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Aamodt, G., Samuelsen, S.O. and Skrondal, Anders (2006) A simulation study of three methods for affecting disease clusters. International Journal of Health Geographics, 5 . p. 15. ISSN 1476-072X

Aamodt, Geir, Samuelsen, Sven O and Skrondal, Anders (2006) A simulation study of three methods for detecting disease clusters. International Journal of Health Geographics, 5 (15). ISSN 1476-072X

Abdey, James (2013) Discussion paper: P-value likelihood ratios for evidence evaluation. Law, Probability and Risk, 12 (2). pp. 135-146. ISSN 1470-8396

Acciaio, B., Beigelböck, M., Penkner, F., Schachermayer, W. and Temme, J. (2013) A trajectorial interpretation of Doob's martingale inequalities. Annals of Applied Probability, 23 (4). pp. 1494-1505. ISSN 1050-5164

Acciaio, Beatrice, Beiglböck, M., Penkner, F. and Schachermayer, W. (2013) A model-free version of the fundamental theorem of asset pricing and the super-replication theorem. Mathematical Finance . ISSN 0960-1627 (In Press)

Acciaio, Beatrice, Föllmer, Hans and Penner, Irina (2012) Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles. Finance and Stochastics, 16 (4). pp. 669-709. ISSN 0949-2984

Acciaio, Beatrice and Svindland, Gregor (2014) On the lower arbitrage bound of American contingent claims. Mathematical Finance, 24 (1). pp. 147-155. ISSN 0960-1627

Acciaio, Beatrice and Svindland, Gregor (2009) Optimal risk sharing with different reference probabilities. Insurance: Mathematics and Economics, 44 (3). pp. 426-433. ISSN 0167-6687

Akritas, Michael G., Kuha, Jouni and Osgood, D. Wayne (2002) A nonparametric approach to matched pairs with missing data. Sociological Methods and Research, 30 (3). pp. 425-454. ISSN 0049-1241

Alessi, Lucia, Barigozzi, Matteo and Capasso, Marco (2010) Improved penalization for determining the number of factors in approximate factor models. Statistics and Probability Letters, 80 (23-24). pp. 1806-1813. ISSN 0167-7152

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

Alessi, Lucia, Barigozzi, Matteo and Capasso, Marco (2013) The common component of firm growth. Structural Change and Economic Dynamics, 26 . pp. 73-82. ISSN 0954-349X

Ali Ghazali, Syed Shakir, Skinner, Chris J. and Tahir, M. H. (2007) Three-way stratification sampling design when one of the stratifying variables is time. Australian and New Zealand Journal of Statistics, 49 (4). pp. 385-395. ISSN 1369-1473

Allen, Myles R., Read, Peter L. and Smith, Leonard A. (1992) Temperature oscillations. Nature, 359 (6397). p. 679. ISSN 0028-0836

Allen, Myles R., Read, Peter L. and Smith, Leonard A. (1992) Temperature time-series? Nature, 355 (6362). p. 686. ISSN 0028-0836

Allen, Myles R. and Smith, Leonard A. (1994) Investigating the origins and significance of low-frequency modes of climate variability. Geophysical Research Letters, 21 (10). pp. 883-886. ISSN 0094-8276

Allen, Myles R. and Smith, Leonard A. (1997) Optimal filtering in singular spectrum analysis. Physics Letters A, 234 (6). pp. 419-428. ISSN 0375-9601

Alpern, Steven and Howard, J. V. (2000) Alternating search at two locations. Dynamics and Control, 10 (4). pp. 319-339. ISSN 0925-4668

Altalo, Mary G. and Smith, Leonard A. (2004) Using ensemble weather forecasts to manage utilities risk. Environmental Finance, Octobe (Supple). pp. 48-49. ISSN 1468-8573

Alvaredo, Facundo, Atkinson, Anthony B., Piketty, Thomas and Saez, Emmanuel (2013) The top 1 percent in international and historical perspective. Journal of Economic Perspectives, 27 (3). pp. 3-20. ISSN 0895-3309

Anagnostopoulos, Fotios, Yfantopoulos, John, Moustaki, Irini and Niakas, Dimitris (2013) Psychometric and factor analytic evaluation of the 15D health-related quality of life instrument: the case of Greece. Quality of Life Research, 22 (8). pp. 1973-1986. ISSN 0962-9343

Antoniadis, Anestis and Fryzlewicz, Piotr (2006) Parametric modelling of thresholds across scales in wavelet regression. Biometrika, 93 (2). pp. 465-471. ISSN 0006-3444

