Edit Profile (opens in new tab) Cai, Chunhao Co-Author Distance Author ID: cai.chunhao Published as: Cai, Chunhao; Cai, C. Homepage: http://en.sms.nankai.edu.cn/7d/df/c4059a32223/page.htm External Links: IdRef · theses.fr Documents Indexed: 19 Publications since 2013, including 6 Additional arXiv Preprints Co-Authors: 18 Co-Authors with 17 Joint Publications 525 Co-Co-Authors all top 5 Co-Authors 1 single-authored 4 Xiao, Weilin 3 Brouste, Alexandre 3 You, Honglong 2 Kleptsyna, Marina L. 2 Lv, Wujun 1 Cheng, Xuwen 1 Chigansky, Pavel 1 Guo, Junyi 1 Hu, Junqi 1 Huang, Yingzhong 1 Huang, Yinzhong 1 Li, Bo 1 Soltane, Marius 1 Wang, Longmin 1 Wang, Qinghua 1 Wang, Yingli 1 Wu, Xiang 1 Zhang, Min all top 5 Serials 2 Physica A 2 Journal of Computational and Applied Mathematics 1 The Annals of Probability 1 Journal of Theoretical Probability 1 Journal of Integral Equations and Applications 1 Mathematical Methods of Statistics 1 Statistical Inference for Stochastic Processes 1 Stochastics and Dynamics 1 Acta Mechanica Sinica 1 Communications in Mathematics and Statistics 1 AIMS Mathematics all top 5 Fields 11 Probability theory and stochastic processes (60-XX) 6 Statistics (62-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Numerical analysis (65-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Partial differential equations (35-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) 1 Fluid mechanics (76-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 10 Publications have been cited 53 times in 42 Documents Cited by ▼ Year ▼ Mixed Gaussian processes: a filtering approach. Zbl 1351.60038 Cai, Chunhao; Chigansky, Pavel; Kleptsyna, Marina 25 2016 Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation. Zbl 1391.62193 Cai, Chunhao; Chen, Nan; You, Honglong 6 2018 Occupation times of intervals until last passage times for spectrally negative Lévy processes. Zbl 1434.60128 Cai, Chunhao; Li, Bo 6 2018 Nonparametric estimation for a spectrally negative Lévy process based on high frequency data. Zbl 1402.62262 You, Honglong; Cai, Chunhao 5 2019 Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise. Zbl 1308.62140 Brouste, A.; Cai, C.; Kleptsyna, M. 4 2014 Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise. Zbl 1451.62097 Brouste, Alexandre; Cai, Chunhao; Soltane, Marius; Wang, Longmin 3 2020 Controlled drift estimation in fractional diffusion linear systems. Zbl 1267.62085 Brouste, Alexandre; Cai, Chunhao 2 2013 Aerodynamic load control on a dynamically pitching wind turbine airfoil using leading-edge protuberance method. Zbl 07679138 Zhang, Y. N.; Zhang, M. M.; Cai, C.; Xu, J. Z. 1 2020 Adaptative design for estimation of parameter of second order differential equation in fractional diffusion system. Zbl 07527059 Cai, Chunhao; Lv, Wujun 1 2020 Simulation of an integro-differential equation and application in estimation of ruin probability with mixed fractional Brownian motion. Zbl 1504.65010 Cai, Chunhao; Xiao, Weilin 1 2021 Simulation of an integro-differential equation and application in estimation of ruin probability with mixed fractional Brownian motion. Zbl 1504.65010 Cai, Chunhao; Xiao, Weilin 1 2021 Testing for the change of the mean-reverting parameter of an autoregressive model with stationary Gaussian noise. Zbl 1451.62097 Brouste, Alexandre; Cai, Chunhao; Soltane, Marius; Wang, Longmin 3 2020 Aerodynamic load control on a dynamically pitching wind turbine airfoil using leading-edge protuberance method. Zbl 07679138 Zhang, Y. N.; Zhang, M. M.; Cai, C.; Xu, J. Z. 1 2020 Adaptative design for estimation of parameter of second order differential equation in fractional diffusion system. Zbl 07527059 Cai, Chunhao; Lv, Wujun 1 2020 Nonparametric