The Financial Risk Measurement EVaR Based on DTARCH Models. - Xiaoqian Liu; Zhenni Tan; Yuehua Wu; Yong Zhou (Entropy, 2023)

On robust estimation of hidden semi-Markov regime-switching models. - Shanshan Qin; Zhenni Tan; Yuehua Wu (Ann. Oper. Res., 2024)

PCA-uCPD: an ensemble method for multiple change-point detection in moderately high-dimensional data. - Shanshan Qin; Zhenni Tan; Weidong Wei; Yuehua Wu (Stat. Comput., 2025)

Correction: PCA-uCPD: an ensemble method for multiple change-point detection in moderately high-dimensional data. - Shanshan Qin; Zhenni Tan; Dongwei Wei; Yuehua Wu (Stat. Comput., 2025)