1 citations · 1 across the 4 of their papers we have counts for
4 papers
Dynamic Dependence Modeling in financial time series
Yali Dou, Haiyan Liu, Georgios Aivaliotis
This paper explores the dependence modeling of financial assets in a dynamic way and its critical role in measuring risk. Two new methods, called Accelerated Moving Window method a…
On estimation of the effect lag of predictors and prediction in functional linear model
Haiyan Liu, Georgios Aivaliotis, Jeanine Houwing-Duistermaat
We propose a functional linear model to predict a response using multiple functional and longitudinal predictors and to estimate the effect lags of predictors. The coefficient func…
Prediction and forecasting models based on patient's history and biomarkers with application to Scleroderma disease
Haiyan Liu, Francesco Del Galdo, Jeanine Houwing-Duistermaat
This paper aims at predicting lung function values based on patients historical lung function values and serum biomarkers in Scleroderma patients. The progression of disease is mea…
On trend and its derivatives estimation in repeated time series with subordinated long-range dependent errors
Haiyan Liu, Jeanine Houwing-Duistermaat
For temporal regularly spaced datasets, a lot of methods are available and the properties of these methods are extensively investigated. Less research has been performed on irregul…