Antoniadis, Anestis, Fryzlewicz, Piotr and Letué, Frédérique (2010) The Dantzig selector in Cox's proportional hazards model. Scandinavian Journal of Statistics, 37 (4). pp. 531-552. ISSN 0303-6898

Ark, L. Andries and Bergsma, Wicher P. (2010) A note on stochastic ordering of the latent trait using the sum of polytomous item scores. Psychometrika, 75 (2). pp. 272-279. ISSN 0033-3123

Atkinson, A. C., Fedorov, Valerii V., Herzberg, Agnes M. and Zhang, Rongmei (2012) Elemental information matrices and optimal experimental design for generalized regression models. Journal of Statistical Planning and Inference, 144 (1). pp. 47-54. ISSN 0378-3758

Atkinson, Anthony (2001) Author's reply [to the letter to the editor by Taves about 1999 paper in "statistics in medicine"]. Statistics in Medicine, 20 (5). pp. 816-818. ISSN 0277-6715

Atkinson, Anthony B. (2012) Public economics after the idea of justice. Journal of Human Development and Capabilities, 13 (4). pp. 521-536. ISSN 1945-2829

Atkinson, Anthony C. (2012) Bias and loss: the two sides of a biased coin. Statistics in Medicine, Online . ISSN 0277-6715

Atkinson, Anthony C. (2009) Commentary on 'Designs for dose-escalation trials with quantitative responses'. Statistics in Medicine, 28 (30). pp. 3739-3741. ISSN 0277-6715

Atkinson, Anthony C. (2009) Econometric applications of the forward search in regression: robustness, diagnostics, and graphics. Econometric Reviews, 28 (1). pp. 21-39. ISSN 0747-4938

Atkinson, Anthony C. (2012) Optimum experimental designs for choosing between competitive and non competitive models of enzyme inhibition. Communications in Statistics: Theory and Methods, 41 (13-14). pp. 2283-2296. ISSN 0361-0926

Atkinson, Anthony C. (2014) Selecting a biased-coin design. Statistical Science, 29 (1). pp. 144-163. ISSN 0883-4237

Atkinson, Anthony C. and Bailey, R. A. (2001) One hundred years of the design of experiments on and off the pages of "Biometrika". Biometrika, 88 (1). pp. 53-97. ISSN 0006-3444

Atkinson, Anthony C. and Bogacka, Barbara (2014) Optimum designs for the equality of parameters in enzyme inhibition kinetic models. Journal of Statistical Planning and Inference, 144 (1). ISSN 0378-3758

Atkinson, Anthony C. and Cheng, Tsung-Chi (2000) On robust linear regression with incomplete data. Computational Statistics and Data Analysis, 33 (4). pp. 361-380. ISSN 0167-9473

Atkinson, Anthony C. and Riani, Marco (2001) Regression diagnostics for binomial data from the forward search. Journal of the Royal Statistical Society: Series D (the Statistician), 50 (1). pp. 63-78. ISSN 0039-0526

Atkinson, Anthony C., Riani, Marco and Cerioli, Andrea (2010) Reply to discussion of “the forward search: theory and data analysis”. Journal of the Korean Statistical Society, 39 (2). pp. 161-163. ISSN 1226-3192

Atkinson, Anthony C., Riani, Marco and Cerioli, Andrea (2010) The forward search: theory and data analysis. Journal of the Korean Statistical Society, 39 (2). pp. 117-134. ISSN 1226-3192

Aïd, René, Campi, Luciano and Langrené, Nicolas (2013) A structural risk-neutral model for pricing and hedging electricity derivatives. Mathematical Finance, 23 (3). pp. 387-438. ISSN 0960-1627

Barigozzi, Matteo, Conti, Antonio M. and Luciani, Matteo (2013) Do Euro area countries respond asymmetrically to the common monetary policy? Oxford Bulletin of Economics and Statistics, 76 (5). pp. 693-714. ISSN 0305-9049

Barigozzi, Matteo, Fagiolo, Giorgio and Garlaschelli, Diego (2010) Multinetwork of international trade: a commodity-specific analysis. Physical Review E, 81 (4). pp. 1-23. ISSN 1539-3755

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, Gallo, Giampiero M., Brownlees, Christian T. and Veredas, David (2014) Disentangling systematic and idiosyncratic dynamics in panels of volatility measures. Journal of Econometrics, 182 (2). pp. 364-384. ISSN 0304-4076

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

Barnett, Liz, Galbraith, Jane, Gee, Paul, Jennings, Fran and Riley, Ron (2001) On-line student feedback: a pilot study. Alt-J, 9 (3). pp. 17-25. ISSN 0968-7769

