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Qi-Man Shao · Study

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Qi-Man Shao

8 works· latest 2019· 4 institutionscluster: provisionalORCID 0000-0002-8916-3943

h-index8

i108

Citations404

Works here8

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Most cited in this library

On discriminating between long-range dependence and changes in mean2006 · 160 citations
Limit theorems with rate of convergence under sublinear expectations2019 · 53 citations
Bounds and estimators of a basic constant in extreme value theory of Gaussian processes1996 · 47 citations
Small ball probabilities for Gaussian processes with stationary increments under Hölder norms1995 · 40 citations
Strong Limit Theorems for Large and Small Increments of $l^p$-Valued Gaussian Processes1993 · 35 citations

Works

8 shown

Limit theorems with rate of convergence under sublinear expectations

Bernoulli·2019·4 authors·Open access

53citations

On non-stationary threshold autoregressive models

Bernoulli·2011·3 authors·Open access

19citations

On discriminating between long-range dependence and changes in mean

The Annals of Statistics·2006·4 authors·Open access

160citations

A Gaussian correlation inequality and its applications to the existence of small ball constant

Stochastic Processes and their Applications·2003·1 author·Open access

31citations

Bounds and estimators of a basic constant in extreme value theory of Gaussian processes

Rare & Special e-Zone (The Hong Kong University of Science and Technology)·1996·1 author

47citations

Small ball probabilities for Gaussian processes with stationary increments under Hölder norms

Journal of Theoretical Probability·1995·3 authors

40citations

Limit theorems for the union-intersection test

Journal of Statistical Planning and Inference·1995·2 authors

19citations

Strong Limit Theorems for Large and Small Increments of $l^p$-Valued Gaussian Processes

The Annals of Probability·1993·2 authors·Open access

35citations