Yanfeng Wu

Fudan University (from arXiv:2408.09185, 2024) · ORCID · OpenAlex

5 papers in scope · 4 published · 1 on the econ.EM arXiv · 18 citations · h-index 3 (over the papers listed here)

Papers

Show only papers in our arXiv econ.EM corpus (1 of 5)

Method of moments estimation for the superposition of square-root diffusions

published2024 · Probability in the Engineering and Informational Sciences

with Jian-Qiang Hu

Probability in the Engineering and Informational Sciences

Method of Moments Estimation for Affine Stochastic Volatility Models

working paper2024 · arXiv · 1 citations

with Xiangyu Yang, Jian-Qiang Hu

Paper profile arXiv arXiv:2408.09185

Moment estimators for parameters of Lévy‐driven Ornstein–Uhlenbeck processes

published2021 · Journal of Time Series Analysis · 4 citations

with Jian-Qiang Hu, Xiangyu Yang

Journal of Time Series Analysis

METHOD OF MOMENTS ESTIMATION FOR LÉVY-DRIVEN ORNSTEIN–UHLENBECK STOCHASTIC VOLATILITY MODELS

published2020 · Probability in the Engineering and Informational Sciences · 4 citations

with Xiangyu Yang, Zeyu Zheng, Jian-Qiang Hu

Probability in the Engineering and Informational Sciences

Moment estimators for the parameters of Ornstein-Uhlenbeck processes driven by compound Poisson processes

published2019 · Discrete Event Dynamic Systems · 9 citations

with Jian-Qiang Hu, Xinsheng Zhang

Discrete Event Dynamic Systems

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