Login / Signup
Chu-Lan Michael Kao
ORCID
Publication Activity (10 Years)
Years Active: 2021-2024
Publications (10 Years): 2
Top Topics
Akaike Information Criterion
Credit Risk
Statistical Models
Hidden Markov Models
Top Venues
IEEE Trans. Inf. Theory
SIAM J. Financial Math.
</>
Publications
</>
Cheng-Der Fuh
,
Chu-Lan Michael Kao
,
Tianxiao Pang
Kullback-Leibler Divergence and Akaike Information Criterion in General Hidden Markov Models.
IEEE Trans. Inf. Theory
70 (8) (2024)
Cheng-Der Fuh
,
Chu-Lan Michael Kao
Credit Risk Propagation in Structural-Form Models.
SIAM J. Financial Math.
12 (4) (2021)