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Chu-Lan Kao
Chu-Lan Kao
National Yang Ming Chiao Tung University, Institute of Statistics
在 nycu.edu.tw 的电子邮件经过验证
标题
引用次数
引用次数
年份
On Holo-Hilbert spectral analysis: a full informational spectral representation for nonlinear and non-stationary data
NE Huang, K Hu, ACC Yang, HC Chang, D Jia, WK Liang, JR Yeh, ...
Philosophical Transactions of the Royal Society A: Mathematical, Physical …, 2016
1272016
Stepwise signal extraction via marginal likelihood
C Du, CLM Kao, SC Kou
Journal of the American Statistical Association 111 (513), 314-330, 2016
592016
Parametric and nonparametric improvements in Bland and Altman's assessment of agreement method
LA Chen, CL Kao
Statistics in Medicine 40 (9), 2155-2176, 2021
152021
Reading between the ratings: Modeling residual credit risk and yield overlap
C Chang, CD Fuh, CLM Kao
Journal of Banking & Finance 81, 114-135, 2017
102017
Internet searches for “insomnia” and “suicide” mediated by stay-at-home behaviors in 45 countries during the first 12 months of the COVID-19 pandemic
SH Lin, YT Lan, PH Hsia, CLM Kao, HH Tsou, YH Lin
Journal of affective disorders 325, 119-126, 2023
32023
Data-driven tree structure for PIN models
E Lin, CLM Kao, NS Adityarini
Review of Quantitative Finance and Accounting 57 (2), 411-427, 2021
32021
Using the novel mortality-prevalence ratio to evaluate potentially undocumented SARS-CoV-2 infection: correlational Study
SH Lin, SC Fu, CLM Kao
JMIR Public Health and Surveillance 7 (1), e23034, 2021
32021
Reply to on some problems in the article" Efficient likelihood estimation in state space models" by Cheng-Der Fuh [Ann, Statist. 34 (2006) 2026-2068]
CD Fuh, CL Kao
arXiv preprint arXiv:1911.00813, 2019
22019
Determine the number of states in hidden Markov models via marginal likelihood
Y Chen, CD Fuh, CLM Kao
arXiv preprint arXiv:2405.12343, 2024
12024
Extracting Stock Predictive Information in Mutual Fund Managers’ Portfolio Decisions Through Machine Learning with Hypergraph
YS Chen, CLM Kao, PH Liu, VS Tseng
Computational Economics, 1-37, 2024
2024
Asymptotic analyses for trend-stationary pairs trading strategy in high-frequency trading
TS Dai, YJ Luo, HH Chang, CL Kao, KL Wang, LC Liu
Review of Quantitative Finance and Accounting, 1-21, 2024
2024
Kullback-Leibler Divergence and Akaike Information Criterion in General Hidden Markov Models
CD Fuh, CLM Kao, T Pang
IEEE Transactions on Information Theory, 2024
2024
A new PIN model with application of the change-point detection method
CLM Kao, E Lin
Review of Quantitative Finance and Accounting 61 (4), 1513-1528, 2023
2023
A new method in introducing the uniformly most accurate confidence set
LA Chen, CLM Kao
International journal of mathematical education in science and technology 53 …, 2022
2022
Critical issues concerning the assessment sets in agreement assessment
CL Kao, LA Chen, CA Hu
Statistics in Medicine 41 (11), 2069-2089, 2022
2022
Credit Risk Propagation in Structural-Form Models
CD Fuh, CL Michael Kao
SIAM Journal on Financial Mathematics 12 (4), 1340-1373, 2021
2021
A Brief Introduction to the R package StepSignalMargiLike
CL Kao, C Du
2015
A Brief Introduction to the Matlab package StepSignalMargiLike
CL Kao, C Du
2015
多維非線性跨界問題暨相關應用
CL Kao
National Central University, 2014
2014
Bankruptcy Prediction Based on First-Passage Models with Markovian Credit Migration
CD Fuh, CL Kao
2009
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