vix.ing · top · new · best · stats · spec

Ivor Cribben

  1. Extremal Dependence in Australian Electricity Markets
    2022/02/21 by Lin Han, Ivor Cribben, Han, Lin +3 · 2 citations
    Economics, Econometrics and Finance · Engineering · #Electric Power System Optimization #Energy Load and Power Forecasting #FOS: Economics and business #Market Dynamics and Volatility #Risk Management (q-fin.RM)
  2. Factorized Binary Search: change point detection in the network structure of multivariate high-dimensional time series
    2021/03/10 by Martin Ondrus, Emily Olds, Ondrus, Martin +3 · 1 citation
    Computer Science · #Applications (stat.AP) #Computation (stat.CO) #FOS: Computer and information sciences #Methodology (stat.ME) #Time Series Analysis and Forecasting
  3. Bayesian Time-Varying Tensor Vector Autoregressive Models for Dynamic Effective Connectivity
    2021/06/26 by Wei Zhang, Zhang, Wei, Ivor Cribben +5 · 1 citation
    Mathematics · Medicine · Neuroscience · #Advanced Neuroimaging Techniques and Applications #Applications (stat.AP) #FOS: Computer and information sciences #Functional Brain Connectivity Studies #Methodology (stat.ME) #Tensor decomposition and applications