Barrieu, Pauline and Bellamy, N. (2007) Optimal hitting time and perpetual option in a non-Lévy model: application to real options. Advances in Applied Probability, 39 (2). pp. 510-530. ISSN 0001-8678

Barrieu, Pauline, Bellamy, Nadine and Sahut, Jean-Michel (2012) Assessing the costs of protection in a context of switching stochastic regimes. Applied Mathematical Finance, 19 (6). pp. 495-511. ISSN 1350-486X

Barrieu, Pauline, Bensusan, Harry, El Karoui, Nicole, Hillairet, Caroline, Loisel, Stephane, Ravanelli, Claudia and Salhi, Yahia (2012) Understanding, modelling and managing longevity risk: key issues and main challenges. Scandinavian Actuarial Journal, 3 . pp. 203-231. ISSN 0346-1238

Barrieu, Pauline, Cazanave, Nicolas and El Karoui, Nicole (2008) Closedness results for BMO semi-martingales and application to quadratic BSDE's. Comptes Rendus de L'academie des Sciences, 346 (15-16). pp. 881-886. ISSN 1631-073X

Barrieu, Pauline and Chesney, Marc (2003) Optimal timing to adopt an environmental policy in a strategic framework. Environmental Modeling and Assessment, 8 (3). pp. 149-163. ISSN 1420-2026

Barrieu, Pauline and Dischel, Robert S. (2001) Weather hedging at the hot air gas company. Erivativesreview.com .

Barrieu, Pauline and El Karoui, Nicole (2005) Inf-convolution of risk measures and optimal risk transfer. Finance and Stochastics, 9 (2). pp. 269-298. ISSN 0949-2984

Barrieu, Pauline and El Karoui, Nicole (2013) Monotone stability of quadratic semimartingales with applications to general quadratic BSDEs. Annals of Probability, 41 (3B). pp. 1831-1863. ISSN 0091-1798

Barrieu, Pauline and El Karoui, Nicole (2002) Optimal design of derivatives in illiquid markets. Quantitative Finance, 2 (3). pp. 181-188. ISSN 1469-7688

Barrieu, Pauline and El Karoui, Nicole (2002) Optimal design of weather derivatives. Algo research quarterly , 5 . pp. 79-92. ISSN 1488-0539

Barrieu, Pauline and El Karoui, Nicole (2004) Optimal risk transfer. Finance, 25 . pp. 31-47. ISSN 0752-6180

Barrieu, Pauline and El Karoui, Nicole (2002) Reinsuring climatic risk using optimally designed weather bonds. The Geneva Papers on Risk and Insurance - Theory, 27 (2). pp. 87-113. ISSN 0926-4957

Barrieu, Pauline and El Karoui, Nicole (2003) Structuration optimale de produits dérivés et diversification en présence de sources de risque non-négociables. Comptes Rendus Series Mathematiques, 336 (6). pp. 493-498. ISSN 1631-073X

Barrieu, Pauline and Fehr, Max (2014) Market-consistent modeling for cap-and-trade schemes and application to option pricing. Operations Research, 62 (2). pp. 234-249. ISSN 0030-364X

Barrieu, Pauline and Jongejan, Ruben (2008) Insuring large-scale floods in the Netherlands. Geneva Papers on Risk and Insurance, 33 . pp. 250-268. ISSN 1018-5895

Barrieu, Pauline and Louberge, Henri (2009) Hybrid cat bonds. Journal of Risk and Insurance, 76 (3). pp. 547-578. ISSN 0022-4367

Barrieu, Pauline and Louberge, Henri (2013) Reinsurance and securitisation of life insurance risk: the impact of regulatory constraints. Insurance: Mathematics and Economics, 52 (2). pp. 135-144. ISSN 0167-6687

Barrieu, Pauline, Rouault, A. and Yor, M. (2004) A study of the Hartmann-Watson distribution motivated by numerical problems related to the pricing of Asian options. Journal of Applied Probability, 41 (4). pp. 1049-1058. ISSN 0021-9002

Barrieu, Pauline and Scandolo, Giacomo (2008) General pareto optimal allocations and applications to multi-period risks. Forthcoming In: Astin Bulletin, 38 (1). pp. 105-136. ISSN 0515-0361

Barrieu, Pauline and Schoutens, Wim (2006) Iterates of the infinitesimal generator and space-time harmonic polynomials of a Markov process. Journal of Computational and Applied Mathematics, 186 (1). pp. 300-323. ISSN 0377-0427

