C
Chung Chen
Researcher at Syracuse University
Publications - 34
Citations - 3337
Chung Chen is an academic researcher from Syracuse University. The author has contributed to research in topics: Hypothalamus & Anorexia. The author has an hindex of 23, co-authored 34 publications receiving 3210 citations. Previous affiliations of Chung Chen include State University of New York Upstate Medical University.
Papers
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Journal ArticleDOI
Joint Estimation of Model Parameters and Outlier Effects in Time Series
Chung Chen,Lon-Mu Liu +1 more
TL;DR: An iterative outlier detection and adjustment procedure to obtain joint estimates of model parameters and outlier effects and the issues of spurious and masking effects are discussed.
Journal ArticleDOI
Estimation of time series parameters in the presence of outliers
TL;DR: An iterative procedure is proposed for detecting IO and AO in practice and for estimating the time series parameters in autoregressive-integrated-moving-average models in the presence of outliers.
Journal ArticleDOI
The Econometric Analysis of Time Series.
Chung Chen,Andrew Harvey +1 more
TL;DR: The Econometric Analysis of Time Series as mentioned in this paper focuses on the statistical aspects of model building with an emphasis on providing an understanding of the main ideas and concepts in econometrics rather than presenting a series of rigorous proofs.
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Forecasting time series with outliers
Chung Chen,Lon-Mu Liu +1 more
TL;DR: The issues of forecasting when outliers occur near or at the forecast origin are investigated and a strategy which first estimates the model parameters and outlier effects using the procedure of Chen and Liu (1993) to reduce the bias in the parameter estimates, and then uses a lower critical value to detect outliers near the forecastorigin in the forecasting stage is proposed.
Journal ArticleDOI
Random Level-Shift Time Series Models, ARIMA Approximations, and Level-Shift Detection
Chung Chen,George C. Tiao +1 more
TL;DR: In this article, a random level-shift time series model that allows the level of the process to change occasionally is introduced, and the efficiency of this ARIMA approximation with respect to estimation of current level and forecasting is investigated.