Yong Chen

activity

20102022

most citedOn the eigenfunctions of the complex Ornstein-Uhlenbeck operators

14 citations · 49 across the 22 of their papers we have counts for

collaborators

Showing 2018Show all

2 papers · 1 filter

math.PR2018

Berry-Esséen bound for the Parameter Estimation of Fractional Ornstein-Uhlenbeck Processes with the Hurst Parameter $H \in (0, 1/2)$

Yong Chen, Nenghui Kuang

For an Ornstein-Uhlenbeck process driven by a fractional Brownian motion with Hurst parameter 0<H<1/2, one shows the Berry-Esséen bound of the least squares estimator of the drift…

math.PR2018★ 1 cited

Berry-Esseen bound for the Parameter Estimation of Fractional Ornstein-Uhlenbeck Processes

Yong Chen, Nenghui Kuang, Ying Li

For an Ornstein-Uhlenbeck process driven by fractional Brownian motion with Hurst index $H \in [\frac{1}{2}, \frac{3}{4}]$ , we show the Berry-Esséen bound of the least squares estimator of t…

Berry-Esséen bound for the Parameter Estimation of Fractional Ornstein-Uhlenbeck Processes with the Hurst Parameter H∈(0,1/2)

Berry-Esseen bound for the Parameter Estimation of Fractional Ornstein-Uhlenbeck Processes

Berry-Esséen bound for the Parameter Estimation of Fractional Ornstein-Uhlenbeck Processes with the Hurst Parameter $H \in (0, 1/2)$