Robust inference in AR-G/GARCH models under model uncertainty
Electronic Journal of Statistics,
18,
1,
1970-2020,
2024-01-01
[
AR-G/GARCH,heavy tails,Mallows-type criteria,model averaging,model selection,stable distribution,tail behavior
]
Phase analysis for a family of stochastic reaction-diffusion equations
Electronic Journal of Probability,
28,
2023-01-01
[
invariant measures,phase transition,stochastic partial differential equations
]
Dissipation in Parabolic SPDEs
Journal of Statistical Physics,
179,
2,
502-534,
2020-04-01
[
Dissipation , Intermittency , Stochastic partial differential equations , White noise
]
Semi-discrete semi-linear parabolic spdes
Annals of Applied Probability,
25,
5,
2959-3006,
2015-01-01
[
BDG inequality , Comparison principle , Discrete space , Dissipative behavior , Interacting diffusions , Lyapunov exponents , Parabolic Anderson model , Semi-discrete stochastic heat equation , The stochastic heat equation
]
Initial measures for the stochastic heat equation
Annales de l'institut Henri Poincare (B) Probability and Statistics,
50,
1,
136-153,
2014-02-01
[
Singular initial data , The stochastic heat equation
]
On the chaotic character of the stochastic heat equation, II
Probability Theory and Related Fields,
156,
3-4,
483-533,
2013-08-01
[
Chaos , Critical exponents , Intermittency , The KPZ equation , The parabolic Anderson model , The stochastic heat equation
]
Covering a Connected Curve on the Torus with Squares
Journal of Theoretical Probability,
26,
2,
480-488,
2013-06-01
[
Random covering
]
研討會著作
Intermittency and Chaos for a Nonlinear Stochastic Wave Equation in Dimension 1
251-279,
2013-01-01
[
Chaos , Intermittency , The stochastic wave equation
]