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math.ST2020
A comparison of Hurst exponent estimators in long-range dependent curve time series
Han Lin Shang
The Hurst exponent is the simplest numerical summary of self-similar long-range dependent stochastic processes. We consider the estimation of Hurst exponent in long-range dependent…
math.ST2018
Semiparametric Regression using Variational Approximations
Francis K. C. Hui, Chong You, Han Lin Shang +1
Semiparametric regression offers a flexible framework for modeling non-linear relationships between a response and covariates. A prime example are generalized additive models where…