Multivariate Bayesian Structural Time Series Model. - Jinwen Qiu; S. Rao Jammalamadaka; Ning Ning 003 (J. Mach. Learn. Res., 2018)

Uncertain Volatility Models with Stochastic Bounds. - Jean-Pierre Fouque; Ning Ning 003 (SIAM J. Financial Math., 2018)

Multivariate time series analysis from a Bayesian machine learning perspective. - Jinwen Qiu; S. Rao Jammalamadaka; Ning Ning 003 (Ann. Math. Artif. Intell., 2020)

Markov chain approximation and measure change for time-inhomogeneous stochastic processes. - Kailin Ding; Ning Ning 003 (Appl. Math. Comput., 2021)

The mbsts package: Multivariate Bayesian Structural Time Series Models in R. - Ning Ning 003; Jinwen Qiu (CoRR, 2021)

Phase Transition of the Reconstructability of a General Model with Different In-Community and Out-Community Mutations on an Infinite Tree. - Wenjian Liu; Ning Ning 003 (SIAM J. Discret. Math., 2021)

Well-Posedness and Stability Analysis of Two Classes of Generalized Stochastic Volatility Models. - Ning Ning 003; Jing Wu (SIAM J. Financial Math., 2021)

Reconstructibility of a general DNA evolution model. - Ning Ning 003; Wenjian Liu (Discret. Math., 2022)