712 citations
- Texas A&M UniversityUS154 papers
- Institute of Theoretical PhysicsCN31 papers
- Chinese Academy of SciencesCN30 papers
- Academy of AthensGR23 papers
- Houston Advanced Research CenterUS23 papers
- University of CambridgeGB21 papers
- Rutgers, The State University of New JerseyUS7 papers
- University of California, BerkeleyUS7 papers
- California Institute of TechnologyUS6 papers
- University of PennsylvaniaUS6 papers
- Center for Astrophysics Harvard & SmithsonianUS5 papers
- Central University of Finance and EconomicsCN5 papers
Showing 2012 · stat.APShow all
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stat.AP2012★ 93 cited
Functional dynamic factor models with application to yield curve forecasting
Spencer Hays, Haipeng Shen, Jianhua Z. Huang
Accurate forecasting of zero coupon bond yields for a continuum of maturities is paramount to bond portfolio management and derivative security pricing. Yet a universal model for y…
stat.AP2012★ 70 cited
Covariance approximation for large multivariate spatial data sets with an application to multiple climate model errors
Huiyan Sang, Mikyoung Jun, Jianhua Z. Huang
This paper investigates the cross-correlations across multiple climate model errors. We build a Bayesian hierarchical model that accounts for the spatial dependence of individual m…