Weilin Xiao
Finance · with Hu · 2009
A researcher in the Science corpus: 1 paper; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Finance — 5 citations into it
Whom Weilin Xiao trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Weilin Xiao's perspective
Ordered by how strongly the researchers Weilin Xiao trusts endorse each paper. Same corpus, a different order for every researcher.
- Central limit theorems for multiple stochastic integrals and Malliavin calculus
- Parameter estimation for fractional Ornstein–Uhlenbeck processes
- Stochastic Calculus for Fractional Brownian Motion and Applications
- Stein’s method and exact Berry–Esseen asymptotics for functionals of Gaussian fields
- Stein estimation for the drift of Gaussian processes using the Malliavin calculus
- Statistics for long-memory processes
- Long-Memory Time Series: Theory and Methods
- Exact Rate of Convergence of Some Approximation Schemes Associated to SDEs Driven by a Fractional Brownian Motion
- Normal Approximations with Malliavin Calculus: From Stein's Method to Universality
- Renormalized self-intersection local time for fractional Brownian motion
Their papers
- Exact maximum likelihood estimators for drift fractional Brownian motions (2009) — 50 citations