Cheng–Der Fuh

SPRT and CUSUM in hidden Markov models

Cheng–Der Fuh · The Annals of Statistics · 2003 · 104 citations · Full text

Engineering, Data Science, Markov Random Matrices +10

Bootstrapping Markov chains: countable case

Krishna B. Athreya, Cheng–Der Fuh · Journal of Statistical Planning and Inference · 1992 · 50 citations

Markov Chains, Hidden Markov Model, Markov Kernel +2

Quickest Change Detection and Kullback-Leibler Divergence for Two-State Hidden Markov Models

Cheng–Der Fuh, Yajun Mei · IEEE Transactions on Signal Processing · 2015 · 44 citations

Bayesian Decision Theory, Engineering, Machine Learning +20

Option Pricing with Markov Switching

Cheng–Der Fuh, Kwok Wah Remus Ho, Inchi Hu et al. · Journal of Data Science · 2021 · 27 citations · Full text

Option Pricing, Black-scholes Model, Multivariate Stochastic Volatility +14

Invited Discussion of "Sequential Analysis: Some Classical Problems and New Challenges

Inchi Hu, Cheng–Der Fuh · Statistica Sinica · 2001 · 27 citations

Sequential Algorithm, New Challenges, Sequential Analysis +2