Jing Zhang
with Stine · 2001
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Whom Jing Zhang trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Jing Zhang overall
Papers from Jing Zhang's perspective
Ordered by how strongly the researchers Jing Zhang trusts endorse each paper. Same corpus, a different order for every researcher.
- Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test
- Time Series: Theory and Methods
- Hidden Markov Models for Speech Recognition
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- The Behavior of Stock-Market Prices
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Statistical Inference for Probabilistic Functions of Finite State Markov Chains
- Fundamentals of speech recognition
- Error bounds for convolutional codes and an asymptotically optimum decoding algorithm
- Linear prediction: A tutorial review
Their papers
- Autocovariance Structure of Markov Regime Switching Models and Model Selection (2001) — 51 citations