Chunhao Cai

Identifiers

• name variant Chunhao Cai 0.60 · backfill

Papers (8)

1. Truncated Signature Information for Mixed Fractional Brownian Paths math.PR · 2026 · author #1
2. A GPH-Filtered Hannan--Rissanen Information Criterion for ARFIMA Order Selection math.ST · 2026 · author #1
3. Second-order PACF asymptotics and discrimination between fractional Gaussian noise and $\FARIMA(0,d,0)$ math.ST · 2026 · author #1
4. Experiment design for controlled partially observed fractional diffusion process math.PR · 2016 · author #1
5. Non-parametric threshold estimation for classical risk process perturbed by diffusion math.ST · 2016 · author #1
6. Occupation times of intervals until last passage times for spectrally negative Levy processes math.PR · 2016 · author #2
7. Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise math.ST · 2013 · author #2
8. Mixed Gaussian processes: A filtering approach math.PR · 2012 · author #1

Mentions

• 2606.09121 #1 · arxiv_oai · confidence 0.70 Chunhao Cai
• 2606.04561 #1 · arxiv_oai · confidence 0.70 Chunhao Cai
• 2605.31416 #1 · arxiv_oai · confidence 0.70 Chunhao Cai
• 1304.5929 #2 · backfill · confidence 0.70 Chunhao Cai
• 1208.6253 #1 · backfill · confidence 0.70 Chunhao Cai

Frequent Coauthors

• Marina Kleptsyna 2 shared papers
• Alexandre Brouste 1 shared papers
• Bo Li 1 shared papers
• Honglong You 1 shared papers
• Junyi Guo 1 shared papers
• Pavel Chigansky 1 shared papers
• Wujun LV 1 shared papers