Yong Chen

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Yong Chen Q730745



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!

PublicationDate of PublicationType
Berry-Esséen bounds for the statistical estimators of an Ornstein-Uhlenbeck process driven by a general Gaussian noise
Fractional Calculus & Applied Analysis
2025-11-18Paper
Optimal surrogate-assisted sampling for cost-efficient validation of electronic health record outcomes
Statistics in Medicine
2025-11-01Paper
Berry-Esséen bound for complex Wiener-Itô integral
Stochastics and Dynamics
2025-05-07Paper
Parameter estimation for an Ornstein-Uhlenbeck process driven by a type of Gaussian noise with Hurst parameter \(H\in (0,\frac{1}{2})\)
Acta Mathematica Scientia. Series A. (Chinese Edition)
2025-04-14Paper
An improved Berry-Esséen bound of least squares estimation for fractional Ornstein-Uhlenbeck processes
Acta Mathematica Scientia. Series A. (Chinese Edition)
2025-04-14Paper
Two Types of Gaussian Processes and their Application to Statistical Estimations for Non-ergodic Vasicek Model2023-10-02Paper
The Properties of Fractional Gaussian Process and Their Applications2023-09-19Paper
Parameter estimation for Vasicek model driven by a general Gaussian noise
Communications in Statistics: Theory and Methods
2023-06-27Paper
An Improved Berry-Esseen Bound of Least Squares Estimation for Fractional Ornstein-Uhlenbeck Processes2022-10-02Paper
Parameter estimation for an Ornstein-Uhlenbeck Process driven by a general Gaussian noise with Hurst Parameter $H\in (0,\frac12)$2021-11-30Paper
Berry-Esseen bounds and almost sure CLT for the quadratic variation of a general Gaussian process2021-06-03Paper
Second Moment Estimator for An AR(1) Model Driven by A Long Memory Gaussian Noise
(available as arXiv preprint)
2020-08-27Paper
Parameter estimation for an Ornstein-Uhlenbeck Process driven by a general Gaussian noise
(available as arXiv preprint)
2020-02-22Paper
Berry-Ess\'een bound for the Parameter Estimation of Fractional Ornstein-Uhlenbeck Processes with the Hurst Parameter $H\in (0,1/2)$2018-10-04Paper
On the Jordan decomposition for a class of non-symmetric Ornstein-Uhlenbeck operators2012-12-08Paper
Asymptotic distributions of order statistics from doubly truncated Cauchy distribution
Acta Scientiarum Naturalium Universitatis Pekinensis
2012-06-01Paper
On the relation between reversibility and monotonicity of fluctuation spectra for discrete time finite state Markov chains
Statistics & Probability Letters
2009-09-30Paper
Irreversibility implies the occurrence of nonmonotonic power spectra
Journal of Mathematical Physics
2008-10-14Paper
On characterization of reversible Markov processes by monotonicity of the fluctuation spectral density
Journal of Mathematical Physics
2007-05-16Paper
The Green–Kubo formula, autocorrelation function and fluctuation spectrum for finite Markov chains with continuous time
Journal of Physics A: Mathematical and General
2006-04-06Paper


Research outcomes over time


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