×
Author ID: cai.chunhao Recent zbMATH articles by "Cai, Chunhao"
Published as: Cai, Chunhao; Cai, C.
Homepage: http://en.sms.nankai.edu.cn/7d/df/c4059a32223/page.htm
External Links: IdRef · theses.fr

Publications by Year

Citations contained in zbMATH Open

10 Publications have been cited 53 times in 42 Documents Cited by Year
Mixed Gaussian processes: a filtering approach. Zbl 1351.60038
Cai, Chunhao; Chigansky, Pavel; Kleptsyna, Marina
25
2016
Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation. Zbl 1391.62193
Cai, Chunhao; Chen, Nan; You, Honglong
6
2018
Occupation times of intervals until last passage times for spectrally negative Lévy processes. Zbl 1434.60128
Cai, Chunhao; Li, Bo
6
2018
Nonparametric estimation for a spectrally negative Lévy process based on high frequency data. Zbl 1402.62262
You, Honglong; Cai, Chunhao
5
2019
Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise. Zbl 1308.62140
Brouste, A.; Cai, C.; Kleptsyna, M.
4
2014
Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise. Zbl 1451.62097
Brouste, Alexandre; Cai, Chunhao; Soltane, Marius; Wang, Longmin
3
2020
Controlled drift estimation in fractional diffusion linear systems. Zbl 1267.62085
Brouste, Alexandre; Cai, Chunhao
2
2013
Aerodynamic load control on a dynamically pitching wind turbine airfoil using leading-edge protuberance method. Zbl 07679138
Zhang, Y. N.; Zhang, M. M.; Cai, C.; Xu, J. Z.
1
2020
Adaptative design for estimation of parameter of second order differential equation in fractional diffusion system. Zbl 07527059
Cai, Chunhao; Lv, Wujun
1
2020
Simulation of an integro-differential equation and application in estimation of ruin probability with mixed fractional Brownian motion. Zbl 1504.65010
Cai, Chunhao; Xiao, Weilin
1
2021
Simulation of an integro-differential equation and application in estimation of ruin probability with mixed fractional Brownian motion. Zbl 1504.65010
Cai, Chunhao; Xiao, Weilin
1
2021
Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise. Zbl 1451.62097
Brouste, Alexandre; Cai, Chunhao; Soltane, Marius; Wang, Longmin
3
2020
Aerodynamic load control on a dynamically pitching wind turbine airfoil using leading-edge protuberance method. Zbl 07679138
Zhang, Y. N.; Zhang, M. M.; Cai, C.; Xu, J. Z.
1
2020
Adaptative design for estimation of parameter of second order differential equation in fractional diffusion system. Zbl 07527059
Cai, Chunhao; Lv, Wujun
1
2020
Nonparametric estimation for a spectrally negative Lévy process based on high frequency data. Zbl 1402.62262
You, Honglong; Cai, Chunhao
5
2019
Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation. Zbl 1391.62193
Cai, Chunhao; Chen, Nan; You, Honglong
6
2018
Occupation times of intervals until last passage times for spectrally negative Lévy processes. Zbl 1434.60128
Cai, Chunhao; Li, Bo
6
2018
Mixed Gaussian processes: a filtering approach. Zbl 1351.60038
Cai, Chunhao; Chigansky, Pavel; Kleptsyna, Marina
25
2016
Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise. Zbl 1308.62140
Brouste, A.; Cai, C.; Kleptsyna, M.
4
2014
Controlled drift estimation in fractional diffusion linear systems. Zbl 1267.62085
Brouste, Alexandre; Cai, Chunhao
2
2013

Citations by Year