95 citations · 252 across the 11 of their papers we have counts for
11 papers
Moving-Resting Process with Measurement Error in Animal Movement Modeling
Chaoran Hu, Mark Elbroch, Thomas Meyer +2
Statistical modeling of animal movement is of critical importance. The continuous trajectory of an animal's movements is only observed at discrete, often irregularly spaced time po…
On Occupation Time for On-Off Processes with Multiple Off-States
Chaoran Hu, Vladimir Pozdnyakov, Jun Yan
The need to model a Markov renewal on-off process with multiple off-states arise in many applications such as economics, physics, and engineering. Characterization of the occupatio…
Density and Distribution Evaluation for Convolution of Independent Gamma Variables
Chaoran Hu, Vladimir Pozdnyakov, Jun Yan
Several numerical evaluations of the density and distribution of convolution of independent gamma variables are compared in their accuracy and speed. In application to renewal proc…
On estimation for Brownian motion governed by telegraph process with multiple off states
Vladimir Pozdnyakov, L. Mark Elbroch, Chaoran Hu +2
Brownian motion whose infinitesimal variance changes according to a three-state continuous time Markov Chain is studied. This Markov Chain can be viewed as a telegraph process with…
Automated Threshold Selection for Extreme Value Analysis via Goodness-of-Fit Tests with Application to Batched Return Level Mapping
Brian Bader, Jun Yan, Xuebin Zhang
Threshold selection is a critical issue for extreme value analysis with threshold-based approaches. Under suitable conditions, exceedances over a high threshold have been shown to…
Automated Selection of r for the r Largest Order Statistics Approach with Adjustment for Sequential Testing
Brian Bader, Jun Yan, Xuebin Zhang
The r largest order statistics approach is widely used in extreme value analysis because it may use more information from the data than just the block maxima. In practice, the choi…