Central limit theorems for eigenvalues in a spiked population model

Bai, Zhidong; Yao, Jian-Feng

Annales de l'I.H.P. Probabilités et statistiques, Volume 44 (2008) p. 447-474

Multi-parameter auto-models with applications to cooperative systems

Hardouin, Cécile; Yao, Jian-Feng

Comptes Rendus. Mathématique, Volume 345 (2007) p. 349-352

Tail of a linear diffusion with Markov switching

de Saporta, Benoîte; Yao, Jian-Feng

Comptes Rendus. Mathématique, Volume 339 (2004) p. 643-646

Linear diffusion with stationary switching regime

Guyon, Xavier; Iovleff, Serge; Yao, Jian-Feng

ESAIM: Probability and Statistics, Volume 8 (2004) p. 25-35