Publications
1.
T. C. Sun and HwaiChung Ho (1986). Limit theorems of nonlinear
functions for
stationary Gaussian processes.
Dependence in
Probability and
Statistics, edited by E. Eberlein and M. Taqqu,
117 ,
Birkhauser.
2.
HwaiChung Ho and T. C. Sun (1987). A central limit theorem of
noninstantaneous filters for a stationary Gaussian process. Journal of Multivariate Analysis
22,144155.
3.
HwaiChung Ho and ChaoMin Hsu (1990). Limiting distributions for
nonlinear functions of stationary Gaussian processes with
multiplicative noise (Chinese).
Journal of Chinese Statistical Association 28, 185196.
4.
HwaiChung Ho and T. C. Sun (1990). Limiting distributions of
nonlinear vector functions of stationary Gaussian processes.
Annals of Probability 18, 11591173.
5. HwaiChung Ho and T. C. Sun (1991). A mixture type
of limit theorem
for nonlinear functions of Gaussian sequences.
Journal of
Theoretical Probability 4}, 407415.
6. HwaiChung Ho (1992). A noncentral limit
theorem for nonlinear
functions of Gaussian processes with φ
mixing multiplicative
noise.
Proceedings of the National Science Council  Part A 16, 6366.
7. HwaiChung Ho (1992). On limiting
distributions of nonlinear
functions of noisy Gaussian sequences. Stochastic Analysis and
Applications
10, 417430.
8. HwaiChung Ho (1994). A note on the
exponential bounds for
sequences of longrange dependence. Soochow Journal of Mathematics
20, 595602 . Special issue in memory of late
professor TsingHuoa Teng.
9. HwaiChung Ho (1995). On the strong uniform
consistency of density
estimation for strongly dependent sequences. Statistics and Probability
Letters
22, 149156.
10.
HwaiChung Ho (1995). The law of the iterated logarithm for
noninstantaneous filters of strongly dependent Gaussian
sequences. Journal of Theoretical Probability 8, 347 – 360.
11.
HwaiChung Ho and Tailen Hsing (1996). On the asymptotic joint
distribution of the sum and maximum of stationary
normal random variables.
Journal of Applied Probability 33, 138145.
12.
HwaiChung Ho and Tailen Hsing (1996). On the asymptotic expansion of
the
empirical
process of long memory moving averages. Annals of Statistics
24 ,9921024.
13. HwaiChung Ho (1996).
On central and noncentral limit theorems in density estimation for
sequences of long range dependence. Stochastic Processes and Their
Applications 63, 153174.
14. K. C. Huang, N. P. Ku,
H. E. Liu, H. C. Ho and J. Wei (1996). Study of factors correlated with
life quality of heart transplant recipients (Chinese). Nursing Research 4, 333344.
15. HwaiChung Ho and
Tailen Hsing (1997). Limit theorems for functionals
of moving averages. Annals of Probability 25, 16361669.
16. HwaiChung
Ho and Chienfu Lin (1998). Comments on "Real and spurious
longmemory properties of stock market data " by I. N. Lobato and N. E. Savin. Journal of Business and Economic
Statistics 16, 272273.
17. HwaiChung Ho (1998).
On almost sure representations for longmemory sequences. J. Korean Math. Society 35, pp. 741754. Special issue for the regional
conference of Bernoulli Society, Feb. 1998, Korea.
18. HwaiChung
Ho (1999). A note on first
passage time of stationary sequences. Statistica Sinica 9, 725733.
19. HwaiChung
Ho and William McCormick (1999). Asymptotic distributions of sum and
maximum for Gaussian processes.
Journal of Applied Probability 36, 10311044.
20.
HwaiChung Ho and Tailen Hsing (2000). A decomposition for generalized
Ustatistics of
longmemory linear processes. In Longrange Dependence: Theory and
Applications ,pp. 143155.
Eds. Doukhan, P., G. Oppenheim and Taqqu, M., Birkhauser.
21. HwaiChung Ho and ChunHsiu Chen (2001). A conversation
with Yuan Shih Chow (Chinese) . Journal of Chinese Statistical
Association 39, 23  44.
22. HwaiChung Ho (2001). Cointegration and LongMemory Models,
Lecture Notes, Institute of Statistical Science, Academia Sinica.
23. HwaiChung Ho (2002). On
functionals of linear processes with estimated parameters. Statistica Sinica 12, 11711190.
24. HwaiChung Ho, ChunHsiu Chen,
and RenHau Hsiao (2002). A conversation with George C. Tiao (Chinese).
Journal of Chinese Statistical Association 40, 275  302.
25. HwaiChung Ho and N.
J. Hsu (2005). Polynomial trend regression with
longmemory errors. Journal of
Time Series Analysis 26, 323354.
