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Acciaio, Beatrice, Beiglböck, M., Penkner, F. and Schachermayer, W. (2016) A model-free version of the fundamental theorem of asset pricing and the super-replication theorem. Mathematical Finance, 26 (2). 233 - 251. ISSN 0960-1627
Acciaio, Beatrice, Fontana, Claudio and Kardaras, Constantinos ORCID: 0000-0001-6903-4506 (2016) Arbitrage of the first kind and filtration enlargements in semimartingale financial models. Stochastic Processes and Their Applications, 126 (6). pp. 1761-1784. ISSN 0304-4149
Acciaio, Beatrice and Penner, I. (2016) Characterization of max-continuous local martingales vanishing at infinity. Electronic Communications in Probability, 21 (71). pp. 1-10. ISSN 1083-589X
Alistarh, D., Li, J., Tomioka, R. and Vojnovic, Milan ORCID: 0000-0003-1382-022X (2016) Quantized stochastic gradient descent: communication versus convergence. In: OPT 2016, 2016-12-10, Barcelona, Spain, ESP.
Atkinson, Anthony C., Cerioli, Andrea and Riani, Marco (2016) Discussion of “asymptotic theory of outlier detection algorithms for linear time series regression models” by Johansen and Nielsen. Scandinavian Journal of Statistics, 43 (2). pp. 349-352. ISSN 0303-6898
Barigozzi, Matteo and Moneta, Alessio (2016) Identifying the independent sources of consumption variation. Journal of Applied Economics, 31 (2). pp. 420-449. ISSN 1514-0326
Barrieu, Pauline ORCID: 0000-0001-9473-263X and Veraart, Luitgard A. M. ORCID: 0000-0003-1183-2227 (2016) Pricing q-forward contracts: an evaluation of estimation window and pricing method under different mortality models. Scandinavian Actuarial Journal, 2016 (2). pp. 146-166. ISSN 0346-1238
Baurdoux, Erik J. ORCID: 0000-0002-5407-0683, Pardo, Juan Carlos, Perez, Jose Luis and Renaud, Jean-Francois (2016) Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes. Journal of Applied Probability, 53 (2). pp. 572-584. ISSN 0021-9002
Benedetti, Giuseppe and Campi, Luciano (2016) Utility indifference valuation for non-smooth payoffs with an application to power derivatives. Applied Mathematics and Optimization, 73 (2). pp. 349-389. ISSN 0095-4616
Berg, Emily, Kim, J. K. and Skinner, Chris (2016) Imputation under informative sampling. Journal of Survey Statistics and Methodology, 4 (4). pp. 436-462. ISSN 2325-0984
Blaser, Rico and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X (2016) Random rotation ensembles. Journal of Machine Learning Research, 17 (4). pp. 1-26. ISSN 1532-4435
Chen, Yining ORCID: 0000-0003-1697-1920 and Samworth, Richard J. (2016) Generalized additive and index models with shape constraints. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 78 (4). 729 - 754. ISSN 1369-7412
Chen, Yining ORCID: 0000-0003-1697-1920 and Wellner, Jon A. (2016) On convex least squares estimation when the truth is linear. Electronic Journal of Statistics, 10 (1). pp. 171-209. ISSN 1935-7524
Da Silva, Damião Nóbrega, Skinner, Chris J. and Kim, Jae Kwang (2016) Using binary paradata to correct for measurement error in survey data analysis. Journal of the American Statistical Association, 111 (514). 526 - 537. ISSN 0162-1459
