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- I-Tang Yu, Cheng-Der Fuh
- IEEE Transactions on Reliability
- 2010

Degradation analysis is a tool for assessing the lifetime distribution in reliability analysis. The lifetime of a product, in degradation analysis, is defined as the time when the value of a chosenâ€¦ (More)

- Cheng-Der Fuh
- 2008

Let Î¾0, Î¾1, . . . , Î¾Ï‰âˆ’1 be observations from the hiddenMarkov model with probability distribution P Î¸0 , and let Î¾Ï‰, Î¾Ï‰+1, . . . be observations from the hidden Markov model with probabilityâ€¦ (More)

- Cheng-Der Fuh
- 2004

Let {Xn, nâ‰¥ 0} be a Markov chain on a general state space X with transition probability P and stationary probability Ï€. Suppose an additive component Sn takes values in the real line R and isâ€¦ (More)

- Cheng-Der Fuh, Yajun Mei
- IEEE Transactions on Signal Processing
- 2015

In this paper, the quickest change detection problem is studied in two-state hidden Markov models (HMM), where the vector parameter θ of the HMM changes from θ<sub>0</sub> toâ€¦ (More)

- Cheng-Der Fuh
- 2004

In this paper, we study large deviations of maximum likelihood and related estimators for hidden Markov models. A hidden Markov model consists of parameterized Markov chains in a Markovian randomâ€¦ (More)

- Wen-Liang Hung, Jinn-Shing Lee, Cheng-Der Fuh
- International Journal of Uncertainty, Fuzzinessâ€¦
- 2004

It is well known t h a t an intuit ionist ic fuzzy rela t ion is a generalization of a fuzzy relat ion. In fact t he re are s i tuat ions where intui t ionist ic fuzzy relat ions are more appropr iaâ€¦ (More)

Risk management is an important issue when there is a catastrophic event that affects asset price in the market such as a sub-prime financial crisis or other financial crisis. By adding a jump termâ€¦ (More)

Consider the following multi-phase project management problem. Each project is divided into several phases. All projects enter the next phase at the same point chosen by the decision maker based onâ€¦ (More)

- Cheng-Der Fuh
- 2008

Motivated by studying asymptotic properties of the maximum likelihood estimator (MLE) in stochastic volatility (SV) models, in this paper we investigate likelihood estimation in state space models.â€¦ (More)

While computerized adaptive tests have enjoyed tremendous growth in the past decade, satisfactory solutions for many important problems are still unavailable. Among these problems, a critical one isâ€¦ (More)