Chen, Song Xi and Gao, Jiti and Tang, Chenghong (2005): A test for model specification of diffusion processes. Published in: Annals of Statistics , Vol. 36, No. 1 (February 2008): pp. 162-198.
Chang, Jinyuan and Chen, Song Xi and Chen, Xiaohong (2014): High Dimensional Generalized Empirical Likelihood for Moment Restrictions with Dependent Data. Forthcoming in: Journal of Econometrics
Qiu, Yumou and Chen, Song Xi (2014): Band Width Selection for High Dimensional Covariance Matrix Estimation. Forthcoming in: Journal of the American Statistical Association
Chen, Song Xi and Qin, Yingli (2010): A Two Sample Test for High Dimensional Data with Applications to Gene-set Testing. Published in: The Annals of Statistics , Vol. 38, (2010): pp. 808-835.
Chen, Song Xi and Li, Jun and Zhong, Pingshou (2014): Two-Sample Tests for High Dimensional Means with Thresholding and Data Transformation.
Chen, Song Xi and Guo, Bin (2014): Tests for High Dimensional Generalized Linear Models.
Zou, Tao and Chen, Song Xi (2014): Enhancing Estimation for Interest Rate Diffusion Models with Bond Prices. Forthcoming in: Journal of Business and Economics Statistics (2015)
Chen, Song Xi and Lei, Lihua and Tu, Yundong (2014): Functional Coefficient Moving Average Model with Applications to forecasting Chinese CPI. Forthcoming in: Statistica Sinica
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