Dassios, Angelos ORCID: 0000-0002-3968-2366 and Zhang, You You (2016) The joint distribution of Parisian and hitting times of the Brownian motion with application to Parisian option pricing. Finance and Stochastics, 20. pp. 773-804. ISSN 0949-2984
Dhar, Subhra Sankar, Dassios, Angelos ORCID: 0000-0002-3968-2366 and Bergsma, Wicher ORCID: 0000-0002-2422-2359 (2016) A study of the power and robustness of a new test for independence against contiguous alternatives. Electronic Journal of Statistics, 10 (1). pp. 330-351. ISSN 1935-7524
Doretti, Marco, Geneletti, Sara ORCID: 0000-0001-6456-7258 and Stanghellini, Elena (2016) Tackling non-ignorable dropout in the presence of time varying confounding. Journal of the Royal Statistical Society. Series C: Applied Statistics, 65 (5). 775 - 795. ISSN 0035-9254
Dou, Baojun, Parrella, Maria Lucia and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2016) Generalized Yule–Walker estimation for spatio-temporal models with unknown diagonal coefficients. Journal of Econometrics, 194 (2). pp. 369-382. ISSN 0304-4076
Dureau, J., Kalogeropoulos, K. ORCID: 0000-0002-0330-9105, Vickerman, P., Pickles, M. and Boily, M. C. (2016) A Bayesian approach to estimate changes in condom use from limited human immunodeficiency virus prevalence data. Journal of the Royal Statistical Society. Series C: Applied Statistics, 65 (2). 237 - 257. ISSN 0035-9254
Ermisch, John and Steele, Fiona ORCID: 0000-0001-6417-7444 (2016) Fertility expectations and residential mobility in Britain. Demographic Research, 35. pp. 1561-1584. ISSN 1435-9871
Fogel, Fajwel, d'Aspremont, Alexandre and Vojnovic, Milan ORCID: 0000-0003-1382-022X (2016) Spectral ranking using seriation. Journal of Machine Learning Research, 17. 1 - 45. ISSN 1532-4435
Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X and Timmermans, Catherine (2016) SHAH: SHape-Adaptive Haar wavelets for image processing. Journal of Computational and Graphical Statistics, 25 (3). pp. 879-898. ISSN 1061-8600
Guo, Shaojun, Wang, Yazhen and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2016) High-dimensional and banded vector autoregressions. Biometrika, 103 (4). pp. 889-903. ISSN 0006-3444
Hanly, Mark, Clarke, Paul and Steele, Fiona ORCID: 0000-0001-6417-7444 (2016) Sequence analysis of call record data: exploring the role of different cost settings. Journal of the Royal Statistical Society. Series A: Statistics in Society, 179 (3). pp. 793-808. ISSN 0964-1998
Kabanov, Yuri, Kardaras, Constantinos ORCID: 0000-0001-6903-4506 and Song, Shiqi (2016) No arbitrage of the first kind and local martingale numéraires. Finance and Stochastics, 20 (4). pp. 1097-1108. ISSN 0949-2984
Katsikatsou, Myrsini and Moustaki, Irini ORCID: 0000-0001-8371-1251 (2016) Pairwise likelihood ratio tests and model selection criteria for structural equation models with ordinal variables. Psychometrika, 81 (4). pp. 1046-1068. ISSN 0033-3123
Kotecha, Meena ORCID: 0000-0001-9211-5988 (2016) Addressing anxiety in the teaching room: techniques to enhance mathematics and statistics education. OUPblog (11 Jan 2016). Website.
