Haipeng Xing

Available identifiers

Publication	Date of Publication	Type
An iterative algorithm for optimal variable weighting in K-means clustering	2022-06-30	Paper
The Analysis of Time Series	2019-05-15	Paper
Stochastic change-point ARX-GARCH models and their applications to econometric time series	2013-11-25	Paper
A Semiparametric Change-Point Regression Model for Longitudinal Observations	2013-01-31	Paper
Mean-variance portfolio optimization when means and covariances are unknown	2011-10-21	Paper
A simple Bayesian approach to multiple change-points	2011-05-16	Paper
Sequential Change-Point Detection When the Pre- and Post-Change Parameters are Unknown	2010-07-13	Paper
Structural Change as an Alternative to Long Memory in Financial Time Series	2010-06-30	Paper
A Bayesian Approach to Sequential Surveillance in Exponential Families	2009-11-16	Paper
Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén	2009-09-18	Paper
Stochastic segmentation models for array-based comparative genomic hybridization data analysis	2008-09-25	Paper
Statistical models and methods for financial markets	2008-05-28	Paper
Nonparametric functionals of spectral distributions and their applications to time series analy\-sis	2007-02-14	Paper
https://portal.mardi4nfdi.de/entity/Q5312861	2005-08-25	Paper

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