Items where Division is "Statistics" and Year is 2011

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Alessi, Lucia, Barigozzi, Matteo and Capasso, Marco (2011) Nonfundamentalness in structural econometric models: a review. International Statistical Review, 79 (1). pp. 16-47. ISSN 0306-7734

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Barigozzi, Matteo, Fagiolo, Giorgio and Mangioni, Giuseppe (2011) Identifying the community structure of the international-trade multi-network. Physica A: Statistical Mechanics and Its Applications, 390 (11). pp. 2051-2066. ISSN 0378-4371

Barigozzi, Matteo and Moneta, Alessio (2011) The rank of a system of Engel curves: how many common factors? Papers on economics and evolution (1101). Max Planck Institute of Economics, Jena, Germany.

Barigozzi, Matteo and Speciale, Biagio (2011) Immigrants' legal status, permanence in the destination country and the distribution of consumption expenditure. Applied Economics Letters, 18 (14). pp. 1341-1347. ISSN 1350-4851

Barrieu, Pauline ORCID: 0000-0001-9473-263X and Fehr, Max (2011) Integrated EUA and CER price modeling and application for spread option pricing. Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment working papers (40). Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment, London, UK.

Bartholomew, David J., Knott, Martin and Moustaki, Irini ORCID: 0000-0001-8371-1251 (2011) Latent variable models and factor analysis: a unified approach. John Wiley & Sons, London, UK. ISBN 9780470971925

Baurdoux, Erik J. ORCID: 0000-0002-5407-0683, Kyprianou, Andreas E. and Pardo, J.C. (2011) The Gapeev-Kuhn stochastic game driven by a spectrally positive Levy process. Stochastic Processes and Their Applications, 121 (6). pp. 1266-1289. ISSN 0304-4149

Baurdoux, Erik J. ORCID: 0000-0002-5407-0683 and Van Schaik, K. (2011) Further calculations for the McKean stochastic game for a spectrally negative levy process: from a point to an interval. Journal of Applied Probability, 48 (1). pp. 200-216. ISSN 0021-9002

Bayraktar, Erhan, Kardaras, Constantinos ORCID: 0000-0001-6903-4506 and Xing, Hao (2011) Strict local martingale deflators and valuing American call-type options. Finance and Stochastics, 16 (2). pp. 275-291. ISSN 0949-2984

Bogacka, Barbara, Patan, Maciej, Johnson, Patrick, J, Youdim, K and Atkinson, Anthony C. (2011) Optimum design of experiments for enzyme inhibition kinetic models. Journal of Biopharmaceutical Statistics, 21 (3). pp. 555-572. ISSN 1054-3406

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Campi, Luciano, Cetin, Umut ORCID: 0000-0001-8905-853X and Danilova, Albina ORCID: 0009-0001-4264-3798 (2011) Dynamic Markov bridges motivated by models of insider trading. Stochastic Processes and Their Applications, 121 (3). pp. 534-567. ISSN 0304-4149

Campi, Luciano and Owen, Mark P. (2011) Multivariate utility maximization with proportional transaction costs. Finance and Stochastics, 15 (3). pp. 461-499. ISSN 0949-2984

Cho, Haeran and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2011) Multiscale interpretation of taut string estimation and its connection to Unbalanced Haar wavelets. Statistics and Computing, 21. pp. 671-681. ISSN 0960-3174

Christodoulaki, Olga, Cho, Haeran and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2011) A reflection of history: fluctuations in Greek sovereign risk between 1914 and 1929. GreeSE (50). Hellenic Observatory, London School of Economics and Political Science, London, UK.

Curtice, John, Fisher, Stephen D. and Kuha, Jouni ORCID: 0000-0002-1156-8465 (2011) Confounding the commentators: how the 2010 exit poll got it (more or less) right. Journal of Elections, Public Opinion and Parties, 21 (2). pp. 211-235. ISSN 1745-7289

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Dassios, Angelos ORCID: 0000-0002-3968-2366 and Nagaradjasarma, Jayalaxshmi (2011) Pricing of Asian options on interest rates in the CIR model. . Department of Statistics, London School of Economics and Political Science, London, UK.

