Cheng-Der Fuh | DeepAI

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Featured Co-authors

Chuan-Ju Wang
12 publications
Tianxiao Pang
1 publication
Su-Chi Fuh
1 publication
Yuan-Chen Liu
1 publication
Chu-Lan Kao
1 publication
Chu-Lan Michael Kao
1 publication

research

∙ 03/14/2023

Kullback-Leibler Divergence and Akaike Information Criterion in General Hidden Markov Models

To characterize the Kullback-Leibler divergence and Fisher information i...

0 Cheng-Der Fuh, et al. ∙

research

∙ 06/03/2021

Rényi Divergence in General Hidden Markov Models

In this paper, we examine the existence of the Rényi divergence between ...

0 Cheng-Der Fuh, et al. ∙

research

∙ 11/03/2019

Reply to on some problems in the article "Efficient likelihood estimation in state space models" by Cheng-Der Fuh [Ann, Statist. 34 (2006) 2026-2068]

This note replies Dr. Jensen (2010) comments on Problem 2.3, which was l...

0 Cheng-Der Fuh, et al. ∙

research

∙ 11/10/2017

Efficient Simulation for Portfolio Credit Risk in Normal Mixture Copula Models

This paper considers the problem of measuring the credit risk in portfol...

0 Cheng-Der Fuh, et al. ∙