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Weak limits of random coefficient autoregressive processes and their application in ruin theory
Dong, Y., (2020)
Probabilistic forecast reconciliation : properties, evaluation and score optimisation
Panagiotelis, Anastasios, (2020)
Loss-based variational Bayes prediction
Frazier, David T., (2021)
Pricing spread options by generalized bivariate edgeworth expansion
Kao, Edward P., (2017)
Aggregation in a two-stage stochastic program for manpower planning in the service sector
Kao, Edward P., (1986)
The M M 1 queue with randomly varying arrival and service rates : a phase substitution solution
Kao, Edward P., (1989)