Asymptotic properties of estimators in a stable Cox–Ingersoll–Ross model Z Li, C Ma Stochastic Processes and their Applications 125 (8), 3196-3233, 2015 | 114 | 2015 |
Alpha-CIR model with branching processes in sovereign interest rate modeling Y Jiao, C Ma, S Scotti Finance and Stochastics 21 (3), 789-813, 2017 | 73 | 2017 |
Least squares estimators for stochastic differential equations driven by small Lévy noises H Long, C Ma, Y Shimizu Stochastic Processes and their Applications 127 (5), 1475-1495, 2017 | 45 | 2017 |
On the hitting times of continuous-state branching processes with immigration X Duhalde, C Foucart, C Ma Stochastic Processes and their Applications 124 (12), 4182-4201, 2014 | 44 | 2014 |
A branching process approach to power markets Y Jiao, C Ma, S Scotti, C Sgarra Energy Economics 79, 144-156, 2019 | 40 | 2019 |
The Alpha‐Heston stochastic volatility model Y Jiao, C Ma, S Scotti, C Zhou Mathematical finance 31 (3), 943-978, 2021 | 39 | 2021 |
Coalescences in continuous-state branching processes C Foucart, C Ma, B Mallein | 32 | 2019 |
A note on “Least squares estimator for discretely observed Ornstein–Uhlenbeck processes with small Lévy noises” C Ma Statistics & probability letters 80 (19-20), 1528-1531, 2010 | 32 | 2010 |
Catalytic discrete state branching models and related limit theorems Z Li, C Ma Journal of Theoretical Probability 21, 936-965, 2008 | 30 | 2008 |
The coalescent in peripatric metapopulations A Lambert, C Ma Journal of Applied Probability 52 (2), 538-557, 2015 | 21 | 2015 |
Small noise fluctuations of the CIR model driven by α-stable noises C Ma, X Yang Statistics & Probability Letters 94, 1-11, 2014 | 18 | 2014 |
Estimation for discretely observed continuous state branching processes with immigration J Huang, C Ma, C Zhu Statistics & probability letters 81 (8), 1104-1111, 2011 | 14 | 2011 |
A limit theorem of two-type Galton–Watson branching processes with immigration C Ma Statistics & probability letters 79 (15), 1710-1716, 2009 | 12 | 2009 |
Continuous-state branching processes, extremal processes and super-individuals C Foucart, C Ma | 8 | 2019 |
Limit theorems for continuous-state branching processes with immigration C Foucart, C Ma, L Yuan Advances in Applied Probability 54 (2), 599-624, 2022 | 2 | 2022 |
On the tail distribution of the solution to some law equation X Chen, C Ma arXiv preprint arXiv:1903.10755, 2019 | 1 | 2019 |
On estimation of the variances for critical branching processes with immigration C Ma, L Wang Journal of applied probability 47 (2), 526-542, 2010 | 1 | 2010 |
On strong Markov property for Fleming-Viot processes QF Li, CH Ma, KN Xiang Science China Mathematics 56, 2123-2133, 2013 | | 2013 |
A Fluctuation Limit Theorem of Branching Processes with Immigration and Statistical Applications C Ma arXiv preprint arXiv:0906.2586, 2009 | | 2009 |
CONTINUOUS-STATE BRANCHING PROCESSES, EXTREMAL PROCESSES AND SUPER-INDIVIDUALS C MA, C FOUCART | | |