蒋辉 - 南京航空航天大学

个人简介

蒋辉，南京航空航天大学数学系教授，博士生导师。2008年6月博士毕业于武汉大学，专业为概率论与数理统计，研究方向为随机分析与大偏差理论，随机过程统计推断等，在国内外概率统计学术期刊发表多篇学术论文。主持国家自然科学基金面上，青年以及天元项目，中国博士后面上以及特别资助项目等。获教育部高等学校优秀科研成果二等奖以及湖北省自然科学二等奖(排名第二)。教育经历 1996.91999.9平邑一中 2003.92008.6武汉大学概率论与数理统计理学博士学位硕博连读 1999.92003.7曲阜师范大学数学与应用数学理学学士学位工作经历 2018.5至今南航理学院数学系教授 2010.42018.5南航理学院数学系副教授 2008.62010.4南航理学院数学系讲师科研项目概率论与数理统计(****) 金融时间序列平稳性检验中的若干渐进性质的研究多维随机微分方程在统计推断及衍生品定价中若干问题研究非线性高斯泛函的渐近性质及相关问题研究 O-U型过程与G-随机微分方程中若干渐近性质的研究多维随机微分方程统计推断性质研究几类回归过程平稳性检验中若干渐近性质的研究获奖信息教育部高等学校科学研究优秀成果奖

研究领域

随机分析，大偏差理论，随机过程统计推断，非参数统计

近期论文

查看导师新发文章（温馨提示：请注意重名现象，建议点开原文通过作者单位确认）

[1]Hui Jiang,Yilong Wan,Guangyu Yang.Deviation inequalities and Cramer-type moderate deviations for the explosive autoregressive process.Bernoulli, preprint,2021 [2]Yajuan Pan,Hui Jiang.Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications.Stochastic Analysis and Applications,2021:preprint [3]Hui Jiang,Qingshan Yang.Moderate deviations for drift parameter estimations in reflected Ornstein-Uhlenbeck process.Journal of Theoretical Probability, preprint,2021 [4]Hui Jiang,Jin Shao,Shaochen Wang.Asymptotic behaviors for maximum likelihood estimator of drift parameter in alpha-Wiener bridge process.Statistics, preprint,2021 [5]Hui Jiang,Qingshan Yang.Asymptotic behavior of the weak approximation to a class of Gaussian processes.Journal of Applied Probability,2021,58(3):693--707 [6]Hui Jiang,Shaochen Wang,Wang Zhou.Moderate deviations for extreme eigenvalues of real-valued sample covariance matrices.Journal of Theoretical Probability,2021,34:791-808 [7]Hui Jiang,Jin Shao,Qingshan Yang.Sharp large deviations for a class of normalized L-statistics and applications.Statistical Papers,2021,62:721-744 [8]Hui Jiang,Qingshan Yang.Sample path large deviations for the multiplicative Poisson shot noise process with compensation.Stochastics,2021,93:447-477 [9]Hui Jiang,Hui Liu.Cram\'{e}r-type moderate deviations for the likelihood ratio process of Ornstein-Uhlenbeck process with shift.Stochastics and Dynamics,2021,21(2):2150027 [10]Hui Jiang,Hui Liu,Youzhou Zhou.Asymptotic properties for the parameter estimation in Ornstein-Uhlenbeck process with discrete observations.Electronic Journal of Statistics,2020(14):3192--3229 [11]Hui Jiang,Ning Zhang.Cramer-type moderate deviations for statistics in the non-stationary Ornstein-Uhlenbeck process.Stochastics,2020,92(3):478-496 [12]Hui Jiang,Weigang Wang.第二类分数Ornstein-Uhlenbeck过程中参数估计的偏差不等式与Carmer-型中偏差.中国科学: 数学,2020,50(7):1007-1022 [13]邵金,蒋辉.非时齐扩散过程遍历性的假设检验.数学进展,2019,48:482-488 [14]Hui Jiang,Junfeng Liu,Shaochen Wang.Self-normalized asymptotic properties for the parameter estimation in fractional Ornstein-Uhlenbeck process.Stochastics and Dynmics,2019,19:1950018 [15]Hacene Djellout,Hui Jiang.Large deviations of the threshold estimator of integrated (co-)volatility vector in the presence of jumps.Journal of Theoretical Probability,2018,31(3):1606-1624 [16]Yunshi Gao,Hui Jiang,Shaochen Wang.Moderate deviations for Euler-Maruyama approximation of Hull-White stochastic volatility model.Frontiers of Mathematics in China,2018,13(4):809-832 [17]Fuqing Gao,Hui Jiang.Deviation inequalities for quadratic Wiener functionals and moderate deviations for parameter estimators.Science China Mathematics,2017,60(7):1181-1196 [18]Hui Jiang,Shaochen Wang.Moderate deviation principles for classical likelihood ratio tests of high-dimensional normal distributions.Journal of Multivariate Analysis,2017,156:57-69 [19]Hui Jiang,Shaochen Wang.Error bounds for kernel density estimator of spectral distribution for Gaussian Unitary Ensembles.Statistics and Probability Letters,2017,126:179-184 [20]Hui Jiang,Shimin Li,Shaochen Wang.Deviation inequalities, moderate deviation principles for certain Gaussian functionals, and their applications in parameter estimation.Stochastic Analysis and Applications,2017,35:615-632