Ye Chen

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All published works

Action	Title	Year	Authors
+	The joint Laplace transforms for killed diffusion occupation times	2024	Yingqiu Li Ye Chen
+	Pricing American Options under Levy Jump Models: A Multidimensional Transform Method	2023	Natalia Beliaeva Ye Chen Sanjay K. Nawalkha Michael Sullivan
+	Joint Distributions Concerning Last Exit Time for Diffusion Processes	2023	Ye Chen Yingqiu Li
+	An occupation time related potential measure for diffusion processes	2017	Ye Chen Yingqiu Li Xiaowen Zhou
+	Optimal jackknife for unit root models	2014	Ye Chen Jun Yu
+	Restricted Likelihood Ratio Tests in Predictive Regression	2014	Peter C.B. Phillips Ye Chen
+	Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models	2011	Ye Chen Jun Yu

Common Coauthors

Coauthor	Papers Together
Jun Yu	2
Yingqiu Li	2
Yingqiu Li	1
Sanjay K. Nawalkha	1
Xiaowen Zhou	1
Michael Sullivan	1
Peter C.B. Phillips	1
Natalia Beliaeva	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+	Diffusion occupation time before exiting	2014	Yingqiu Li Suxin Wang Xiaowen Zhou Na Zhu	3
+ PDF Chat	Diffusion processes in one dimension	1954	William Feller	3
+ PDF Chat	Occupation times of spectrally negative Lévy processes with applications	2011	David Landriault Jean‐François Renaud Xiaowen Zhou	3
+	UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST	2009	Peter C.B. Phillips Tassos Magdalinos	3
+ PDF Chat	The Joint Laplace Transforms for Diffusion Occupation Times	2013	Bin Li Xiaowen Zhou	3
+	Handbook of Brownian Motion - Facts and Formulae	2002	A. N. Borodin Paavo Salminen	3
+	Approximate Tests of Correlation in Time-Series	1949	M. H. Quenouille	2
+ PDF Chat	Laplace Transforms Related to Excursions of a One-Dimensional Diffusion	1999	Jim Pitman Marc Yor	2
+ PDF Chat	Hitting, occupation and inverse local times of one-dimensional diffusions: martingale and excursion approaches	2003	Jim Pitman Marc Yor	2
+	Towards a unified asymptotic theory for autoregression	1987	P. C. B. Phillips	2
+ PDF Chat	On the last exit times for spectrally negative Lévy processes	2017	Yingqiu Li Chuancun Yin Xiaowen Zhou	2
+	Asymptotic expansions for the mean and variance of the serial correlation coefficient	1961	John S. White	2
+	Occupation times of intervals until first passage times for spectrally negative Lévy processes	2013	Ronnie Loeffen Jean‐François Renaud Xiaowen Zhou	2
+	An occupation time related potential measure for diffusion processes	2017	Ye Chen Yingqiu Li Xiaowen Zhou	2
+	The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model	2013	David Dickson Shuanming Li	1
+	Testing predictive regression models with nonstationary regressors	2013	Zongwu Cai Yunfei Wang	1
+	NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION	1954	M. G. Kendall	1
+	Regression Model Selection—A Residual Likelihood Approach	2002	Peide Shi Chih‐Ling Tsai	1
+ PDF Chat	Exit Problems for Spectrally Negative Lévy Processes Reflected at Either the Supremum or the Infimum	2007	Xiaowen Zhou	1
+	Bias Reduction of Autoregressive Estimates in Time Series Regression Model through Restricted Maximum Likelihood	2000	Wai‐Kwong Cheang Gregory C. Reinsel	1
+	How long is the surplus below zero?	1993	Alfredo D. Egı́dio dos Reis	1
+	NOTES ON BIAS IN ESTIMATION	1956	M. H. Quenouille	1
+	Jackknife, Bootstrap and Other Resampling Methods in Regression Analysis	1986	C. F. Jeff Wu	1
+ PDF Chat	Bootstrap Methods: Another Look at the Jackknife	1979	B. Efron	1
+	The restricted likelihood ratio test for autoregressive processes	2011	Willa W. Chen Rohit Deo	1
+	Asymptotic Distributions of the Least Squares Estimator for Diffusion Processes	2010	Qiankun Zhou Jun Yu	1
+	On Confidence Intervals for Autoregressive Roots and Predictive Regression	2014	Peter C.B. Phillips	1
+	Optimal Jackknife for Discrete Time and Continuous Time Unit Root Models	2011	Ye Chen Jun Yu	1
+	Inference in Models with Nearly Integrated Regressors	1995	Christopher L. Cavanagh Graham Elliott James H. Stock	1
+ PDF Chat	Joint distribution of a spectrally negative Lévy process and its occupation time, with step option pricing in view	2016	Hélène Guérin Jean‐François Renaud	1
+	Clarification: Regression Model Selection—A Residual Likelihood Approach	2008	Chenlei Leng Peide Shi Chih‐Ling Tsai	1
+ PDF Chat	The restricted likelihood ratio test at the boundary in autoregressive series	2009	Willa W. Chen Rohit Deo	1
+	LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS	2009	Tassos Magdalinos Peter C.B. Phillips	1
+	The exact moments of a ratio of quadratic forms in normal variables	1986	Jan R. Magnus	1
+	Fluctuations of Omega-killed spectrally negative Lévy processes	2016	Bo Li Zbigniew Palmowski	1
+	A Conditional Likelihood Approach to Residual Maximum Likelihood Estimation in Generalized Linear Models	1996	Gordon K. Smyth A. P. Verbyla	1
+	Probability Theory III	1998	Yu. V. Prokhorov Albert N. Shiryaev	1
+	On the Use of Marginal Likelihood in Time Series Model Estimation	1989	G. Tunnicliffe Wilson	1
+	Moments of a Serial Correlation Coefficient	1965	L. R. Shenton Whitney L. Johnson	1
+ PDF Chat	On the Time Spent in the Red by a Refracted Lévy Risk Process	2014	Jean‐François Renaud	1
+ PDF Chat	On the constructions of the skew Brownian motion	2006	Antoine Lejay	1
+ PDF Chat	Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory	2013	Chuancun Yin Kam Chuen Yuen	1
+ PDF Chat	Limit theory for moderate deviations from a unit root	2005	Peter C.B. Phillips Tassos Magdalinos	1
+	Jackknife Bias Reduction in the Presence of a Unit Root	2010	Marcus J. Chambers Maria Kyriacou	1
+ PDF Chat	Optimal Inference in Regression Models with Nearly Integrated Regressors	2006	Michael Jansson Marcelo J. Moreira	1
+	BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD	2009	Willa W. Chen Rohit Deo	1
+ PDF Chat	The Exact Moments of a Ratio of Quadratic Forms in Normal Variables	1986	Magnus	1
+ PDF Chat	Occupation Times for Markov-Modulated Brownian Motion	2012	Lothar Breuer	1
+	Bias Reduction of Autoregressive Estimates in Time Series Regression Model through Restricted Maximum Likelihood	2000	Wai‐Kwong Cheang Gregory C. Reinsel	1
+	Uniform Inference in Predictive Regression Models	2013	Willa W. Chen Rohit Deo Yanping Yi	1