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20122025
most citedA General Class of Multifractional Processes and Stock Price Informativeness

10 citations · 16 across the 21 of their papers we have counts for

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Showing 2019Show all

2 papers · 1 filter

math.ST2019★ 1 cited

Series Representation of Jointly SS Distribution via Symmetric Covariations

Yujia Ding, Qidi Peng

We introduce the notion of symmetric covariation, which is a new measure of dependence between two components of a symmetric -stable random vector, where the stability parameter…

stat.ML2019

Some Developments in Clustering Analysis on Stochastic Processes

Qidi Peng, Nan Rao, Ran Zhao

We review some developments on clustering stochastic processes and come with the conclusion that asymptotically consistent clustering algorithms can be obtained when the processes…