代表性论文:

1. Dai G.,  Su Z.,  Ulyanov  V.,  Wang H. On log-concave-tailed chaoses and the restricted isometry property. Journal of Functional Analysis 289 (2025), no. 11, Paper No. 111130, 41 pp.

2. Dai G., Su  Z., Wang  H. Tail bounds on the spectral norm of sub-exponential random matrices. Random Matrices. Theory and Applications 13 (2024), no. 1, Paper No. 2350013, 21 pp.

3. Bu R., Li D. Linton O., Wang H.  Nonparametic  estimation of large spot volatility matrices for high-frequency financial data, Econometric Theory, (2025).

4. Su  Z. and Wang  H. A Donsker-type theorem for log-likelihood processes. Journal of Theoretical Probability (2020), 33:  1401-1425.

5. Song  Y. and Wang H. Central limit theorems of local polynomial threshold estimators for diffusion processes with jumps.  Scandinavian Journal of Statistics (2018) 45:  644-681.

6. Lin Z. and Wang  H.   On convergence to stochastic integrals.  Journal of Theoretical Probability (2016) 29: 717–736.

7. Liang H. Phillips  P. Wang  H. and Wang Q. Weak convergence to stochastic integrals for econometric applications. Econometric Theory  (2016) 32: 1349–1375.

8. Wang H.  The Euler scheme for a stochastic differential equation driven by pure jump semimartingales.   Journal of  Applied  Probability  (2015) 52: 149-166.

9. Lin Z., and Wang H.  Strong approximation of locally square-integrable martingales. Acta Mathematica Sinica (English Series) (2012) 28: 1221–1232.

10. Lin  Z. and Wang  H. Empirical likelihood inference for diffusion processes with jumps. Science China Mathematics (2010) 53: 1805-1816.

专著:

Lin, Z. Wang, H.  (2014), Weak convergence and its applications, World Scientific Publishing Co. Pte. Ltd., Hackensack, NJ.  ISBN  978-981-4447-69-0

代表性论文:

1. Dai G.,  Su Z.,  Ulyanov  V.,  Wang H. On log-concave-tailed chaoses and the restricted isometry property. Journal of Functional Analysis 289 (2025), no. 11, Paper No. 111130, 41 pp.

2. Dai G., Su  Z., Wang  H. Tail bounds on the spectral norm of sub-exponential random matrices. Random Matrices. Theory and Applications 13 (2024), no. 1, Paper No. 2350013, 21 pp.

3. Bu R., Li D. Linton O., Wang H.  Nonparametic  estimation of large spot volatility matrices for high-frequency financial data, Econometric Theory, (2025).

4. Su  Z. and Wang  H. A Donsker-type theorem for log-likelihood processes. Journal of Theoretical Probability (2020), 33:  1401-1425.

5. Song  Y. and Wang H. Central limit theorems of local polynomial threshold estimators for diffusion processes with jumps.  Scandinavian Journal of Statistics (2018) 45:  644-681.

6. Lin Z. and Wang  H.   On convergence to stochastic integrals.  Journal of Theoretical Probability (2016) 29: 717–736.

7. Liang H. Phillips  P. Wang  H. and Wang Q. Weak convergence to stochastic integrals for econometric applications. Econometric Theory  (2016) 32: 1349–1375.

8. Wang H.  The Euler scheme for a stochastic differential equation driven by pure jump semimartingales.   Journal of  Applied  Probability  (2015) 52: 149-166.

9. Lin Z., and Wang H.  Strong approximation of locally square-integrable martingales. Acta Mathematica Sinica (English Series) (2012) 28: 1221–1232.

10. Lin  Z. and Wang  H. Empirical likelihood inference for diffusion processes with jumps. Science China Mathematics (2010) 53: 1805-1816.

专著:

Lin, Z. Wang, H.  (2014), Weak convergence and its applications, World Scientific Publishing Co. Pte. Ltd., Hackensack, NJ.  ISBN  978-981-4447-69-0

代表性论文:

1. Dai G.,  Su Z.,  Ulyanov  V.,  Wang H. On log-concave-tailed chaoses and the restricted isometry property. Journal of Functional Analysis 289 (2025), no. 11, Paper No. 111130, 41 pp.

2. Dai G., Su  Z., Wang  H. Tail bounds on the spectral norm of sub-exponential random matrices. Random Matrices. Theory and Applications 13 (2024), no. 1, Paper No. 2350013, 21 pp.

3. Bu R., Li D. Linton O., Wang H.  Nonparametic  estimation of large spot volatility matrices for high-frequency financial data, Econometric Theory, (2025).

4. Su  Z. and Wang  H. A Donsker-type theorem for log-likelihood processes. Journal of Theoretical Probability (2020), 33:  1401-1425.

5. Song  Y. and Wang H. Central limit theorems of local polynomial threshold estimators for diffusion processes with jumps.  Scandinavian Journal of Statistics (2018) 45:  644-681.

6. Lin Z. and Wang  H.   On convergence to stochastic integrals.  Journal of Theoretical Probability (2016) 29: 717–736.

7. Liang H. Phillips  P. Wang  H. and Wang Q. Weak convergence to stochastic integrals for econometric applications. Econometric Theory  (2016) 32: 1349–1375.

8. Wang H.  The Euler scheme for a stochastic differential equation driven by pure jump semimartingales.   Journal of  Applied  Probability  (2015) 52: 149-166.

9. Lin Z., and Wang H.  Strong approximation of locally square-integrable martingales. Acta Mathematica Sinica (English Series) (2012) 28: 1221–1232.

10. Lin  Z. and Wang  H. Empirical likelihood inference for diffusion processes with jumps. Science China Mathematics (2010) 53: 1805-1816.

专著:

Lin, Z. Wang, H.  (2014), Weak convergence and its applications, World Scientific Publishing Co. Pte. Ltd., Hackensack, NJ.  ISBN  978-981-4447-69-0