Peng Ren

Peng Ren

Clemson University - Clemson / United States
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 5460640
person_outline Peng Ren's MOST POPULAR ARTICLES
1-) Efficient Bayesian hierarchical functional data analysis with basis function approximations using Gaussian–Wishart processesJ Yang, DD Cox, JS Lee, P Ren, T ChoiBiometrics 73 (4), 1082-1091, 2017172017
2-) BFDA: A matlab toolbox for bayesian functional data analysisJ Yang, P RenarXiv preprint arXiv:1604.05224, 201682016
3-) Realised volatility and parametric estimation of Heston SDEsR Azencott, P Ren, I TimofeyevFinance and Stochastics 24 (3), 723-755, 202062020
4-) Parametric estimation from approximate data: non-Gaussian diffusionsR Azencott, P Ren, I TimofeyevJournal of Statistical Physics 161, 1276-1298, 201562015