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20172025
most citedA Case Study in Model Failure? COVID-19 Daily Deaths and ICU Bed Utilisation Predictions in New York State

84 citations · 89 across the 6 of their papers we have counts for

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q-fin.ST2019

Bayesian Nonparametric Adaptive Spectral Density Estimation for Financial Time Series

Nick James, Roman Marchant, Richard Gerlach +1

Discrimination between non-stationarity and long-range dependency is a difficult and long-standing issue in modelling financial time series. This paper uses an adaptive spectral te…