Barrieu, Pauline and Sinclair-Desgagne, Bernard (2006) On precautionary policies. Management Science, 52 (8). pp. 1145-1154. ISSN 0025-1909

Barrieu, Pauline and Veraart, Luitgard A.M. (2014) Pricing q-forward contracts: an evaluation of estimation window and pricing method under different mortality models. Scandinavian Actuarial Journal . ISSN 0346-1238 (In Press)

Bartholomew, David J., Allerhand, Michael and Deary, Ian J. (2013) Measuring mental capacity: Thomson's bonds model and Spearman's g-model compared. Intelligence and National Security, 41 (4). pp. 222-233. ISSN 0268-4527

Basu, Sankarshan and Dassios, Angelos (2002) A Cox process with log-normal intensity. Insurance: Mathematics and Economics, 31 (2). pp. 297-302. ISSN 0167-6687

Bates, Ron A., Giglio, Beatrice and Wynn, Henry P. (2003) A global selection procedure for polynomial interpolators. Technometrics, 45 (3). pp. 246-255. ISSN 0040-1706

Bathia, Neil, Yao, Qiwei and Ziegelmann, Flavio (2010) Identifying the finite dimensionality of curve time series. The Annals of Statistics, 38 (6). pp. 3352-3386. ISSN 0090-5364

Baurdoux, Erik J. (2007) Examples of optimal stopping via measure transformation for processes with one-sided jumps. Stochastics: an International Journal of Probability and Stochastic Processes, 79 (3 & 4). pp. 303-307. ISSN 1744-2508

Baurdoux, Erik J. (2009) Last exit before an exponential time for spectrally negative Lévy processes. Journal of Applied Probability, 46 (2). pp. 542-588. ISSN 0021-9002

Baurdoux, Erik J. (2009) Some excursion calculations for reflected Lévy processes. Alea: Latin American Journal of Probability and Mathematical Statistics, 6 . pp. 149-162. ISSN 1980-0436

Baurdoux, Erik J. and Kyprianou, Andreas E. (2004) Further calculations for Israeli options. Stochastics and Stochastics Reports, 76 (6). pp. 546-569. ISSN 1045-1129

Baurdoux, Erik J. and Kyprianou, Andreas E. (2008) The McKean stochastic game driven by a spectrally negative Lévy process. Electronic Journal of Probability, 13 . pp. 173-197. ISSN 1083-6489

Baurdoux, Erik J. and Kyprianou, Andreas E. (2009) The Shepp-Shiryaev stochastic game driven by a spectrally negative Lévy process. Theory of Probability and Its Applications, 53 (3). pp. 481-499. ISSN 0040-585X

Baurdoux, Erik J. and Kyprianou, Andreas E. (2008) The Shepp-Shiryaev stochastic game driven by a spectrally negative Lévy process. Teoriya Veroyatnostei I Ee Primeneniya, 53 (3). pp. 588-609. ISSN 0040-361X

Baurdoux, Erik J., 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. and Schaik, Kees (2014) Predicting the time at which a Lévy process attains its ultimate supremum. Acta Applicandae Mathematicae, Online . ISSN 0167-8019 (In Press)

Baurdoux, Erik J. 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 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

Bayraktar, Erhan, Kardaras, Constantinos and Xing, Hao (2012) Valuation equations for stochastic volatility models. SIAM Journal on Financial Mathematics, 3 (1). pp. 351-373. ISSN 1945-497X

Bayraktar, Erhan and Xing, Hao (2009) Analysis of the optimal exercise boundary of American options for jump diffusions. SIAM Journal on Mathematical Analysis, 41 (2). pp. 825-860. ISSN 0036-1410

Bayraktar, Erhan and Xing, Hao (2010) On the uniqueness of classical solutions of Cauchy problems. Proceedings of the American Mathematical Society, 138 (06). pp. 2061-2064. ISSN 0002-9939

Bayraktar, Erhan and Xing, Hao (2009) Pricing American options for jump diffusions by iterating optimal stopping problems for diffusions. Mathematical Methods of Operations Research, 70 (3). pp. 505-525. ISSN 1432-2994

Bayraktar, Erhan and Xing, Hao (2010) Pricing Asian options for jump diffusion. Mathematical Finance, 21 (1). pp. 117-143. ISSN 0960-1627

Bayraktar, Erhan and Xing, Hao (2012) Regularity of the optimal stopping problem for jump diffusions. SIAM Journal on Control and Optimization, 50 (3). pp. 1337-1357. ISSN 0363-0129

