← All authors Hanchao Wang Shandong University (from arXiv:2307.01348, 2023) · ORCID · OpenAlex
15 papers in scope · 15 published · 1 on the econ.EM arXiv · 110 citations · h-index 7 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Qiang Liu Zhi Liu José E. Figueroa-López Ruijun Bu Bei Wu Haoxuan Zhang Carsten Chong Viktor Todorov Zhou Wang Jincheng Pang Bei Wu Degui Li Oliver Linton Giacomo Toscano Ruoting Gong Yuchen Han Qi Wang Todd A. Kuffner Maria Elvira Mancino Stefano Marmi Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 15)
Error Bounds of Median-of-Means Estimators with VC-Dimension
published 2026 · Communications in Mathematics and Statistics
with Yuxuan Wang, Yi-Ming Chen, Lixin Zhang
published 2025 · Econometric Theory · 1 citations · first circulated 2023
On De la Peña Type Inequalities for Point Processes
published 2022 · Mathematics · 1 citations
with Naiqi Liu, Vladimir V. Ulyanov
Threshold reweighted Nadaraya–Watson estimation of jump-diffusion models
published 2022 · Probability Uncertainty and Quantitative Risk · 2 citations
Nonparametric estimation of large covariance matrices with conditional sparsity
published 2020 · Journal of Econometrics · 24 citations
A Donsker-Type Theorem for Log-Likelihood Processes
published 2019 · Journal of Theoretical Probability · first circulated 2017
with Zhonggen Su
On Bernstein type inequalities for stochastic integrals of multivariate point processes
published 2018 · Stochastic Processes and their Applications · 7 citations · first circulated 2017
with Zhengyan Lin, Zhonggen Su
Central Limit Theorems of Local Polynomial Threshold Estimator for Diffusion Processes with Jumps
published 2018 · Scandinavian Journal of Statistics · 9 citations · first circulated 2017
with Yuping Song
Bandwidth selection of nonparametric threshold estimator in jump–diffusion models
published 2016 · Computers & Mathematics with Applications · 12 citations
with Likai Zhou
WEAK CONVERGENCE TO STOCHASTIC INTEGRALS FOR ECONOMETRIC APPLICATIONS
published 2015 · Econometric Theory · 5 citations · first circulated 2014
The Euler Scheme for a Stochastic Differential Equation Driven by Pure Jump Semimartingales
published 2015 · Journal of Applied Probability · 10 citations
On Convergence to Stochastic Integrals
published 2015 · Journal of Theoretical Probability · 3 citations · first circulated 2010
with Zhengyan Lin
Re-weighted Nadaraya–Watson estimation of second-order jump-diffusion model
published 2012 · Journal of Statistical Planning and Inference · 8 citations
with Yuping Song, Zhengyan Lin
Local Linear Estimation of Second-Order Diffusion Models
published 2010 · Communication in Statistics-Theory and Methods · 23 citations
with Zhengyan Lin
Berry–Esseen bounds for kernel estimates of stationaryprocesses
published 2010 · Journal of Statistical Planning and Inference · 5 citations
with Chu Huang, Lixin Zhang
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