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Cheng–Der Fuh · Study

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Cheng–Der Fuh

5 works· latest 2021· 4 institutionscluster: provisionalORCID 0000-0003-4174-528X

h-index5

i104

Citations229

Works here5

03

15

20

21

Most cited in this library

SPRT and CUSUM in hidden Markov models2003 · 103 citations
Asymptotic Operating Characteristics of an Optimal Change Point Detection in Hidden Markov Models2003 · 49 citations
Quickest Change Detection and Kullback-Leibler Divergence for Two-State Hidden Markov Models2015 · 44 citations
Option Pricing with Markov Switching2021 · 24 citations
Asymptotically Optimal Change Point Detection for Composite Hypothesis in State Space Models2020 · 9 citations

Works

5 shown

Option Pricing with Markov Switching

Journal of Data Science·2021·4 authors·Open access

24citations

Asymptotically Optimal Change Point Detection for Composite Hypothesis in State Space Models

IEEE Transactions on Information Theory·2020·1 author·Open access

9citations

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

IEEE Transactions on Signal Processing·2015·2 authors

44citations

SPRT and CUSUM in hidden Markov models

The Annals of Statistics·2003·1 author·Open access

103citations

Asymptotic Operating Characteristics of an Optimal Change Point Detection in Hidden Markov Models

·2003·1 author·preprint

49citations