Hongshuai Dai

发表

A weak limit theorem for generalized multifractional Brownian motion

Hongshuai Dai, Yuqiang Li, 2010 .

Exact tail asymptotics for a discrete-time preemptive priority queue

Yang Song, Hongshuai Dai, Zaiming Liu, 2014, 1401.7722.

Convergence rates in precise asymptotics for a kind of complete moment convergence

Hongshuai Dai, Lingtao Kong, 2015, 1509.08178.

Tandem fluid queue with long-range dependent inputs: sticky behaviour and heavy traffic approximation

Hongshuai Dai, 2022, Queueing Systems.

Convergence in law to operator fractional Brownian motion of Riemann-Liouville type

Hongshuai Dai, 2012, Acta Mathematica Sinica, English Series.

Multidimensional Sticky Brownian Motions: Tail Behaviour of the Joint Stationary Distribution

Yiqiang Q. Zhao, Hongshuai Dai, 2019, 1901.07529.

Operator Fractional Brownian Sheet and Martingale Differences

Guangjun Shen, Hongshuai Dai, Wenliang Xia, 2015 .

Elastic Net Procedure for Partially Linear Models

D. Huang, Hongshuai Dai, Xinxing Wei, 2015, 1507.06032.

Convergence in Law to Operator Fractional Brownian Motions

Hongshuai Dai, 2011, 1201.0211.

Stationary distributions for two-dimensional sticky Brownian motions: Exact tail asymptotics and extreme value distributions

Hongshuai Dai, Yiqiang Q. Zhao, Hongshuai Dai, 2018, Science China Mathematics.

Spectrally negative Lévy risk model under Erlangized barrier strategy

Hua Dong, Hongshuai Dai, Chuancun Yin, 2019, J. Comput. Appl. Math..

Approximation to Multifractional Riemann-Liouville Brownian Sheet

Hongshuai Dai, 2012, 1212.1818.

Approximations of fractional Brownian motion

Hongshuai Dai, Yuqiang Li, 2011, 1201.0872.

Adaptive Elastic Net Method for Cox Model

Hongshuai Dai, Xinxing Wei, Chunhong Li, 2015, 1507.06371.

Convergence in law to operator fractional Brownian motion of Riemann-Liouville type

Hongshuai Dai, 2013 .

Stochastic Interest Model Based on Compound Poisson Process and Applications in Actuarial Science

C. Yin, Xia Zhao, Hongshuai Dai, 2017 .