rd with a lower index α,sR = {(s,t] = ∏iN=1(si,ti],si < ti},E(x,Q) = {t ∈ Q: X(t) = x},Q ∈ sR be the level set of X at x and X(Q) = {x: (E)t ∈ Q such that X(t) = x} be the image of X on Q.In this paper,the problems of the existence and increment size of the local times for X(t) are studied.In addition,the Hausdorff dimension of E(x,Q) and the upper bound of a uniform dimension for X(Q) are also established. | ZHANG Rongmao LIN Zhengyan | 2006 | Science China Mathematics2006，49，12： | 0 |
| 19 | The invariance principle for fractionally integrated processes with strong near-epoch dependent innovations显示文摘In this paper, we show the invariance principle for the partial sum processes of fractionally integrated processes, otherwise known as I(d + m) processes, where |d| < 1/2 and m is a nonnegative integer, with strong near-epoch dependent innovations. The results are applied to the test of unit root. The conditions given improve previous results in the literature concerning fractionally integrated processes. | QIU Jin LIN ZhengYan | 2011 | Science China Mathematics2011，54，1： | 0 |
| 20 | CONVERGENCE ON RANDOMLY TRIMMED SUMS WITH A DEPENDENT SAMPLE显示文摘§1.IntroductionandResultsLet{Xn,n1}beasequenceofrandomvariableswithacommondistributionfunctionF(x)andletXn1Xn2…Xnnbetheor... | LIN ZHENGYAN * | 1998 | Chinese Annals of Mathematics,Series B1998，19，3： | 0 |
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