Mathematical Statistics
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- 2020
-
Mark
Learning hidden Markov models with persistent states by penalizing jumps
Nystrup, Peter LU
; Lindström, Erik
LU
and Madsen, Henrik
(2020)
In Expert Systems with Applications
150.
- Contribution to journal › Article
-
Mark
Bayesian Reconstruction of Past Land Cover From Pollen Data : Model Robustness and Sensitivity to Auxiliary Variables
Pirzamanbein, Behnaz LU
; Poska, Anneli
LU
and Lindström, Johan
LU
(2020)
In Earth and Space Science
7(1).
- Contribution to journal › Article
-
Mark
The coin-turning walk and its scaling limit
Engländer, János ; Volkov, Stanislav LU
and Wang, Zhenhua
(2020)
In Electronic Journal of Probability
25.
- Contribution to journal › Article
-
Mark
Hyperparameter Optimization for Portfolio Selection
Nystrup, Peter LU
; Lindström, Erik
LU
and Henrik, Madsen
(2020)
In The Journal of Financial Data Science
2(2).
- Contribution to journal › Article
-
Mark
Mapping of domestic hot water circulation losses in buildings – results from 134 measurements
Burke, Stephen LU ; von Seth, Jonatan ; Ekström, Tomas LU ; Maljanovski, Christoffer and Wiktorsson, Magnus LU
(2020)
12th Nordic Symposium on Building Physics
In E3S Web of Conferences
172.
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
-
Mark
Convergence in the p-Contest
Kennerberg, Philip LU and Volkov, Stas LU
(2020)
In Journal of Statistical Physics
178(5).
p.1096-1125
- Contribution to journal › Article
-
Mark
On Harmonic Approximations of Inharmonic Signals
Elvander, Filip LU ; Ding, Jie LU and Jakobsson, Andreas LU
(2020)
2020 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2020
In ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
2020-May.
p.5360-5364
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
-
Mark
Robust Fundamental Frequency Estimation in Coloured Noise
Jaramillo, Alfredo Esquivel LU ; Jakobsson, Andreas LU
; Nielsen, Jesper Kjar
and Grasboll Christensen, Mads
(2020)
2020 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2020
In ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
2020-May.
p.741-745
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
-
Mark
Greedy Online Classification of Persistent Market States Using Realized Intraday Volatility Features
Nystrup, Peter LU
; N. Kolm, Petter
and Lindström, Erik
LU
(2020)
In The Journal of Financial Data Science
2(3).
p.25-39
- Contribution to journal › Article
-
Mark
On a class of random walks in simplexes
Nguyen, Tuan Minh LU and Volkov, Stanislav LU
(2020)
In Journal of Applied Probability
57(2).
p.409-428
- Contribution to journal › Article