| Year |
Citation |
Score |
| 2020 |
Lee C, Ward AR, Ye H. Stationary distribution convergence of the offered waiting processes for $$GI/GI/1+GI$$GI/GI/1+GI queues in heavy traffic Queueing Systems. 94: 147-173. DOI: 10.1007/S11134-019-09641-Y |
0.348 |
|
| 2019 |
Han Z, Hu Y, Lee C. On pricing barrier control in a regime-switching regulated market Quantitative Finance. 19: 491-499. DOI: 10.1080/14697688.2018.1480835 |
0.318 |
|
| 2019 |
Choi MCH, Lee C, Song J. Entropy flow and De Bruijn's identity for a class of stochastic differential equations driven by fractional Brownian motion Probability in the Engineering and Informational Sciences. 1-12. DOI: 10.1017/S0269964819000421 |
0.314 |
|
| 2018 |
Sun L, Lee C, Hoeting JA. A penalized simulated maximum likelihood method to estimate parameters for SDEs with measurement error Computational Statistics. 34: 847-863. DOI: 10.1007/S00180-018-0846-3 |
0.305 |
|
| 2016 |
Han Z, Hu Y, Lee C. Optimal pricing barriers in a regulated market using reflected diffusion processes Quantitative Finance. 16: 639-647. DOI: 10.1080/14697688.2015.1034163 |
0.33 |
|
| 2015 |
Cui Z, Lee C, Liu Y. Single-Transform Formulas for Pricing Asian Options in a General Approximation Framework under Markov Processes Operations Research. 266: 540-554. DOI: 10.2139/Ssrn.2718968 |
0.304 |
|
| 2015 |
Lee C, Puhalskii AA. Non-Markovian State-Dependent Networks In Critical Loading Stochastic Models. 31: 43-66. DOI: 10.1080/15326349.2014.964414 |
0.382 |
|
| 2015 |
Sun L, Lee C, Hoeting JA. A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations Computational Statistics and Data Analysis. 84: 54-67. DOI: 10.1016/J.Csda.2014.11.007 |
0.32 |
|
| 2015 |
Hu Y, Lee C, Lee MH, Song J. Parameter estimation for reflected Ornstein–Uhlenbeck processes with discrete observations Statistical Inference For Stochastic Processes. 18: 279-291. DOI: 10.1007/S11203-014-9112-7 |
0.356 |
|
| 2014 |
Lee C, Ward AR. Optimal pricing and capacity sizing for the GI / GI / 1 queue Operations Research Letters. 42: 527-531. DOI: 10.1016/J.Orl.2014.09.005 |
0.328 |
|
| 2013 |
Hu Y, Lee C. Drift parameter estimation for a reflected fractional Brownian motion based on its local time Journal of Applied Probability. 50: 592-597. DOI: 10.1239/Jap/1371648963 |
0.363 |
|
| 2012 |
Lee C. Bounds on exponential moments of hitting times for reflected processes on the positive orthant Statistics & Probability Letters. 82: 1120-1128. DOI: 10.1016/J.Spl.2012.02.022 |
0.421 |
|
| 2011 |
Lee C. On the return time for a reflected fractional Brownian motion process on the positive orthant Journal of Applied Probability. 48: 145-153. DOI: 10.1239/Jap/1300198141 |
0.31 |
|
| 2011 |
Lee C, Weerasinghe A. Stationarity And Control Of A Tandem Fluid Network With Fractional Brownian Motion Input Advances in Applied Probability. 43: 847-874. DOI: 10.1239/Aap/1316792672 |
0.398 |
|
| 2011 |
Budhiraja A, Ghoshp AP, Lee C. Ergodic rate control problem for single class queueing networks Siam Journal On Control and Optimization. 49: 1570-1606. DOI: 10.1137/09077463X |
0.582 |
|
| 2011 |
Lee C, Wang JC. Waiting time probabilities in the M/G/1 + M queue Statistica Neerlandica. 65: 72-83. DOI: 10.1111/J.1467-9574.2010.00476.X |
0.311 |
|
| 2011 |
Lee C, Weerasinghe A. Convergence of a queueing system in heavy traffic with general patience-time distributions Stochastic Processes and Their Applications. 121: 2507-2552. DOI: 10.1016/J.Spa.2011.07.003 |
0.388 |
|
| 2011 |
Lee C. On moment stability properties for a class of state-dependent stochastic networks Journal of the Korean Statistical Society. 40: 325-336. DOI: 10.1016/J.Jkss.2010.12.003 |
0.402 |
|
| 2010 |
Lee C. V-uniform ergodicity for state-dependent single class queueing networks Queueing Systems. 65: 93-108. DOI: 10.1007/S11134-010-9165-2 |
0.384 |
|
| 2009 |
Budhiraja A, Lee C. Stationary distribution convergence for generalized Jackson networks in heavy traffic Mathematics of Operations Research. 34: 45-56. DOI: 10.1287/Moor.1080.0353 |
0.59 |
|
| 2007 |
Chen L, Lee C, Mehra RK. How to Tell a Bad Filter Through Monte Carlo Simulations Ieee Transactions On Automatic Control. 52: 1302-1307. DOI: 10.1109/Tac.2007.900835 |
0.311 |
|
| 2007 |
Budhiraja A, Lee C. Long time asymptotics for constrained diffusions in polyhedral domains Stochastic Processes and Their Applications. 117: 1014-1036. DOI: 10.1016/J.Spa.2006.11.007 |
0.607 |
|
| 2007 |
Budhiraja A, Chen L, Lee C. A survey of numerical methods for nonlinear filtering problems Physica D: Nonlinear Phenomena. 230: 27-36. DOI: 10.1016/J.Physd.2006.08.015 |
0.556 |
|
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