Kotecha, Meena ORCID: 0000-0001-9211-5988 (2016) Reducing mathematics and statistics anxiety: questionnaires and case studies in practice. In: SAGE Research Methods Cases. Sage Publications Ltd., London, UK. ISBN 9781446273050
Kuha, Jouni ORCID: 0000-0002-1156-8465 and Sturgis, Patrick ORCID: 0000-0003-1180-3493 (2016) Comment on ‘what to do instead of significance testing? Calculating the “number of counterfactual cases needed to disturb a finding”’ by Stephen Gorard and Jonathan Gorard. International Journal of Social Research Methodology, 19 (4). 491 - 495. ISSN 1364-5579
Lam, Clifford ORCID: 0000-0001-8972-9129 (2016) Nonparametric eigenvalue-regularized precision or covariance matrix estimator. Annals of Statistics, 44 (3). pp. 928-953. ISSN 0090-5364
Li, Dong and Tong, Howell (2016) Nested sub-sample search algorithm for estimation of threshold models. Statistica Sinica, 26 (4). pp. 1543-1554. ISSN 1017-0405
Li, Weiming, Gao, Jing, Li, Kunpeng and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2016) Modelling multivariate volatilities via latent common factors. Journal of Business and Economic Statistics, 34 (4). pp. 564-573. ISSN 0735-0015
Mohammadi, Fatemeh, Saenz-de-Cabezon, Eduardo and Wynn, Henry P. ORCID: 0000-0002-6448-1080 (2016) Types of signature analysis in reliability based on Hilbert series. Journal of Symbolic Computation, 79 (1). pp. 140-155. ISSN 0747-7171
Mohammadi, Fatemeh, Saenz-de-Cabezon, Eduardo and Wynn, Henry P. ORCID: 0000-0002-6448-1080 (2016) The algebraic method in tree percolation. SIAM Journal on Discrete Mathematics, 30 (2). pp. 1193-1212. ISSN 0895-4801
Rasley, Jeff, Karanasos, Konstantinos, Kandula, Srikanth, Fonseca, Rodrigo, Vojnovic, Milan ORCID: 0000-0003-1382-022X and Rao, Sriram (2016) Efficient queue management for cluster scheduling. In: EuroSys 2016, 2016-04-18 - 2016-04-21, London, United Kingdom, GBR.
Shi, Chengchun ORCID: 0000-0001-7773-2099, Song, Rui and Lu, Wenbin (2016) Robust learning for optimal treatment decision with NP-dimensionality. Electronic Journal of Statistics, 10 (2). 2894 - 2921. ISSN 1935-7524
Skinner, Chris J. (2016) Probability proportional to size (PPS) sampling. In: Balakrishnan, N., Colton, Theodore, Everitt, Brian, Piegorsch, Walter, Ruggeri, Fabrizio, Teugels, Jef, Davidian, Marie, Kenett, Ron S. and Molenberghs, Geert, (eds.) Wiley StatsRef: Statistics Reference Online. John Wiley & Sons, pp. 1-5. ISBN 9781118445112
Steele, Fiona ORCID: 0000-0001-6417-7444, Washbrook, Elizabeth, Charlton, Christopher and Browne, William J. (2016) A longitudinal mixed logit model for estimation of push and pull effects in residential location choice. Journal of the American Statistical Association, 111 (515). 1061 - 1074. ISSN 0162-1459
Sturgis, Patrick ORCID: 0000-0003-1180-3493, Baker, Nick, Callegaro, Mario, Fisher, Stephen, Green, Jane, Jennings, Will, Kuha, Jouni ORCID: 0000-0002-1156-8465, Lauderdale, Benjamin E. and Smith, Patten (2016) Report of the inquiry into the 2015 British general election opinion polls. . British Polling Council, London, UK.
Vitoratou, Silia, Ntzoufras, Ioannis and Moustaki, Irini ORCID: 0000-0001-8371-1251 (2016) Explaining the behavior of joint and marginal Monte Carlo estimators in latent variable models with independence assumptions. Statistics and Computing, 26 (1). pp. 333-348. ISSN 0960-3174
Vojnovic, Milan ORCID: 0000-0003-1382-022X and Yun, Seyoung (2016) Parameter estimation for generalized thurstone choice models. Proceedings of Machine Learning Research, 48. pp. 498-506. ISSN 1938-7228
Zhang, Peng, Qiu, Zhenguo and Shi, Chengchun ORCID: 0000-0001-7773-2099 (2016) simplexreg: an R package for regression analysis of proportional data using the simplex distribution. Journal of Statistical Software, 71 (11). ISSN 1548-7660
Çetin, Umut ORCID: 0000-0001-8905-853X and Danilova, Albina ORCID: 0009-0001-4264-3798 (2016) Markov bridges: SDE representation. Stochastic Processes and Their Applications, 126 (3). 651 - 679. ISSN 0304-4149
Çetin, Umut ORCID: 0000-0001-8905-853X and Danilova, Albina ORCID: 0009-0001-4264-3798 (2016) Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems. Annals of Applied Probability, 26 (4). pp. 1996-2029. ISSN 1050-5164