← All authors Haipeng Xing Stony Brook University (from arXiv:1912.00764, 2019) · ORCID · OpenAlex
21 papers in scope · 20 published · 2 on the econ.EM arXiv · 251 citations · h-index 8 (over the papers listed here)
Papers (2 of 21)
Change, dependence, and discovery: celebrating the work of T. L. Lai
published 2026 · Sequential Analysis
with Alexander G. Tartakovsky, Jay Bartroff, Cheng-Der Fuh
Spot Volatility Measurement Using a Change-Point Duration Model in the High-Frequency Market
published 2025 · International Journal of Financial Studies
with Zhicheng Li, Yan Wang
L1 Regularization for High-Dimensional Multivariate GARCH Models
published 2024 · Risks · 3 citations
with Sijie Yao, Hui Zou
A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
published 2022 · Economic Modelling · 2 citations
with Zhicheng Li, Xinyun Chen
published 2022 · Journal of risk and financial management · 1 citations · first circulated 2019
High-Frequency Quote Volatility Measurement Using a Change-Point Intensity Model
published 2022 · Mathematics · 3 citations
with Zhicheng Li
Statistical Surveillance of Structural Breaks in Credit Rating Dynamics
published 2020 · Entropy · 4 citations
with Ke Wang, Zhi Li, Ying Chen
working paper 2019 · arXiv
Online Optimization in Cloud Resource Provisioning
published 2019 · Proceedings of the ACM on Measurement and Analysis of Computing Systems · 28 citations
with Joshua Comden, Sijie Yao, Niangjun Chen, Zhenhua Liu
Firm’s Credit Risk in the Presence of Market Structural Breaks
published 2018 · Risks · 5 citations
with Yang Yu
An iterative algorithm for optimal variable weighting in K-means clustering
published 2018 · Communications in Statistics - Simulation and Computation · 10 citations
with Shaonan Zhang, Shanshan Li, Jiaqiao Hu, Wei Zhu
Dependence of Structural Breaks in Rating Transition Dynamics on Economic and Market Variations
published 2018 · Review of Economics and Finance · 4 citations
with Ying Chen
no link
A Mixtured Localized Likelihood Method for GARCH Models with Multiple Change-points
published 2017 · Review of Economics and Finance · 1 citations
with Hongsong Yuan, Sichen Zhou
no link
Stochastic change-point ARX-GARCH models and their applications to econometric time series
published 2013 · Statistica Sinica · 17 citations
with Tze Leung Lai
A Semiparametric Change-Point Regression Model for Longitudinal Observations
published 2012 · Journal of the American Statistical Association · 11 citations
with Zhiliang Ying
Credit rating dynamics in the presence of unknown structural breaks
published 2011 · Journal of Banking & Finance · 36 citations · first circulated 2010
with Ning Sun, Ying Chen
A simple Bayesian approach to multiple change-points
published 2011 · Statistica Sinica · 54 citations
with Tze Leung Lai
Sequential Change-Point Detection When the Pre-and Post-Change Parameters are Unknown
published 2010 · Sequential Analysis · 60 citations
with Tze Leung Lai
A Bayesian Approach to Sequential Surveillance in Exponential Families
published 2009 · Communication in Statistics-Theory and Methods · 9 citations
with Tze Leung Lai, Tongwei Liu
Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén
published 2009 · Sequential Analysis · 3 citations
Nonparametric functionals of spectral distributions and their applications to time series analysis
published 2006 · Journal of Statistical Planning and Inference
with Tze Leung Lai
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
Built from arXiv and OpenAlex. Supported by UKRI grant APP47921 (Martin Weidner, UCL · Francis J. DiTraglia, Oxford).