Rong Chen

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Citations

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Active since

1992

Affiliations

Rutgers, The State University of New Jersey(Current)

University of Illinois Chicago

Texas A&M University

Stanford University

Peking University

Rong Chen is an author at Rutgers, The State University of New Jersey specializing in time series analysis, time series modeling, and stochastic processes.

ORCID

Publications per year

1992–2024

Publications

Sequential Monte Carlo Methods for Dynamic Systems

Jun S. Liu, Rong Chen · Journal of the American Statistical Association · 1998 · 1K citations

Business, Decision Sciences, Stochastic Modeling +13

Time Series: Theory and Methods (2nd ed.).

Rong Chen, Peter J. Brockwell, Richard A. Davis · Journal of the American Statistical Association · 1992 · 1K citations

Computing, Data Science, Econometrics +11

Mixture Kalman Filters

Rong Chen, Jun S. Liu · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2000 · 598 citations

Computing, Systems Engineering, Bayesian Data Analysis +16

Functional-Coefficient Autoregressive Models

Rong Chen, Ruey S. Tsay · Journal of the American Statistical Association · 1993 · 221 citations

Social Sciences, Economics, Econometrics +13

Nonlinear Additive ARX Models

Rong Chen, Ruey S. Tsay · Journal of the American Statistical Association · 1993 · 170 citations

Computing, Data Science, Econometrics +13

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