Benedetti, Giuseppe and Campi, Luciano (2012) Multivariate utility maximization with proportional transaction costs and random endowment. SIAM Journal on Control and Optimization, 50 (3). pp. 1283-1308. ISSN 0363-0129

Benedetti, Giuseppe, Campi, Luciano, Kallsen, Jan and Muhle-Karbe, Johannes (2013) On the existence of shadow prices. Finance and Stochastics, 17 (4). pp. 801-818. ISSN 0949-2984

Berger, Yves G. and Skinner, Chris J. (2003) Variance estimation for a low income proportion. Journal of the Royal Statistical Society: Series C (Applied Statistics), 52 (4). pp. 457-468. ISSN 0035-9254

Berger, Yves G. and Skinner, Chris J. (2005) A jackknife variance estimator for unequal probability sampling. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 67 (1). pp. 79-89. ISSN 1369-7412

Bergsma, Wicher (2013) A bias-correction for Cramér’s and Tschuprow’s. Journal of the Korean Statistical Society, 42 (3). pp. 323-328. ISSN 1226-3192

Bergsma, Wicher, Croon, Marcel and van der Ark, L. Andries (2012) The empty set and zero likelihood problems in maximum empirical likelihood estimation. Electronic Journal of Statistics, 6 . pp. 2356-2361. ISSN 1935-7524

Bergsma, Wicher and Dassios, Angelos (2014) A consistent test of independence based on a sign covariance related to Kendall's tau. Bernoulli, 20 (2). pp. 1006-1028. ISSN 1350-7265

Bergsma, Wicher P., Croon, M. A. and Hagenaars, J. A. (2013) Advancements in marginal modeling for categorical data. Sociological Methodology, 43 (1). pp. 1-41. ISSN 0081-1750

Bergsma, Wicher P. and Rudas, Tamas (2002) Marginal models for categorical data. Annals of Statistics, 30 (1). pp. 140-159. ISSN 0090-5364

Beskos, Alexandros, Kalogeropoulos, Konstantinos and Pazos, Erik (2013) Advanced MCMC methods for sampling on diffusion pathspace. Stochastics Processes and Their Applications, 123 (4). pp. 1415-1453. ISSN 0304-4149

Beven, Keith, Buytaert, Wouter and Smith, Leonard A. (2012) On virtual observatories and modelled realities (or why discharge must be treated as a virtual variable). Hydrological Processes, 26 (12). pp. 1905-1908. ISSN 0885-6087

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

Brett, Caroline Elizabeth, Lawn, Martin, Bartholomew, David J. and Dreary, Ian John (2010) Help will be welcomed from every quarter: the work of William Boyd and the Educational Institute of Scotland's Research Committee in the 1920s. History of Education, 39 (5). pp. 589-611. ISSN 0046-760X

Browne, William J., Steele, Fiona, Golalizadeh, Mousa and Green, Martin J. (2009) The use of simple reparameterizations to improve the efficiency of Markov chain Monte Carlo estimation for multilevel models with applications to discrete time survival models. Journal of the Royal Statistical Society: Series A (Statistics in Society), 172 (3). pp. 579-598. ISSN 0964-1998

Bröcker, Jochen and Smith, Leonard A. (2008) From ensemble forecasts to predictive distribution functions. Tellus Series A: Dynamic Meteorology and Oceanography, 60 (4). pp. 663-678. ISSN 0280-6495

Bröcker, Jochen and Smith, Leonard A. (2007) Increasing the reliability of reliability diagrams. Weather and Forecasting, 22 (3). pp. 651-661. ISSN 0882-8156

Bröcker, Jochen and Smith, Leonard A. (2007) Scoring probabilistic forecasts: the importance of being proper. Weather and Forecasting, 22 (2). pp. 382-388. ISSN 0882-8156

Cagnone, Silvia, Moustaki, Irini and Vasdekis, Vassilis (2009) Latent variable models for multivariate longitudinal ordinal responses. British Journal of Mathematical and Statistical Psychology, 62 (2). pp. 401-415. ISSN 0007-1102

Cai, Zongwu, Fan, Jianqing and Yao, Qiwei (2000) Functional-coefficient regression models for nonlinear time series. Journal of the American Statistical Association, 95 (451). pp. 941-956. ISSN 0162-1459

Cai, Zongwu, Yao, Qiwei and Zhang, Wenyang (2001) Smoothing for discrete-valued time series. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 63 (2). pp. 357-375. ISSN 1369-7412

Campi, Luciano, Cetin, Umut and Danilova, Albina (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, Cetin, Umut and Danilova, Albina (2013) Equilibrium model with default and dynamic insider information. Finance and Stochastics, 17 (347). pp. 565-585. ISSN 0949-2984

