31 citations · 43 across the 9 of their papers we have counts for
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q-fin.ST2021★ 11 cited
A Hybrid Learning Approach to Detecting Regime Switches in Financial Markets
Peter Akioyamen, Yi Zhou Tang, Hussien Hussien
Financial markets are of much interest to researchers due to their dynamic and stochastic nature. With their relations to world populations, global economies and asset valuations,…
math.ST2021
Posterior consistency for the spectral density of non-Gaussian stationary time series
Yifu Tang, Claudia Kirch, Jeong Eun Lee +1
Various nonparametric approaches for Bayesian spectral density estimation of stationary time series have been suggested in the literature, mostly based on the Whittle likelihood ap…