| High-frequency analysis of parabolic stochastic PDEs C Chong | 57 | 2020 |
| Contagion in financial systems: A Bayesian network approach C Chong, C Kluppelberg SIAM Journal on Financial Mathematics 9 (1), 28-53, 2018 | 38 | 2018 |
| Integrability conditions for space–time stochastic integrals: Theory and applications C Chong, C Klüppelberg | 35 | 2015 |
| Stochastic PDEs with heavy-tailed noise C Chong Stochastic Processes and their Applications 127 (7), 2262-2280, 2017 | 29 | 2017 |
| Lévy-driven Volterra equations in space and time C Chong Journal of Theoretical Probability 30, 1014-1058, 2017 | 23 | 2017 |
| Path properties of the solution to the stochastic heat equation with Lévy noise C Chong, RC Dalang, T Humeau Stochastics and Partial Differential Equations: Analysis and Computations 7 …, 2019 | 21 | 2019 |
| Statistical inference for rough volatility: Minimax theory CH Chong, M Hoffmann, Y Liu, M Rosenbaum, G Szymansky The Annals of Statistics 52 (4), 1277-1306, 2024 | 20 | 2024 |
| The stochastic heat equation with multiplicative Lévy noise: Existence, moments, and intermittency Q Berger, C Chong, H Lacoin Communications in Mathematical Physics 402 (3), 2215-2299, 2023 | 19 | 2023 |
| Statistical inference for rough volatility: Central limit theorems CH Chong, M Hoffmann, Y Liu, M Rosenbaum, G Szymanski The Annals of Applied Probability 34 (3), 2600-2649, 2024 | 18 | 2024 |
| Intermittency for the stochastic heat equation with Lévy noise C Chong, P Kevei | 18 | 2019 |
| High-frequency analysis of parabolic stochastic PDEs with multiplicative noise: Part I C Chong arXiv preprint arXiv:1908.04145, 2019 | 16 | 2019 |
| Simulation of stochastic Volterra equations driven by space–time Lévy noise B Chen, C Chong, C Klüppelberg The Fascination of Probability, Statistics and their Applications: In Honour …, 2015 | 14 | 2015 |
| The almost-sure asymptotic behavior of the solution to the stochastic heat equation with Lévy noise C Chong, P Kevei The Annals of Probability 48 (3), 1466-1494, 2020 | 13 | 2020 |
| Partial mean field limits in heterogeneous networks C Chong, C Klüppelberg Stochastic Processes and their Applications 129 (12), 4998-5036, 2019 | 11 | 2019 |
| When frictions are fractional: Rough noise in high-frequency data CH Chong, T Delerue, G Li Journal of the American Statistical Association, 1-14, 2024 | 10 | 2024 |
| Rate-optimal estimation of mixed semimartingales CH Chong, T Delerue, F Mies The Annals of Statistics 53 (1), 219-244, 2025 | 9 | 2025 |
| Volterra-type Ornstein–Uhlenbeck processes in space and time VS Pham, C Chong Stochastic Processes and their Applications 128 (9), 3082-3117, 2018 | 9 | 2018 |
| Power variations in fractional Sobolev spaces for a class of parabolic stochastic PDEs C Chong, RC Dalang Bernoulli 29 (3), 1792-1820, 2023 | 8 | 2023 |
| Superposition of COGARCH processes A Behme, C Chong, C Klüppelberg Stochastic Processes and their Applications 125 (4), 1426-1469, 2015 | 8 | 2015 |
| Short-time expansion of characteristic functions in a rough volatility setting with applications CH Chong, V Todorov arXiv preprint arXiv:2208.00830, 2022 | 6 | 2022 |
Claudia KlüppelbergZweryfikowany adres z ma.tum.de