Dassios, Angelos ORCID: 0000-0002-3968-2366 and Wu, Shanle (2011) Barrier strategies with Parisian delay. . Department of Statistics, London School of Economics and Political Science, London, UK. (Submitted)

Dassios, Angelos ORCID: 0000-0002-3968-2366 and Wu, Shanle (2011) Brownian excursions in a corridor and related Parisian options. . Department of Statistics, London School of Economics and Political Science, London, UK. (Submitted)

Dassios, Angelos ORCID: 0000-0002-3968-2366 and Wu, Shanle (2011) Brownian excursions outside a corridor and two-sided Parisian options. . Department of Statistics, London School of Economics and Political Science, London, UK. (Submitted)

Dassios, Angelos ORCID: 0000-0002-3968-2366 and Wu, Shanle (2011) Double-barrier Parisian options. Journal of Applied Probability, 48 (1). pp. 1-20. ISSN 0021-9002

Dassios, Angelos ORCID: 0000-0002-3968-2366 and Zhao, Hongbiao (2011) A dynamic contagion process and an application to credit risk. In: LSE Research Day 2011: The Early Career Researcher, 2011-05-26, London, United Kingdom, GBR. (Submitted)

Dassios, Angelos ORCID: 0000-0002-3968-2366 and Zhao, Hongbiao (2011) A dynamic contagion process. Advances in Applied Probability, 43 (3). pp. 814-846. ISSN 0001-8678

Dureau, Joseph and Kalogeropoulos, Konstantinos ORCID: 0000-0002-0330-9105 (2011) Inference on epidemic models with time-varying parameters: methodology and preliminary applications. In: LSE Research Day 2011: The Early Career Researcher, 2011-05-26, London, United Kingdom, GBR. (Submitted)

Durrant, Gabriele B., D'Arrigo, Julia and Steele, Fiona ORCID: 0000-0001-6417-7444 (2011) Using field process data to predict best times of contact conditioning on household and interviewer influences. Journal of the Royal Statistical Society. Series A: Statistics in Society, 174 (4). pp. 1029-1049. ISSN 0964-1998

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Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X and Oh, H. S. (2011) Thick pen transformation for time series. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 73 (4). pp. 499-529. ISSN 1369-7412

Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X and Subba Rao, Suhasini (2011) Mixing properties of ARCH and time-varying ARCH processes. Bernoulli, 17 (1). pp. 320-346. ISSN 1350-7265

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Geneletti, Sara ORCID: 0000-0001-6456-7258 and Dawid, A. Philip (2011) Defining and identifying the effect of treatment on the treated. In: McKay Illari, Phyllis, Russo, Federica and Williamson, Jon, (eds.) Causality in the Sciences. Oxford University Press, Oxford, UK, pp. 728-749. ISBN 9780199574131

Geneletti, Sara ORCID: 0000-0001-6456-7258, Gallo, Valentina, Porta, Miquel, Khoury, Muin J. and Vineis, Paolo (2011) Assessing causal relationships in genomics: from Bradford-Hill criteria to complex gene-environment interactions and directed acyclic graphs. Emerging Themes in Epidemiology, 8 (5). ISSN 1742-7622

Geneletti, Sara ORCID: 0000-0001-6456-7258, Mason, Alexina and Best, Nicky (2011) Adjusting for selection effects in epidemiologic studies: why sensitivity analysis is the only “solution”. Epidemiology, 22 (1). pp. 36-39. ISSN 1044-3983

Giammarino, Flavia and Barrieu, Pauline ORCID: 0000-0001-9473-263X (2011) Indifference pricing with uncertainty averse preferences. In: LSE Research Day 2011: The Early Career Researcher, 2011-05-26, London, United Kingdom, GBR. (Submitted)

Ginsburg, Carren, Steele, Fiona ORCID: 0000-0001-6417-7444, Richter, Linda M. and Norris, Shane A. (2011) Modelling residential mobility: factors associated with the movement of children in Greater Johannesburg, South Africa. Population, Space and Place, 17 (5). pp. 611-626. ISSN 1544-8444

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Hamrick, Jeff, Huang, Yifei, Kardaras, Constantinos ORCID: 0000-0001-6903-4506 and Taqqu, Murad S. (2011) Maximum penalized quasi-likelihood estimation of the diffusion function. Quantitative Finance, 11 (11). pp. 1675-1684. ISSN 1469-7688

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Jackson, Jonathan ORCID: 0000-0003-2426-2219, Bradford, Ben ORCID: 0000-0001-5480-5638, Hough, Mike, Kuha, Jouni ORCID: 0000-0002-1156-8465, Stares, Sally ORCID: 0000-0003-4697-0347, Widdop, S., Fitzgerald, R., Yordanova, M. and Galev, T. (2011) Developing European indicators of trust in justice. European Journal of Criminology, 8 (4). pp. 267-285. ISSN 1477-3708

Jackson, Jonathan ORCID: 0000-0003-2426-2219, Pooler, Tia, Hohl, Katrin, Kuha, Jouni ORCID: 0000-0002-1156-8465, Bradford, Ben ORCID: 0000-0001-5480-5638 and Hough, Mike (2011) Trust in justice: topline results from round 5 of the European Social Survey. ESS topline results series (1). European Commission.