estimation for a spectrally negative Lévy process based on high frequency data. Zbl 1402.62262 You, Honglong; Cai, Chunhao 5 2019 Nonparametric estimation for a spectrally negative Lévy risk process based on low-frequency observation. Zbl 1391.62193 Cai, Chunhao; Chen, Nan; You, Honglong 6 2018 Occupation times of intervals until last passage times for spectrally negative Lévy processes. Zbl 1434.60128 Cai, Chunhao; Li, Bo 6 2018 Mixed Gaussian processes: a filtering approach. Zbl 1351.60038 Cai, Chunhao; Chigansky, Pavel; Kleptsyna, Marina 25 2016 Asymptotic properties of the MLE for the autoregressive process coefficients under stationary Gaussian noise. Zbl 1308.62140 Brouste, A.; Cai, C.; Kleptsyna, M. 4 2014 Controlled drift estimation in fractional diffusion linear systems. Zbl 1267.62085 Brouste, Alexandre; Cai, Chunhao 2 2013 all cited Publications top 5 cited Publications all top 5 Cited by 61 Authors 7 Cai, Chunhao 6 Prakasa Rao, B. L. S. 4 Kleptsyna, Marina L. 3 Li, Yingqiu 3 Mishura, Yuliya Stepanivna 3 Xiao, Weilin 3 Xie, Jiayi 3 Zhang, Zhimin 2 Chigansky, Pavel 2 Marushkevych, Dmytro 2 Ralchenko, Kostiantyn V. 2 Soltane, Marius 2 Sottinen, Tommi 2 Viitasaari, Lauri 2 Wei, Yushao 2 You, Honglong 1 Afterman, Danielle 1 Aurzada, Frank 1 Avetisian, Diana 1 Avram, Florin 1 Bekker, René 1 Brouste, Alexandre 1 Chen, Ye 1 Chen, Yong 1 Cheng, Xuwen 1 Dufitinema, Josephine 1 Grahovac, Danijel 1 Hu, Yangli 1 Jiang, Hui 1 Kilian, Martin 1 Landriault, David 1 Li, Bin 1 Li, Ying 1 Lkabous, Mohamed Amine 1 Lv, Wujun 1 Mackay, Anne 1 Mandjes, Michel Robertus Hendrikus 1 Melnikov, Aleksander Viktorovich 1 Milheiro-Oliveira, Paula 1 Nazarov, Alexander I. 1 Nikitin, Yakov Yur’evich 1 Peng, Zhaohui 1 Shi, Benxuan 1 Shklyar, Sergiĭ Volodymyrovych 1 Shokrollahi, Foad 1 Sönmez, Ercan 1 Starreveld, Nicos J. 1 Su, Wen 1 Tian, Li 1 Vardar-Acar, Ceren 1 Varvenne, Maylis 1 Wang, Longmin 1 Wang, Qinghua 1 Wang, Wenyuan 1 Wang, Yunyun 1 Wang, Zijia 1 Wu, Xiang 1 Yang, Yang 1 Yin, Chuncun 1 Zhang, Min 1 Zhou, Jingying all top 5 Cited in 33 Serials 3 Stochastic Analysis and Applications 2 Physica A 2 Insurance Mathematics & Economics 2 Statistics & Probability Letters 2 Communications in Statistics. Theory and Methods 2 Stochastic Processes and their Applications 2 Modern Stochastics. Theory and Applications 1 Journal of Mathematical Analysis and Applications 1 Lithuanian Mathematical Journal 1 Theory of Probability and its Applications 1 Journal of Applied Probability 1 Journal of Computational and Applied Mathematics 1 Journal of the Indian Institute of Science 1 Journal of Statistical Planning and Inference 1 SIAM Journal on Control and Optimization 1 Journal of Theoretical Probability 1 Journal of Integral Equations and Applications 1 Bernoulli 1 Mathematical Problems in Engineering 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 International Journal of Theoretical and Applied Finance 1 Statistical Inference for Stochastic Processes 1 Probability in the Engineering and Informational Sciences 1 Nonlinear Analysis. Modelling and Control 1 Stochastic Models 1 Stochastics 1 Journal of Physics A: Mathematical and Theoretical 1 Electronic Journal of Statistics 1 Sankhyā. Series A 1 Communications in Mathematics and Statistics 1 Mathematics 1 AIMS Mathematics 1 Frontiers of Mathematics all top 5 Cited in 9 Fields 36 Probability theory and stochastic processes (60-XX) 24 Statistics (62-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Integral equations (45-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Systems theory; control (93-XX) 1 Partial differential equations (35-XX) 1 Numerical analysis (65-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year