| Least squares estimator for Ornstein–Uhlenbeck processes driven by α-stable motions Y Hu, H Long Stochastic Processes and their applications 119 (8), 2465-2480, 2009 | 117 | 2009 |
| Parameter estimation for Ornstein-Uhlenbeck processes driven by α-stable Lévy motions Y Hu, H Long Communications on Stochastic Analysis 1 (2), 1, 2007 | 81 | 2007 |
| Least squares estimators for discretely observed stochastic processes driven by small Lévy noises H Long, Y Shimizu, W Sun Journal of Multivariate Analysis 116, 422-439, 2013 | 62 | 2013 |
| Least squares estimator for discretely observed Ornstein–Uhlenbeck processes with small Lévy noises H Long Statistics & Probability Letters 79 (19), 2076-2085, 2009 | 57 | 2009 |
| 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 | 44 | 2017 |
| Parameter estimation for a class of stochastic differential equations driven by small stable noises from discrete observations L Hongwei Acta Mathematica Scientia 30 (3), 645-663, 2010 | 43 | 2010 |
| Impulse control with random reaction periods: A central bank intervention problem A Bensoussan, H Long, S Perera, S Sethi Operations Research Letters 40 (6), 425-430, 2012 | 24 | 2012 |
| The kumaraswamy transmuted pareto distribution SB Chhetri, AA Akinsete, G Aryal, H Long Journal of Statistical Distributions and Applications 4, 1-24, 2017 | 23 | 2017 |
| A jump model for fads in asset prices under asymmetric information W Buckley, H Long, S Perera European Journal of Operational Research 236 (1), 200-208, 2014 | 20 | 2014 |
| Nadaraya-Watson estimator for stochastic processes driven by stable Lévy motions H Long, L Qian | 20 | 2013 |
| On the singularity of least squares estimator for mean-reverting α-stable motions H Yaozhong, L Hongwei Acta Mathematica Scientia 29 (3), 599-608, 2009 | 20 | 2009 |
| Market-reaction-adjusted optimal central bank intervention policy in a forex market with jumps S Perera, W Buckley, H Long Annals of Operations Research 262, 213-238, 2018 | 18 | 2018 |
| The beta transmuted Pareto distribution: theory and applications S Chhetri, H Long, G Aryal Journal of Statistics Applications & Probability 6 (2), 243-258, 2017 | 18 | 2017 |
| Generalized moment estimators for -stable Ornstein–Uhlenbeck motions from discrete observations Y Cheng, Y Hu, H Long Statistical Inference for Stochastic Processes 23 (1), 53-81, 2020 | 17 | 2020 |
| Invariant measures for stochastic evolution equations in M-type 2 Banach spaces Z Brzeźniak, H Long, I Simao Journal of Evolution Equations 10, 785-810, 2010 | 17 | 2010 |
| Convergence of Markov chain approximations to stochastic reaction-diffusion equations MA Kouritzin, H Long The Annals of Applied Probability 12 (3), 1039-1070, 2002 | 17 | 2002 |
| A discontinuous mispricing model under asymmetric information WS Buckley, H Long European Journal of Operational Research 243 (3), 944-955, 2015 | 12 | 2015 |
| A note on γ-radonifying and summing operators Z Brzeźniak, H Long Banach Center Publications 1 (105), 43-57, 2015 | 10* | 2015 |
| Hybrid weighted interacting particle filter for multitarget tracking DJ Ballantyne, J Hailes, MA Kouritizin, H Long, JH Wiersma Signal Processing, Sensor Fusion, and Target Recognition XII 5096, 244-255, 2003 | 10 | 2003 |
| An approximation scheme for impulse control with random reaction periods S Perera, H Long Operations Research Letters 45 (6), 585-591, 2017 | 9 | 2017 |
