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- 2023
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Mark
Computationally efficient direction of arrival estimation using adaptive grid selection
(
- Contribution to journal › Article
- 2022
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Mark
Adaptive Variational Nonlinear Chirp Mode Decomposition
2022) 47th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2022 In ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings 2022-May. p.5632-5636(
- Chapter in Book/Report/Conference proceeding › Paper in conference proceeding
- 2018
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Mark
Dynamic portfolio optimization across hidden market regimes
(
- Contribution to journal › Article
- 2017
-
Mark
A consistent estimator of the smoothing operator in the functional Hodrick-Prescott filter
2017) In Communications in Statistics - Theory and Methods(
- Contribution to journal › Article
-
Mark
A Functional Hodrick-Prescott Filter
(
- Contribution to journal › Article
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Mark
Long Memory of Financial Time Series and Hidden Markov Models with Time-Varying Parameters
(
- Contribution to journal › Article
- 2016
-
Mark
On the functional Hodrick-Prescott Filter with non-compact operators
(
- Contribution to journal › Article