papers
Publications (6)
math.ST2015
On drift parameter estimation for reflected fractional Ornstein-Uhlenbeck processes
Chihoon Lee, Jian Song
q-fin.PR2016
On "A General Framework for Pricing Asian Options Under Markov Processes"
Zhenyu Cui, Chihoon Lee, Yanchu Liu
stat.AP2015
Parameter inference and model selection in deterministic and stochastic dynamical models via approximate Bayesian computation: modeling a wildlife epidemic
Libo Sun, Chihoon Lee, Jennifer A. Hoeting
stat.ME2015
A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations
Libo Sun, Chihoon Lee, Jennifer A. Hoeting
stat.ME2013
Direction-Projection-Permutation for High Dimensional Hypothesis Tests
Susan Wei, Chihoon Lee, Lindsay Wichers +2
math.PR2012
Non-Markovian state dependent networks in critical loading
Chihoon Lee, Anatolii puhalskii