Items where Division is "Statistics" and Year is 2019

A

Acciaio, Beatrice, Backhoff-Veraguas, J. and Carmona, Rene (2019) Extended mean field control problems: stochastic maximum principle and transport perspective. SIAM Journal on Control and Optimization, 57 (6). 3666 - 3693. ISSN 0363-0129

B

Barigozzi, Matteo, Hallin, Marc and Soccorsi, Stefano (2019) Identification of global and local shocks in international financial markets via general dynamic factor models. Journal of Financial Econometrics, 17 (3). 462–494. ISSN 1479-8409

Bennazoli, Chiara, Campi, Luciano and Di Persio, Luca (2019) ε-Nash equilibrium in stochastic differential games with mean-field interaction and controlled jumps. Statistics and Probability Letters, 154. ISSN 0167-7152

Butz, M. and Oomen, R. (2019) Internalisation by electronic FX spot dealers. Quantitative Finance, 19 (1). pp. 35-56. ISSN 1469-7688

C

Campi, Luciano and Martini, Claude (2019) On the support of extremal martingale measures with given marginals: the countable case. Advances in Applied Probability, 51 (2). pp. 570-605. ISSN 0001-8678

D

Duarte, Belmiro P.M., Atkinson, Anthony C., Granjo, Jose F.O and Oliveira, Nuno M.C (2019) Optimal design of experiments for liquid–liquid equilibria characterization via semidefinite programming. Processes, 7 (11). ISSN 2227-9717

H

Hsu, Hsiang Ling, Ing, Ching Kang and Tong, Howell (2019) On model selection from a finite family of possibly misspecified time series models. Annals of Statistics, 47 (2). pp. 1061-1087. ISSN 0090-5364

L

Lee, D, Kim, J K and Skinner, Chris J. (2019) Within-cluster resampling for multilevel models under informative cluster size. Biometrika, 106 (4). pp. 965-972. ISSN 0006-3444

M

Mohammadi, Fatemeh, Pascual-Ortigosa, Patricia, Sáenz-de-Cabezón, Eduardo and Wynn, Henry P. ORCID: 0000-0002-6448-1080 (2019) Polarization and depolarization of monomial ideals with application to multi-state system reliability. Journal of Algebraic Combinatorics. ISSN 0925-9899

R

Riani, Marco, Atkinson, Anthony C., Cerioli, Andrea and Corbellini, Aldo (2019) Efficient robust methods via monitoring for clustering and multivariate data analysis. Pattern Recognition, 88. pp. 246-260. ISSN 0031-3203

T

Tzougas, George, Hoon, W. L. and Lim, J. M. (2019) The negative binomial-inverse Gaussian regression model with an application to insurance ratemaking. European Actuarial Journal, 9 (1). 323 - 344. ISSN 2190-9733

Tzougas, George, Yik, Woo Hee and Mustaqeem, Muhammad Waqar (2019) Insurance ratemaking using the Exponential-Lognormal regression model. Annals of Actuarial Science. 1 - 30. ISSN 1748-4995

Y

Youssef, Noha and Wynn, Henry ORCID: 0000-0002-6448-1080 (2019) A discussion on adaptive designs for computer experiments. Sequential Analysis, 38 (3). 400 - 410. ISSN 0747-4946