Campi, Luciano, Cetin, Umut and Danilova, Albina (2013) Explicit construction of a dynamic Bessel bridge of dimension 3. Electronic Journal of Probability, 18 (20). pp. 1-25. ISSN 1083-6489

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

Campi, Luciano and Çetin, Umut (2007) Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling. Finance and Stochastics, 11 (4). pp. 591-602. ISSN 0949-2984

Capasso, Marco, Alessi, Lucia, Barigozzi, Matteo and Fagiolo, Giorgio (2009) On approximating the distributions of goodness-of-fit test statistics based on the empirical distribution function: the case of unknown parameters. Advances in Complex Systems, 12 (2). pp. 157-167. ISSN 0219-5259

Cerioli, Andrea, Riani, Marco and Atkinson, Anthony C. (2009) Controlling the size of multivariate outlier tests with the MCD estimator of scatter. Statistics and Computing, 19 (3). pp. 341-353. ISSN 0960-3174

Cetin, Umut (2012) On absolutely continuous compensators and nonlinear filtering in default risk models. Stochastic Processes and Their Applications, 122 (11). pp. 3619-3647. ISSN 0304-4149

Cetin, Umut, Jarrow, P., Protter, M. and Warachka, M. (2006) Pricing options in an extended black-scholes economy with illiquidity: theory and empirical evidence. Review of Financial Studies, 19 (2). pp. 493-529. ISSN 1465-7368

Cetin, Umut, Jarrow, R., Protter, P. and Yildirim, Y. (2004) Modeling credit risk with partial information. Annals of Applied Probability, 14 (3). pp. 1167-1178. ISSN 1050-5164

Cetin, Umut, Jarrow, Robert A. and Protter, Philip (2004) Liquidity risk and arbitrage pricing theory. Finance and Stochastics, 8 (3). pp. 311-341. ISSN 1432-1122

Cetin, Umut and Rogers, L.C.G. (2007) Modeling liquidity effects in discrete time. Mathematical Finance, 17 (1). pp. 15-29. ISSN 0960-1627

Cetin, Umut and Sheynzon, Ilya (2014) A simple model for market booms and crashes. Mathematics and Financial Economics, 8 (3). 291 -319. ISSN 1862-9679

Cetin, Umut and Verschuere, Michel (2009) Pricing and hedging in carbon emissions markets. International Journal of Theoretical and Applied Finance, 12 (7). pp. 949-967. ISSN 0219-0249

Cetin, Umut and Xing, Hao (2013) Point process bridges and weak convergence of insider trading models. Electronic Journal of Probability, 18 (26). pp. 1-24. ISSN 1083-6489

Chan, K S, Pham, D T and Tong, Howell (1989) Strong consistency of the least squares estimator for a non-stationary threshold autoregressive model. Bulletin of the International Statistical Institute, 47th s (2). pp. 202-203. ISSN 0074-8609

Chan, K S and Tong, Howell (1990) On likelihood ratio tests for threshold autoregression. Journal of the Royal Statistical Society, Series B, 52 (3). pp. 469-476. ISSN 1369-7412

Chan, K S and Tong, Howell (1986) On tests for non-linearity in time series analysis. Journal of Forecasting, 5 (4). pp. 217-228. ISSN 0277-6693

Chan, K S and Tong, Howell (1987) A note on embedding a discrete parameter ARMA model in a continuous parameter ARMA model. Journal of Time Series Analysis, 8 (3). pp. 277-281. ISSN 0143-9782

Chan, K S and Tong, Howell (1994) A note on noisy chaos. Journal of the Royal Statistical Society, Series B, 56 (2). pp. 301-311. ISSN 1369-7412

Chan, K.S, Ho, L-H and Tong, Howell (2006) A note on time-reversibility of multivariate linear processes. Biometrika, 93 (1). pp. 221-227. ISSN 0006-3444

Chan, K.S, Petruccelli, J.D, Woolford, S.W and Tong, Howell (1985) A multiple threshold AR(1)model. Journal of Applied Probability, 22 (2). pp. 267-279. ISSN 0021-9002

Chan, K.S and Tong, Howell (1986) On estimating thresholds in autoregressive models. Journal of Time Series Analysis, 7 (3). pp. 179-190. ISSN 0143-9782

Chan, K.S and Tong, Howell (1985) On the use of the deterministic Lyapunov function for the erogdicity of stochastic difference equations. Advances in Applied Probability, 17 (3). pp. 666-678. ISSN 0001-8678

