20 citations · 29 across the 4 of their papers we have counts for
Showing 2018Show all
2 papers · 1 filter
stat.CO2018★ 4 cited
Hierarchical Continuous Time Hidden Markov Model, with Application in Zero-Inflated Accelerometer Data
Zekun Xu, Eric B. Laber, Ana-Maria Staicu
Wearable devices including accelerometers are increasingly being used to collect high-frequency human activity data in situ. There is tremendous potential to use such data to infor…
stat.AP2018★ 1 cited
A Regularized Vector Autoregressive Hidden Semi-Markov Model, with Application to Multivariate Financial Data
Zekun Xu, Ye Liu
A regularized vector autoregressive hidden semi-Markov model is developed to analyze multivariate financial time series with switching data generating regimes. Furthermore, an augm…