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Kallsen, Jan and Rheinlander, Thorsten (2011) Asymptotic utility-based pricing and hedging for exponential utility. Statistics and Decisions, 28 (1). pp. 17-36. ISSN 0721-2631

Kalogeropoulos, Konstantinos ORCID: 0000-0002-0330-9105, Dellaportas, Petros and Roberts, Gareth O. (2011) Likelihood based inference for correlated diffusions. Canadian Journal of Statistics, 39 (1). pp. 52-72. ISSN 0319-5724

Kardaras, Constantinos ORCID: 0000-0001-6903-4506 and Platen, Eckhard (2011) On the semimartingale property of discounted asset-price processes. Stochastic Processes and Their Applications, 121 (11). pp. 2678-2691. ISSN 0304-4149

Kardaras, Constantinos ORCID: 0000-0001-6903-4506 and Žitković, Gordan (2011) Stability of the utility maximization problem with random endowment in incomplete markets. Mathematical Finance, 21 (2). pp. 313-333. ISSN 0960-1627

Khare, Shree and Smith, Leonard A. (2011) Data assimilation: a fully nonlinear approach to ensemble formation using indistinguishable states. Monthly Weather Review, 139 (7). pp. 2080-2097. ISSN 0027-0644

Kotecha, Meena ORCID: 0000-0001-9211-5988 (2011) Enhancing mathematics teaching in India. Mathematics Today, 47 (2). p. 78. ISSN 1361-2042

Kotecha, Meena ORCID: 0000-0001-9211-5988 (2011) Enhancing students’ engagement through effective feedback, assessment and engaging activities. MSOR Connections, 11 (2). pp. 4-6. ISSN 1473-4869

Kotecha, Meena ORCID: 0000-0001-9211-5988 (2011) Promoting student led education. In: CETL-MSOR Conference 2011, 2011-09-05 - 2011-09-06, Coventry University, United Kingdom, GBR.

Koukounari, Artemis, Toure, Seydou, Donnelly, Christl A, Ouedraogo, Amadou, Yoda, Bernadette, Ky, Cesaire, Kabore, Martin, Bosque-Oliva, Elisa, Basanez, Maria-Gloria, Fenwick, Alan and Webster, Joanne P (2011) Integrated monitoring and evaluation and environmental risk factors for urogenital schistosomiasis and active trachoma in Burkina Faso before preventative chemotherapy using sentinel sites. BMC Infectious Diseases, 11 (1). p. 191. ISSN 1471-2334

Kuha, Jouni ORCID: 0000-0002-1156-8465 and Firth, David (2011) On the index of dissimilarity for lack of fit in loglinear and log-multiplicative models. Computational Statistics and Data Analysis, 55 (1). pp. 375-388. ISSN 0167-9473

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Lam, Clifford ORCID: 0000-0001-8972-9129, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Bathia, Neil (2011) Estimation of latent factors for high-dimensional time series. Biometrika, 98 (4). pp. 901-18. ISSN 0006-3444

Ligtvoet, Rudy, Ark, L. Andries, Bergsma, Wicher P. ORCID: 0000-0002-2422-2359 and Sijtsma, Klaas (2011) Polytomous latent scales for the investigation of the ordering of items. Psychometrika, 76 (2). pp. 200-216. ISSN 0033-3123

Ling, Shiqing and Tong, Howell (2011) Score based goodness-of-fit tests for time series. Statistica Sinica, 21 (4). pp. 1807-1829. ISSN 1017-0405

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Morettin, Pedro A. and Norberg, Ragnar (2011) Foreword: special issue on statistical modeling in insurance and finance. Applied Stochastic Models in Business and Industry, 27 (1). p. 1. ISSN 1524-1904

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Ng, K.W. and Tong, Howell (2011) Inversion of Bayes formula and measures of Bayesian information gain and pairwise dependence. Statistics and Its Interface, 4 (1). pp. 95-103. ISSN 1938-7997

