Chunhua Ma
Finance · 2013–2017
A researcher in the Science corpus: 2 papers; trusts 20 researchers and is trusted by 1 researcher here, as inferred from the citation graph.
Subfields
- Finance — 25 citations into it; #7,777 of 10,518 by trust here, #10,047 by citations
- Mathematical Physics — 13 citations into it; #6,696 of 8,562 by trust here, #7,868 by citations
- Statistics and Probability — 10 citations into it; #9,799 of 12,932 by trust here, #12,077 by citations
- Economics and Econometrics — 6 citations into it
- Management Science and Operations Research — 5 citations into it
Whom Chunhua Ma trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Bojan Basrak
- Masayuki Uchida
- Michael SØrensen
- Yasutaka Shimizu
- Donald A. Dawson
- Zenghu Li
- Nakahiro Yoshida
- Yuhong Yang
- Suresh Sundaresan
- Zongfei Fu
Who trusts Chunhua Ma overall
Papers from Chunhua Ma's perspective
Ordered by how strongly the researchers Chunhua Ma trusts endorse each paper. Same corpus, a different order for every researcher.
- Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions
- Small-diffusion asymptotics for discretely sampled stochastic differential equations
- Regularly varying multivariate time series
- Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations
- The sample autocorrelation function of non-linear time series
- M-Estimation for Discretely Observed Ergodic Diffusion Processes with Infinitely Many Jumps
- Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
- The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claims
- Extremal behavior of regularly varying stochastic processes
- Information Theory, Inference, and Learning Algorithms
Their papers
- Least squares estimators for stochastic differential equations driven by small Lévy noises (2017) — 48 citations
- Asymptotic properties of estimators in a stable Cox–Ingersoll–Ross model (2013) — 118 citations