Items where Division is "Statistics" and Year is 2020

Acciaio, B., Backhoff-Veraguas, J. and Zalashko, A. (2020) Causal optimal transport and its links to enlargement of filtrations and continuous-time stochastic optimization. Stochastic Processes and Their Applications, 130 (5). 2918 - 2953. ISSN 0304-4149

Acciaio, Beatrice and Guyon, Julien (2020) Short communication: inversion of convex ordering: local volatility does not maximise the price of VIX futures. SIAM Journal on Financial Mathematics, 11 (1). SC1 - SC13. ISSN 1945-497X

Atkinson, Anthony C., Riani, Marco and Corbellini, Aldo (2020) The analysis of transformations for profit-and-loss data. Journal of the Royal Statistical Society. Series C: Applied Statistics, 69 (2). 251 - 275. ISSN 0035-9254

Aïd, René, Basei, Matteo, Callegaro, Giorgia, Campi, Luciano and Vargiolu, Tiziano (2020) Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications. Mathematics of Operations Research, 45 (1). 205 - 232. ISSN 0364-765X

Aïd, René, Callegaro, Giorgia and Campi, Luciano (2020) No-arbitrage commodity option pricing with market manipulation. Mathematics and Financial Economics, 14 (3). 577 - 603. ISSN 1862-9679

Bargmann, Tessa, Wheatcroft, Edward ORCID: 0000-0002-7301-0889, Imperio, Simona and Vetaas, Ole R. (2020) Effects of weather and hunting on wild reindeer population dynamics in Hardangervidda National Park. Population Ecology, 62 (1). 91 - 104. ISSN 1438-3896

Campi, Luciano and De Santis, Davide (2020) Nonzero-sum stochastic differential games between an impulse controller and a stopper. Journal of Optimization Theory and Applications, 186 (2). 688 - 724. ISSN 0022-3239

Campi, Luciano and Zabaljauregui, Diego (2020) Optimal market making under partial information with general intensities. Applied Mathematical Finance, 27 (1-2). 1 - 45. ISSN 1350-486X

Di Lazzaro, Paolo, Atkinson, Anthony C., Iacomussi, Paola, Riani, Marco, Ricci, Marco and Wadhams, Peter (2020) Statistical and proactive analysis of an inter-laboratory comparison: the radiocarbon dating of the Shroud of Turin. Entropy, 22 (9). ISSN 1099-4300

Li, Dong and Tong, Howell (2020) On an absolute autoregressive model and skew symmetric distributions. Statistica, 80 (2). 177 - 198. ISSN 0390-590X

Riani, Marco, Atkinson, Anthony C., Corbellini, Aldo and Perrotta, Domenico (2020) Robust regression with density power divergence: theory, comparisons, and data analysis. Entropy, 22 (4). ISSN 1099-4300

Shah, Virag, Gulikers, Lennart, Massoulié, Laurent and Vojnović, Milan (2020) Adaptive matching for expert systems with uncertain task types. Operations Research, 68 (5). pp. 1403-1424. ISSN 0030-364X

Smith, Leonard A., Du, Hailiang and Higgins, Sarah (2020) Designing multi-model applications with surrogate forecast systems. Monthly Weather Review, 148 (6). 2233 - 2249. ISSN 0027-0644

Sochas, Laura (2020) The predictive power of health system environments: a novel approach for explaining inequalities in access to maternal healthcare. BMJ Global Health, 4 (Suppl 5). ISSN 2059-7908

Suh, Ellie ORCID: 0000-0001-5677-9648 (2020) Young British adults’ homeownership circumstances and the role of intergenerational transfers. Longitudinal and Life Course Studies, 11 (3). pp. 383-407. ISSN 1757-9597

Tzougas, George (2020) EM estimation for the Poisson-Inverse Gamma regression model with varying dispersion: an application to insurance ratemaking. Risks, 8 (3). pp. 1-23. ISSN 2227-9091

Tzougas, George and Karlis, Dimitris (2020) An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion. ASTIN Bulletin, 50 (2). 555 - 583. ISSN 0515-0361

Wheatcroft, Edward ORCID: 0000-0002-7301-0889 (2020) Assessing the significance of model selection in ecology. European Journal of Ecology, 6 (2). pp. 87-103. ISSN 1339-8474

Wheatcroft, Edward ORCID: 0000-0002-7301-0889, Wynn, Henry P. ORCID: 0000-0002-6448-1080, Lygnerud, Kristina, Bonvicini, Giorgio, Bonvicini, Giorgio and Lenote, Daniela (2020) The role of low temperature waste heat recovery in achieving 2050 goals: a policy positioning paper. Energies, 13 (8). ISSN 1996-1073