84 citations · 173 across the 9 of their papers we have counts for
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stat.ME2015★ 7 cited
A Linear Model for Interval-valued Data
Yan Sun, Dan Ralescu
Interval-valued linear regression has been investigated for some time. One of the critical issues is optimizing the balance between model flexibility and interpretability. This pap…
stat.ME2015★ 2 cited
Conditional Heteroskedasticity of Return Range Processes
Yan Sun, Jennifer Loveland, Isaac Blackhurst
Price range contains important information about the asset volatility, and has long been considered an important indicator for it. In this paper, we propose to jointly model the [l…