Yu-Cheng Ku, Ph.D.
Affiliations: | 2010 | North Carolina State University, Raleigh, NC |
Area:
StatisticsGoogle:
"Yu-Cheng Ku"Parents
Sign in to add mentorPeter Bloomfield | grad student | 2010 | NCSU | |
(Essays on Multivariate Stochastic Volatility Models Using Wishart Processes: A General Discussion and Dimension Reduction by Latent Factor Structures.) |
BETA: Related publications
See more...
Publications
You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect. |
Xiao Y, Ku YC, Bloomfield P, et al. (2015) On the degrees of freedom in MCMC-based Wishart models for time series data Statistics and Probability Letters. 98: 59-64 |
Ku YC, Bloomfield P, Ghosh SK. (2014) A flexible observed factor model with separate dynamics for the factor volatilities and their correlation matrix Statistical Modelling. 14: 1-20 |