14 citations · 49 across the 22 of their papers we have counts for
22 papers
An Improved Berry-Esseen Bound of Least Squares Estimation for Fractional Ornstein-Uhlenbeck Processes
Yong Chen, Xiangmeng Gu
The aim of this paper is twofold. First, it offers a novel formula to calculate the inner product of the bounded variation function in the Hilbert space associated wi…
The Berry-Esséen Upper Bounds of Vasicek Model Estimators
Yong Chen, Yumin Cheng
The Berry-Esséen upper bounds of moment estimators and least squares estimators of the mean and drift coefficients in Vasicek models driven by general Gaussian processes are studie…
Parameter estimation for an Ornstein-Uhlenbeck Process driven by a general Gaussian noise with Hurst Parameter
Yong Chen, Xiangmeng Gu, Ying Li
In Chen and Zhou 2021, they consider an inference problem for an Ornstein-Uhlenbeck process driven by a general one-dimensional centered Gaussian process . The seco…
Moderate and maximal inequalities for diffusion processes and conformal martingales
Xian Chen, Yong Chen, Mumien Cheng +1
The maximal inequalities for martingales are one of the classical results in the theory of stochastic processes. Here we establish the sharp moderate maximal inequalities for…
Berry-Esseen bounds and almost sure CLT for the quadratic variation of a general Gaussian process
Yong Chen, Zhen Ding, Ying Li
In this paper, we consider the explicit bound for the second-order approximation of the quadratic variation of a general fractional Gaussian process . The second or…
Sturm-Liouville Theory and Decay Parameter for Quadratic Markov Branching Processes
Anyue Chen, Yong Chen, Wujun Gao +1
For a quadratic Markov branching process (QMBP), we show that the decay parameter is equal to the first eigenvalue of a Sturm-Liouville operator associated with the PDE that the ge…