Chunhao Cai

发表

Parameter identification for mixed fractional Brownian motions with the drift parameter

Weilin Xiao, Chunhao Cai, Xuwen Cheng, 2019 .

Statistical analysis of some models of fractional type process

Chunhao Cai, C. Cai, 2014 .

CONTROLLED DRIFT ESTIMATION IN FRACTIONAL DIFFUSION LINEAR SYSTEMS

A. Brouste, Chunhao Cai, C. Cai, 2013 .

Stochastic integral with respect to the mixed fractional Brownian motion and drift estimation of the mixed fraction Ornstein-Ulenbeck process

Weilin Xiao, Chunhao Cai, 2018, 1802.00982.

Mixed Gaussian processes: A filtering approach

P. Chigansky, Chunhao Cai, M. Kleptsyna, 2012, 1208.6253.

Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise

A. Brouste, Chunhao Cai, M. Kleptsyna, 2013, 1304.5929.

Occupation Times of Intervals Until Last Passage Times for Spectrally Negative Lévy Processes

Chunhao Cai, Bo-Yan Li, 2016, 1605.07709.

Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise

A. Brouste, Chunhao Cai, M. Soltane, 2020 .

Optimal Input Design for Parameter Estimation in AR(1) with Dependent Stationary Noise

Chunhao Cai, C. Cai, 2017 .

Experiment design for controlled partially observed fractional diffusion process

Chunhao Cai, LV Wujun, C. Cai, 2016, 1609.08948.

Controlled Parameter Estimation for The AR(1) Model with Stationary Gaussian Noise

Lin Sun, Chunhao Cai, Min Zhang, 2022, Fractal and Fractional.