activity
20202026
most citedLarge Order-Invariant Bayesian VARs with Stochastic Volatility

18 citations · 32 across the 9 of their papers we have counts for

collaborators
Showing math.STShow all

2 papers · 1 filter

math.ST2026

Near-Unit-Root Theory for Affine Processes

Gael Anne, Yang Lu, Xuewen Yu +1

Discrete-time affine processes are widely used in finance and economics and encompass count, positive, and nonnegative-valued processes. This paper develops near-unit-root asymptot…

math.ST2021

Hierarchical Causal Analysis of Natural Languages on a Chain Event Graph

Xuewen Yu, Jim Q. Smith

Various graphical models are widely used in reliability to provide a qualitative description of domain experts hypotheses about how a system might fail. Here we argue that the sema…