Chunhua Ma

Asymptotic properties of estimators in a stable Cox–Ingersoll–Ross model

Zenghu Li, Chunhua Ma · Stochastic Processes and their Applications · 2015 · 101 citations

Engineering, Asymptotic Properties, Econometrics +2

Alpha-CIR model with branching processes in sovereign interest rate modeling

Ying Jiao, Chunhua Ma, Simone Scotti · Finance and Stochastics · 2017 · 65 citations

Cox-ingersoll-ross Model, Economics, Monetary Policy +6

A branching process approach to power markets

Ying Jiao, Chunhua Ma, Simone Scotti et al. · Energy Economics · 2018 · 54 citations · Full text

Power Market, Economics, Power Trading +5

On the hitting times of continuous-state branching processes with immigration

Xan Duhalde, Clément Foucart, Chunhua Ma · Stochastic Processes and their Applications · 2014 · 39 citations · Full text

Engineering, Stochastic Processes, Systems Engineering +5

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