Fuqi Chen

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Inference for a change-point problem under an OU setting with unequal and unknown volatilities The Canadian Journal of Statistics	2020-04-28	Paper
Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting Annals of the Institute of Statistical Mathematics	2018-08-10	Paper
On estimation of the change points in multivariate regression models with structural changes Communications in Statistics: Theory and Methods	2017-08-23	Paper
Inference for a mean-reverting stochastic process with multiple change points Electronic Journal of Statistics	2017-06-08	Paper
Determination of a structural break in a mean-reverting process	2016-10-10	Paper
A class of Stein-rules in multivariate regression model with structural changes Scandinavian Journal of Statistics	2016-03-16	Paper
Optimal method in multiple regression with structural changes Bernoulli	2015-10-30	Paper
Constrained inference in multiple regression with structural changes Statistics & Risk Modeling	2015-01-22	Paper
Generalized inference for the difference between two means in location-scale families International Journal of Evolution Equations	2014-10-15	Paper
On extension of some identities for the bias and risk functions in elliptically contoured distributions Journal of Multivariate Analysis	2014-01-13	Paper
Generalized confidence interval and \(p\)-value in location and scale family Sankhyā. Series B	2013-08-02	Paper
Equivariance and generalized inference in two-sample location-scale families Journal of Probability and Statistics	2011-10-26	Paper

Research outcomes over time

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