18 citations · 39 across the 4 of their papers we have counts for
4 papers
Optimal shrinkage estimation in heteroscedastic hierarchical linear models
Samuel Kou, Justin J. Yang
Shrinkage estimators have profound impacts in statistics and in scientific and engineering applications. In this article, we consider shrinkage estimation in the presence of linear…
Fast and optimal nonparametric sequential design for astronomical observations
Justin J. Yang, Xufei Wang, Pavlos Protopapas +1
The spectral energy distribution (SED) is a relatively easy way for astronomers to distinguish between different astronomical objects such as galaxies, black holes, and stellar obj…
Likelihood inference for exponential-trawl processes
Neil Shephard, Justin J. Yang
Integer-valued trawl processes are a class of serially correlated, stationary and infinitely divisible processes that Ole E. Barndorff-Nielsen has been working on in recent years.…
Continuous time analysis of fleeting discrete price moves
Neil Shephard, Justin J. Yang
This paper proposes a novel model of financial prices where: (i) prices are discrete; (ii) prices change in continuous time; (iii) a high proportion of price changes are reversed i…