Hongwei Long

Finance · 2007–2017

A researcher in the Science corpus: 4 papers; trusts 23 researchers and is trusted by 8 researchers here, as inferred from the citation graph.

Subfields

• Finance — 38 citations into it; #4,265 of 10,518 by trust here, #7,251 by citations
• Statistics and Probability — 16 citations into it
• Mathematical Physics — 15 citations into it; #4,962 of 8,562 by trust here, #6,178 by citations
• Computational Theory and Mathematics — 7 citations into it
• Artificial Intelligence — 5 citations into it
• Economics and Econometrics — 5 citations into it; #21,712 of 23,481 by trust here, #21,405 by citations

Whom Hongwei Long trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Yasutaka Shimizu
2. Masayuki Uchida
3. H. Sørensen
4. Michael SØrensen
5. Yaozhong Hu
6. Nakahiro Yoshida
7. Peter J. Brockwell
8. Yuhong Yang
9. Suresh Sundaresan
10. Jean Jacod

Who trusts Hongwei Long overall

1. Yaozhong Hu
2. R. Belfadli

Papers from Hongwei Long's perspective

Ordered by how strongly the researchers Hongwei Long trusts endorse each paper. Same corpus, a different order for every researcher.

1. Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions
2. Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations
3. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
4. An Introduction to Probability Theory and Its Applications
5. The Behavior of Stock-Market Prices
6. Information Theory, Inference, and Learning Algorithms
7. M-Estimation for Discretely Observed Ergodic Diffusion Processes with Infinitely Many Jumps
8. The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claims
9. Statistics of Random Processes Ii: Applications
10. Small-diffusion asymptotics for discretely sampled stochastic differential equations

Their papers

• Least squares estimator for Ornstein―Uhlenbeck processes driven by α-stable motions (2009) — 109 citations
• Least squares estimators for stochastic differential equations driven by small Lévy noises (2017) — 48 citations
• Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises (2009) — 62 citations
• Parameter estimation for Ornstein-Uhlenbeck processes driven by α-stable Lévy motions (2007) — 67 citations