Chan, K.S and Tong, Howell (1986) A note on certain integral equations associated with non-linear time series analysis. Probability Theory and Related Fields, 73 (1). pp. 153-158. ISSN 0178-8051

Chan, K.S and Tong, Howell (1984) A note on sub-system and system stability. Journal of Engineering Mathematics, 1 (2). pp. 43-51. ISSN 0022-0833

Chan, K.S, Tong, Howell and Pham, D.T (1991) Strong consistency of least-squares estimator for a non-ergodic threshold autoregressive model. Statistica Sinica, 1 (2). pp. 361-369. ISSN 1017-0405

Chan, K.S, Tong, Howell and Stenseth, Nils C (2004) Testing for common structures in a panel of threshold models. Biometrics, 60 (1). pp. 225-232. ISSN 1541-0420

Chan, Kung-Sik and Tong, Howell (2010) A note on the invertibility of nonlinear ARMA models. Journal of Statistical Planning and Inference, 140 (12). pp. 3709-3714. ISSN 0378-3758

Chan, W., Ng, M. W. and Tong, Howell (2006) On a simple graphical approach to modelling economic fluctuations with an application to United Kingdom price inflation, 1265-2005. Annals of Actuarial Science, 1 (1). pp. 103-128. ISSN 1748-4995

Chan, Wai-Sum, Wong, Albert C S and Tong, Howell (2004) Some nonlinear threshold autoregressive time series models for actuarial use. North American Actuarial Journal, 8 (4). pp. 37-61. ISSN 1092-0277

Chandarana, Keval, Drew, Megan E., Emmanuel, Julian, Karra, Efthimia, Gelegen, Cigdem, Chan, Philip, Cron, Nicholas J. and Batterham, Rachel L. (2009) Subject standardization, acclimatization, and sample processing affect gut hormone levels and appetite in humans. Gastroenterology, 136 (7). pp. 2115-2126. ISSN 0016-5085

Che, Xiaonan and Dassios, Angelos (2013) Stochastic boundary crossing probabilities for the Brownian motion. Journal of Applied Probability, 50 (2). pp. 419-429. ISSN 0021-9002

Cheng, B and Tong, Howell (1992) Consistent nonparametric order determination and chaos, with discussion. Journal of the Royal Statistical Society, Series B, 54 (2). pp. 427-449. ISSN 1369-7412

Cheng, B and Tong, Howell (1993) On residual sums of squares in non-parametric autoregression. Stochastic Processes and Their Applications, 48 (1). pp. 157-174. ISSN 0304-4149

Cheng, B and Tong, Howell (1994) Orthogonal projection, embedding dimension and sample size in chaotic time series from a statistical perspective. Philosophical Transactions: Physical Sciences and Engineering, 348 (1688). pp. 325-341. ISSN 1364-503X

Cheng, B and Tong, Howell (1992) A note on one-dimensional chaotic maps under time reversal. Advances in Applied Probability, 24 (1). pp. 219-220. ISSN 0001-8678

Cho, Haeran and Fryzlewicz, Piotr (2013) Errata on 'Multiscale and multilevel technique for consistent segmentation of nonstationary time series', Statistica Sinica (2012), vol. 22, no. 1, pp. 207-229. Statistical Science, 23 (4). p. 1793. ISSN 0883-4237

Cho, Haeran and Fryzlewicz, Piotr (2012) High dimensional variable selection via tilting. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 74 (3). pp. 593-622. ISSN 1369-7412

Cho, Haeran and Fryzlewicz, Piotr (2012) Multiscale and multilevel technique for consistent segmentation of nonstationary time series. Statistica Sinica, 22 (1). pp. 207-229. ISSN 1017-0405

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

Cho, Haeran, Goude, Yannig, Brossat, Xavier and Yao, Qiwei (2013) Modeling and forecasting daily electricity load curves: a hybrid approach. Journal of the American Statistical Association, 108 (501). pp. 7-21. ISSN 0162-1459

Croon, Marcel, Bergsma, Wicher and Hagenaars, Jacques (2000) Analyzing change in categorical variables by generalized log-linear models. Sociological Methods and Research, 29 (2). pp. 195-229. ISSN 0049-1241

Curtice, John, Fisher, Stephen D. and Kuha, Jouni (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

D'Arrigo, Julia and Skinner, Chris J. (2010) Linearization variance estimation for generalized raking estimators in the presence of nonresponse. Survey Methodology, 36 (2). pp. 181-192. ISSN 1492-0921