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Peiris, J. S. Malik, Van Kerkhove, Maria D., Vandemaele, Katelijn A. H., Shinde, Vivek, Jaramillo-Gutierrez, Giovanna, Koukounari, Artemis, Donnelly, Christl A., Carlino, Luis O., Owen, Rhonda, Paterson, Beverly, Pelletier, Louise, Vachon, Julie, Gonzalez, Claudia, Hongjie, Yu, Zijian, Feng, Chuang, Shuk Kwan, Au, Albert, Buda, Silke, Krause, Gerard, Haas, Walter, Bonmarin, Isabelle, Taniguichi, Kiyosu, Nakajima, Kensuke, Shobayashi, Tokuaki, Takayama, Yoshihiro, Sunagawa, Tomi, Heraud, Jean Michel, Orelle, Arnaud, Palacios, Ethel, van der Sande, Marianne A. B., Wielders, C. C. H. Lieke, Hunt, Darren, Cutter, Jeffrey, Lee, Vernon J., Thomas, Juno, Santa-Olalla, Patricia, Sierra-Moros, Maria J., Hanshaoworakul, Wanna, Ungchusak, Kumnuan, Pebody, Richard, Jain, Seema and Mounts, Anthony W. (2011) Risk factors for severe outcomes following 2009 influenza A (H1N1) infection: a global pooled analysis. PLoS Medicine, 8 (7). ISSN 1549-1277

Petrushkin, H., Barsam, A., Mavrakakis, Miltiadis C., Parfitt, A. and Jaye, P. (2011) Optic disc assessment in the emergency department: a comparative study between the PanOptic and direct ophthalmoscopes. Emergency Medicine Journal, Online. ISSN 1472-0205

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Ramezani, Majid, Bashiri, Mahdi and Atkinson, Anthony C. (2011) A goal programming-TOPSIS approach to multiple response optimization using the concepts of non-dominated solutions and prediction intervals. Expert Systems With Applications, 38 (8). pp. 9557-9563. ISSN 0957-4174

Rheinlander, Thorsten and Sexton, Jenny (2011) Hedging derivatives. Advanced Series on Statistical Science and Applied Probability. , 15 World Scientific (Firm), London, UK. ISBN 9789814338790

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Schouten, Barry, Shlomo, Natalie and Skinner, Chris J. (2011) Indicators for monitoring and improving representativeness of response. Journal of Official Statistics, 27 (2). pp. 231-253. ISSN 0282-423X

Skinner, Chris J. (2011) Book review: 'advances in sampling theory - ratio method of estimation’ by Cingi, H. and Kadilar, C. Journal of the American Statistical Association, 106 (493). pp. 375-382. ISSN 0162-1459

Skinner, Chris J. and D'Arrigo, Julia (2011) Inverse probability weighting for clustered nonresponse. Biometrika, 98 (4). pp. 953-966. ISSN 0006-3444

Smith, Leonard A. and Stern, Nicholas (2011) Uncertainty in science and its role in climate policy. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, 369 (1956). pp. 4818-4841. ISSN 1364-503X

Steele, Fiona ORCID: 0000-0001-6417-7444 (2011) Multilevel discrete-time event history analysis with applications to the analysis of recurrent employment transitions. Australian and New Zealand Journal of Statistics, 53 (1). pp. 1-20. ISSN 1369-1473

Steele, Fiona ORCID: 0000-0001-6417-7444 and Durrant, Gabriele B. (2011) Alternative approaches to multilevel modelling of survey non-contact and refusal. International Statistical Review, 79 (1). pp. 70-91. ISSN 0306-7734

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Tao, Minjing, Wang, Yahzen, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Zou, Jian (2011) Large volatility matrix inference via combining low-frequency and high-frequency approaches. Journal of the American Statistical Association, 106 (495). pp. 1025-1040. ISSN 0162-1459

Tong, Howell (2011) Rejoinder from Howell Tong to the discussions on 'threshold models in time series analysis - 30 years on'. Statistics and Its Interface, 4 (2). pp. 135-136. ISSN 1938-7997

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Yao, Qiwei ORCID: 0000-0003-2065-8486 (2011) Discussion of "Feature matching in time series modeling" by Y. Xia and H. Tong. Statistical Science, 26 (1). pp. 57-58. ISSN 0883-4237

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Zhao, Hongbiao (2011) Portfolio credit risk of default and spread widening. . The Author. (Submitted)