Items where Division is "Centre for Analysis of Time Series" and Year is 2017

D

Du, Hailiang and Smith, Leonard A. (2017) Multi-model cross-pollination in time. Physica D: Nonlinear Phenomena, 353-4. pp. 31-38. ISSN 0167-2789

Du, Hailiang and Smith, Leonard A. (2017) Rising above chaotic likelihoods. SIAM/ASA Journal on Uncertainty Quantification, 5 (1). pp. 246-258. ISSN 2166-2525

F

Francis, Andrew R., Stehlík, Milan and Wynn, Henry P. ORCID: 0000-0002-6448-1080 (2017) “Building” exact confidence nets. Bernoulli, 23 (4B). pp. 3145-3165. ISSN 1350-7265

Frigg, Roman ORCID: 0000-0003-0812-0907 and Nguyen, James ORCID: 0000-0002-6919-1365 (2017) Scientific representation is representation-as. In: Chao, Hsiang-Ke and Reiss, Julian, (eds.) Philosophy of Science in Practice: Nancy Cartwright and the nature of scientific reasoning. Synthese Library. Springer International (Firm), Switzerland, pp. 149-179. ISBN 9783319455303

G

Graves, Timothy, Franzke, Christian L.E., Watkins, Nicholas W. ORCID: 0000-0003-4484-6588, Gramacy, Robert B. and Tindale, Elizabeth (2017) Systematic inference of the long-range dependence and heavy-tail distribution parameters of ARFIMA models. Physica A: Statistical Mechanics and Its Applications, 473. pp. 60-71. ISSN 0378-4371

Graves, Timothy, Gramacy, Robert, Watkins, Nicholas W. ORCID: 0000-0003-4484-6588 and Franzke, Christian (2017) A brief history of long memory: Hurst, Mandelbrot and the road to ARFIMA, 1951–1980. Entropy, 19 (9). p. 437. ISSN 1099-4300

K

Kellard, Neil, Millo, Yuval, Simon, Jan and Engel, Ofer (2017) Close communications: hedge funds, brokers and the emergence of herding. British Journal of Management, 28 (1). pp. 84-101. ISSN 1045-3172

N

Nguyen, James ORCID: 0000-0002-6919-1365 and Frigg, Roman ORCID: 0000-0003-0812-0907 (2017) Mathematics is not the only language in the book of nature. Synthese. ISSN 0039-7857

P

Pronzato, Luc, Wynn, Henry P. ORCID: 0000-0002-6448-1080 and Zhigljavsky, Anatoly A. (2017) Extended generalised variances, with applications. Bernoulli, 23 (4A). pp. 2617-2642. ISSN 1350-7265

W

Watkins, Nicholas W. ORCID: 0000-0003-4484-6588 (2017) On the continuing relevance of Mandelbrot's non-ergodic fractional renewal models of 1963 to 1967. European Physical Journal B, 90 (241). ISSN 1434-6028