18 citations · 82 across the 23 of their papers we have counts for
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stat.ME2023★ 2 cited
Statistical evaluation of a long-memory process using the generalized entropic Value-at-Risk
Hidekazu Yoshioka, Yumi Yoshioka
The modeling and identification of time series data with a long memory are important in various fields. The streamflow discharge is one such example that can be reasonably describe…
stat.ME2022
A supCBI process with application to streamflow discharge and a model reduction
Hidekazu Yoshioka
We propose a new stochastic model for streamflow discharge timeseries as a jump-driven process, called a superposition of continuous-state branching processes with immigration (a s…