Hongwei Long

Least squares estimator for Ornstein–Uhlenbeck processes driven by <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si4.gif" display="inline" overflow="scroll"><mml:mi>α</mml:mi></mml:math>-stable motions

Yaozhong Hu, Hongwei Long · Stochastic Processes and their Applications · 2009 · 95 citations

State Estimation, Numerical Analysis, Math Xmlns +8

Least squares estimator for discretely observed Ornstein–Uhlenbeck processes with small Lévy noises

Hongwei Long · Statistics & Probability Letters · 2009 · 49 citations

Multivariate Stochastic Volatility, Engineering, Small Lévy Noises +8

Parameter estimation for Ornstein-Uhlenbeck processes driven by α-stable Lévy motions

Yaozhong Hu, Hongwei Long · Communications on Stochastic Analysis · 2007 · 48 citations · Full text

Least squares estimators for discretely observed stochastic processes driven by small Lévy noises

Hongwei Long, Yasutaka Shimizu, Wei Sun · Journal of Multivariate Analysis · 2013 · 40 citations

Engineering, Small Lévy Noises, Stochastic Processes +7

Least squares estimators for stochastic differential equations driven by small Lévy noises

Hongwei Long, Chunhua Ma, Yasutaka Shimizu · Stochastic Processes and their Applications · 2016 · 37 citations

Engineering, Small Lévy Noises, Stochastic Dynamical System +5