2 citations · 3 across the 2 of their papers we have counts for
2 papers
q-fin.ST2022★ 1 cited
On the Convergence of Credit Risk in Current Consumer Automobile Loans
Jackson P. Lautier, Vladimir Pozdnyakov, Jun Yan
Loan seasoning and inefficient consumer interest rate refinance behavior are well-known for mortgages. Consumer automobile loans, which are collateralized loans on a rapidly deprec…
math.PR2019★ 2 cited
Persistence versus stability for auto-regressive processes
Amir Dembo, Jian Ding, Jun Yan
The stability of an Auto-Regressive (AR) time sequence of finite order , is determined by the maximal modulus among all zeros of its generating polynomial. If $r^\star…