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Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme Journal article
Lu, Jianya, Tan, Yuzhen, Xu, Lihu. Central limit theorem and self-normalized Cramér-type moderate deviation for Euler-Maruyama scheme[J]. Bernoulli, 2022, 28(2), 937-964.
Authors:  Lu, Jianya;  Tan, Yuzhen;  Xu, Lihu
Favorite | TC[WOS]:6 TC[Scopus]:5  IF:1.5/1.6 | Submit date：2022/05/13
Central Limit Theorem  Euler-maruyama Scheme  Self-normalized Cramér-type Moderate Deviation  Stein’s Method  Stochastic Differential Equation  
Large Deviation Principles of Realized Laplace Transform of Volatility Journal article
Feng, Xinwei, He, Lidan, Liu, Zhi. Large Deviation Principles of Realized Laplace Transform of Volatility[J]. Journal of Theoretical Probability, 2021, 35(1), 186-208.
Authors:  Feng, Xinwei;  He, Lidan;  Liu, Zhi
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:0.8/0.7 | Submit date：2022/03/28
High-frequency Data  Large Deviation  Moderate Deviation  Realized Laplace Transform Of Volatility  Semi-martingale  
Large deviation principles of realized Laplace transform of volatility Journal article
Feng Xinwei, He Lianda, Liu Zhi. Large deviation principles of realized Laplace transform of volatility[J]. Journal of Theoretical Probability, 2021, 35(1), 186–208.
Authors:  Feng Xinwei;  He Lianda;  Liu Zhi
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:0.8/0.7 | Submit date：2022/07/27
High-frequency Data  Large Deviation  Moderate Deviation  Realized Laplace Transform Of Volatility  Semi-martingale  
Sparse poisson regression with penalized weighted score function Journal article
Jia,Jinzhu, Xie,Fang, Xu,Lihu. Sparse poisson regression with penalized weighted score function[J]. Electronic Journal of Statistics, 2019, 13(2), 2898-2920.
Authors:  Jia,Jinzhu;  Xie,Fang;  Xu,Lihu
Favorite | TC[WOS]:10 TC[Scopus]:10  IF:1.0/1.2 | Submit date：2021/03/11
Image Reconstruction  Moderate Deviation  Poisson Regression  Tuning-free  ℓ1 Consistency  ℓ1 Penalization  
Irreducibility and Asymptotics of Stochastic Burgers Equation Driven by α-stable Processes Journal article
Zhao Dong, Feng-Yu Wang, Lihu Xu. Irreducibility and Asymptotics of Stochastic Burgers Equation Driven by α-stable Processes[J]. Potential Analysis, 2018, 52(3), 1-22.
Authors:  Zhao Dong;  Feng-Yu Wang;  Lihu Xu
Favorite | TC[WOS]:11 TC[Scopus]:11  IF:1.0/1.0 | Submit date：2019/07/19
Stochastic Burgers Equation  Α-stable Noises  Irreducibility  Ψ-uniformly Ergodicity  Moderate Deviation  
Irreducibility of stochastic real Ginzburg-Landau equation driven by alpha-stable noises and applications Journal article
Wang, Ran, Xiong, Jie, Xu, Lihu. Irreducibility of stochastic real Ginzburg-Landau equation driven by alpha-stable noises and applications[J]. BERNOULLI, 2017, 23(2), 1179-1201.
Authors:  Wang, Ran;  Xiong, Jie;  Xu, Lihu
Favorite | TC[WOS]:10 TC[Scopus]:10  IF:1.5/1.6 | Submit date：2018/10/30
Alpha-stable Noises  Exponential Ergodicity  Irreducibility  Moderate Deviation Principle  Stochastic Real Ginzburg-landau Equation  
Irreducibility of stochastic real Ginzburg-Landau equation driven by a-stable noises and applications Journal article
Wang,Ran, Xiong,Jie, Xu,Lihu. Irreducibility of stochastic real Ginzburg-Landau equation driven by a-stable noises and applications[J]. BERNOULLI, 2017, 23(2), 1179-1201.
Authors:  Wang,Ran;  Xiong,Jie;  Xu,Lihu
Favorite | TC[WOS]:10 TC[Scopus]:10  IF:1.5/1.6 | Submit date：2019/06/03
Exponential Ergodicity  Irreducibility  Moderate Deviation Principle  Stochastic Real Ginzburg-landau Equation  Α-stable Noises  
A moderate deviation principle for 2-D stochastic Navier-Stokes equations driven by multiplicative Levy noises Journal article
Dong, Zhao, Xiong, Jie, Zhai, Jianliang, Zhang, Tusheng. A moderate deviation principle for 2-D stochastic Navier-Stokes equations driven by multiplicative Levy noises[J]. JOURNAL OF FUNCTIONAL ANALYSIS, 2017, 272(1), 227-254.
Authors:  Dong, Zhao;  Xiong, Jie;  Zhai, Jianliang;  Zhang, Tusheng
Favorite | TC[WOS]:34 TC[Scopus]:36  IF:1.7/1.9 | Submit date：2018/10/30
Moderate Deviation Principles  Stochastic Navier-stokes Equations  Poisson Random Measures  Tightness  
Self-normalized cramér-type moderate deviations under dependence Journal article
Chen,Xiaohong, Shao,Qi Man, Wu,Wei Biao, Xu,Lihu. Self-normalized cramér-type moderate deviations under dependence[J]. ANNALS OF STATISTICS, 2016, 44(4), 1593-1617.
Authors:  Chen,Xiaohong;  Shao,Qi Man;  Wu,Wei Biao;  Xu,Lihu
Favorite | TC[WOS]:16 TC[Scopus]:20  IF:3.2/4.8 | Submit date：2019/06/03
Absolutely Regular  Cramér-type Moderate Deviation  Functional Dependence Measures  Ultra-high Dimensional Time Series  
Self-normalized Cramer Type Moderate Deviations under Dependence Journal article
Chen, Xiaohong, Shao, Qi-Man, Wu, Wei Biao, Xu, Lihu. Self-normalized Cramer Type Moderate Deviations under Dependence[J]. ANNALS OF STATISTICS, 2016, 44(4), 1593-1617.
Authors:  Chen, Xiaohong;  Shao, Qi-Man;  Wu, Wei Biao;  Xu, Lihu
Favorite | TC[WOS]:16 TC[Scopus]:20  IF:3.2/4.8 | Submit date：2019/07/19
Cramer-type Moderate Deviation  Absolutely Regular  Functional Dependence Measures  Ultra-high Dimensional Time Series