26.TsungLin Cheng and
HwaiChung Ho (2005). Asymptotic normality for the
nonlinear
functionals of noncausal linear processes with summable weights.
Journal of Theoretical
Probability 36, 345358.
27. HwaiChung Ho and Grace S.
Shieh (2006). Twostage Ustatistics for
hypothesis
testing. Scandinavian Journal of Statistics 33, 861873.
28. HwaiChung Ho (2006). Estimation
errors of the Sharpe ratio for longmemory stochastic volatility
models. In H.C. Ho, C. K. Ing and T. L. Lai, editors, Time Series and
Related Topics: in Memory of ChingZong Wei, pp. 165172. IMS Lecture Notes and Monograph
Series Vol. 52.
29. HwaiChung Ho, ShihChin Lee and
HsiouWei Lin (2006). Does the behavior of lottery players exhibit the
gambler's fallacy?  Evidence from the Taiwan lotto market. Taiwan Economics Review 34,
417444.
30. HwaiChung Ho, ChingKang Ing and
Tze Leung Lai (2006). Time Series and Related Topics: in Memory of
ChingZong Wei. IMS Lecture
Notes and Monograph Series
Vol. 52.
31. TsungLin Cheng and
HwaiChung Ho (2007). Central limit theorems for
instantaneous filters of
linear random fields on Z^{2}. In A. C. Hsiung, Z. Ying and C.
H. Zhang, editors, Random Walks, Sequential Analysis and Related Topics
A Festschrift in Honor of Y. S. Chow, pp. 7184. World Scientific.
32. HwaiChung Ho,
TsunSiou Lee and HungChou Tsai (2007). The pricing measure for
geometric Levy processes under incomplete financial markets. To appear
in Journal of Financial Studies.
33. HwaiChung Ho and
Peiyu Yang (2007). A note on the Sharpe
ratio for a class of
generalized stochastic volatility processes. To appear in Journal of
Chinese Statistical Association 45, 340354.
34. TsungLin Cheng, HwaiChung Ho
and Xuenwen Lu (2008). A note on asymptotic normality of kernel density
estimation for linear random fields on Z^{2}. Journal of Theoretical
Probability 21, 267286.
35. TsungLin Cheng and
HwaiChung Ho (2008). On BerryEsseen bounds for
noninstantaneous
filters of linear processes. Bernoulli 14, 301321.
PUBLICATIONS ( LAST FIVE YEARS)
1. HwaiChung Ho and N. J. Hsu
(2005). Polynomial trend regression with
longmemory errors. Journal of
Time Series Analysis 26, 323354.
2.TsungLin Cheng
and HwaiChung Ho (2005). Asymptotic normality for the
nonlinear
functionals of noncausal linear processes with summable weights.
Journal of Theoretical
Probability 36, 345358.
3. HwaiChung Ho and Grace S. Shieh
(2006). Twostage Ustatistics for
hypothesis
testing. Scandinavian Journal of Statistics 33, 861873
4. HwaiChung Ho (2006). Estimation
errors of the Sharpe ratio for longmemory stochastic volatility
models. In H.C. Ho, C. K. Ing and T. L. Lai, editors, Time Series and
Related Topics: in Memory of ChingZong Wei, pp. 165172. IMS Lecture Notes and Monograph
Series Vol. 52.
5. HwaiChung Ho, ShihChin Lee and
HsiouWei Lin (2006). Does the behavior of lottery players exhibit the
gambler's fallacy?  Evidence from the Taiwan lotto market. Taiwan Economics Review 34, 417444.
6. HwaiChung ho, ChingKang Ing and
Tze Leung Lai (2006). Time Series and Related Topics: in Memory of
ChingZong Wei. IMS Lecture
Notes and Monograph Series
Vol. 52.
7.TsungLin
Cheng and HwaiChung Ho (2007). Central limit theorems for
instantaneous filters of
linear random fields on Z^2. In A. C. Hsiung, Z. Ying and C. H. Zhang,
editors, Random Walks, Sequential Analysis and Related Topics A
Festschrift in Honor of Y. S. Chow, pp. 7184. World Scientific.
8. HwaiChung Ho, TsunSiou Lee and
HungChou Tsai (2007). The pricing measure for geometric Levy processes
under incomplete financial markets. To appear in Journal of Financial
Studies.
9. HwaiChung Ho and Peiyu Yang
(2007). A note on the Sharpe ratio for a class of generalized
stochastic volatility processes. Journal of Chinese Statistical
Association 45, 340354.
10. TsungLin Cheng, HwaiChung Ho
and Xuenwen Lu (2008). A note on asymptotic normality of kernel density
estimation for linear random fields on Z^{2}. Journal of Theoretical
Probability 21, 267286.
11. TsungLin Cheng and
HwaiChung Ho (2008). On BerryEsseen bounds for
noninstantaneous
filters of linear processes. Bernoulli 14, 301321.
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