The following pages link to Haipeng Xing (Q641132):
Displaying 14 items.
- Mean-variance portfolio optimization when means and covariances are unknown (Q641134) (← links)
- Nonparametric functionals of spectral distributions and their applications to time series analy\-sis (Q866648) (← links)
- Stochastic change-point ARX-GARCH models and their applications to econometric time series (Q2864544) (← links)
- A simple Bayesian approach to multiple change-points (Q2999740) (← links)
- (Q3499189) (← links)
- Stochastic segmentation models for array-based comparative genomic hybridization data analysis (Q3526157) (← links)
- Structural Change as an Alternative to Long Memory in Financial Time Series (Q3571983) (← links)
- Sequential Change-Point Detection When the Pre- and Post-Change Parameters are Unknown (Q3578021) (← links)
- A Bayesian Approach to Sequential Surveillance in Exponential Families (Q3645020) (← links)
- A Semiparametric Change-Point Regression Model for Longitudinal Observations (Q4904738) (← links)
- An iterative algorithm for optimal variable weighting in K-means clustering (Q5085938) (← links)
- (Q5312861) (← links)
- The Analysis of Time Series (Q5741695) (← links)
- Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén (Q5897001) (← links)
