Chen Chunhang

J-GLOBAL         Last updated: Jun 12, 2018 at 02:58
Chen Chunhang
University of the Ryukyus
Faculty of Science Department of Mathematical Sciences
Job title
Associate Professor
Doctor of Science(Tokyo Institute of Technology)

Academic & Professional Experience

Jan 1999
- , University of the Ryukyus, Faculty of Science, Department of Mathematical Sciences, Information Mathematics, Associate Professor


Robustness properties of some forecasting methods for seasonal time series:a Monte Carlo study
Chen. C
International Journal of Forecasting   (13)    1997
Statistical and probabilistic models for stock prices
Chen. C
A review. Ryukyu Math. J.   (16) 1-36   2003
Statistical properties of a predictor for a seasonal time series when its residual deviates from a stationary process. Probability Theory and Mathematical Statistics
Chen. C, Huzii. M
World Scientific   132-146   1996
Stable non-Gaussian time series
Ryukyu Math. J.   (15) 1-18   2002
Chen. C
J. Japan Statist. Soc   173-187   1996

Research Grants & Projects

Probabilistic Analysis and Statistical Inference for Mathematical Finance
Statistical Inference for Stochastic Processes
Applications of Non-linear Time Series Models and Continuous-Time Stochastic Processes for Mathematical Finance