95 citations · 252 across the 11 of their papers we have counts for
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stat.CO2018★ 13 cited
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…
stat.ME2018★ 5 cited
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…