Yong Chen

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List of research outcomes

Publication	Date of Publication	Type
Two Types of Gaussian Processes and their Application to Statistical Estimations for Non-ergodic Vasicek Model	2023-10-02	Paper
The Properties of Fractional Gaussian Process and Their Applications	2023-09-19	Paper
Parameter estimation for Vasicek model driven by a general Gaussian noise	2023-06-27	Paper
An Improved Berry-Esseen Bound of Least Squares Estimation for Fractional Ornstein-Uhlenbeck Processes	2022-10-02	Paper
Parameter estimation for an Ornstein-Uhlenbeck Process driven by a general Gaussian noise with Hurst Parameter $H\in (0,\frac12)$	2021-11-30	Paper
Berry-Esseen bounds and almost sure CLT for the quadratic variation of a general Gaussian process	2021-06-03	Paper
Second Moment Estimator for An AR(1) Model Driven by A Long Memory Gaussian Noise	2020-08-27	Paper
Parameter estimation for an Ornstein-Uhlenbeck Process driven by a general Gaussian noise	2020-02-22	Paper
Berry-Ess\'een bound for the Parameter Estimation of Fractional Ornstein-Uhlenbeck Processes with the Hurst Parameter $H\in (0,1/2)$	2018-10-04	Paper
On the Jordan decomposition for a class of non-symmetric Ornstein-Uhlenbeck operators	2012-12-08	Paper
Asymptotic distributions of order statistics from doubly truncated Cauchy distribution	2012-06-01	Paper
On the relation between reversibility and monotonicity of fluctuation spectra for discrete time finite state Markov chains	2009-09-30	Paper
Irreversibility implies the occurrence of nonmonotonic power spectra	2008-10-14	Paper
On characterization of reversible Markov processes by monotonicity of the fluctuation spectral density	2007-05-16	Paper
The Green–Kubo formula, autocorrelation function and fluctuation spectrum for finite Markov chains with continuous time	2006-04-06	Paper

Research outcomes over time

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