Concepedia

Wen Dai

WD

Statistics

Publications

2

Citations

172

H-Index

2

Active since

1996

Affiliations

Australian National University(Current)

Wen Dai is an author at Australian National University specializing in engineering, brownian motion, and asset pricing.

Top concepts

Publications per year

1996–1996

2

Publications

2

Itô′s formula with respect to fractional Brownian motion and its application

Wen Dai, C. C. Heyde · International Journal of Stochastic Analysis · 1996 · 139 citations · Full text

, , +9

ON THE ROBUSTNESS TO SMALL TRENDS OF ESTIMATION BASED ON THE SMOOTHED PERIODOGRAM

C. C. Heyde, Wen Dai · Journal of Time Series Analysis · 1996 · 33 citations

, , +12

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