Da Silva, Damião Nóbrega and Skinner, Chris J. (2014) The use of accuracy indicators to correct for survey measurement error. Journal of the Royal Statistical Society: Series C (Applied Statistics), 63 (2). pp. 303-319. ISSN 0035-9254

Dabas, P and Tong, Howell (1990) Clusters of time series models: an example. Journal of Applied Statistics, 17 (2). pp. 187-198. ISSN 0266-4763

Dassios, Angelos (2005) On the quantiles of the Brownian motion and their hitting times. Bernoulli, 11 (1). pp. 29-36. ISSN 1350-7265

Dassios, Angelos and Jang, J.W. (2005) Kalman-Bucy filtering for linear systems driven by the Cox process with shot noise intensity and its application to the pricing of reinsurance contracts. Journal of Applied Probability, 42 (1). pp. 93-107. ISSN 0021-9002

Dassios, Angelos and Jang, Jiwook (2003) Pricing of catastrophe reinsurance and derivatives using the Cox process with shot noise intensity. Finance and Stochastics, 7 (1). pp. 73-95. ISSN 1432-1122

Dassios, Angelos and Jang, Jiwook (2008) The distribution of the interval between events of a Cox process with shot noise intensity. Journal of Applied Mathematics and Stochastic Analysis, 2008 . pp. 1-14. ISSN 1687-2177

Dassios, Angelos and Lim, Jia Wei (2013) Parisian option pricing: a recursive solution for the density of the Parisian stopping time. SIAM Journal on Financial Mathematics, 4 (1). pp. 599-615. ISSN 1945-497X

Dassios, Angelos and Lim, Jia Wei (2013) Parisian option pricing: a recursive solution for the density of the Parisian stopping time. SIAM Journal on Financial Mathematics, 4 (1). pp. 599-615. ISSN 1945-497X

Dassios, Angelos and Nagaradjasarma, Jayalaxshmi (2006) The square-root process and Asian options. Quantative Finance, 6 (4). pp. 337-347. ISSN 1469-7696

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

Dassios, Angelos and Wu, Shanle (2009) On barrier strategy dividends with Parisian implementation delay for classical surplus processes. Insurance: Mathematics and Economics, 45 (2). pp. 195-202. ISSN 0167-6687

Dassios, Angelos and Wu, Shanle (2010) Perturbed Brownian motion and its application to Parisian option pricing. Finance and Stochastics, 14 (3). pp. 473-494. ISSN 0949-2984

Dassios, Angelos and Zhao, Hongbiao (2013) Exact simulation of Hawkes process with exponentially decaying intensity. Electronic Communications in Probability, 18 . ISSN 1083-589X

Dassios, Angelos and Zhao, Hongbiao (2012) Ruin by dynamic contagion claims. Insurance: Mathematics and Economics, 51 (1). pp. 93-106. ISSN 0167-6687

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

Dassios, Angelos and Zhao, Hongbiao (2013) A risk model with delayed claims. Journal of Applied Probability, 50 (3). pp. 686-702. ISSN 0021-9002

Delbaen, Freddy, Grandits, Peter, Rheinlander, Thorsten, Samperi, Domenick, Schweizer, Martin and Stricker, Christophe (2002) Exponential hedging and entropic penalties. Mathematical Finance, 12 (2). pp. 99-123. ISSN 0960-1627

Diks, C and Tong, Howell (1999) A test for symmetries of multivariate probability distributions. Biometrika, 86 (3). pp. 605-614. ISSN 0006-3444

Dominicus, Annica, Skrondal, Anders, Håkon, Gjessing, Pedersen, Nancy L and Palmgren, Juni (2006) Likelihood ratio tests in behavioral genetics: problems and solutions. Behavior Genetics, 36 (2). pp. 331-340. ISSN 0001-8244

Du, Hailiang and Smith, Leonard A. (2014) Pseudo-orbit data assimilation. part I: the perfect model scenario. Journal of the Atmospheric Sciences, 71 (2). pp. 469-482. ISSN 0022-4928

Du, Hailiang and Smith, Leonard A. (2014) Pseudo-orbit data assimilation. part II: the perfect model scenario. Journal of the Atmospheric Sciences, 71 (2). pp. 483-495. ISSN 0022-4928

Dureau, J., Kalogeropoulos, K., Vickerman, P., Pickles, M. and Boily, M. C. (2012) A Bayesian approach to estimate changes in condom use from limited HIV prevalence data. Journal of the Royal Statistical Society: Series C (Applied Statistics) . ISSN 0035-9254 (Submitted)

Dureau, Joseph, Kalogeropoulos, Konstantinos and Baguelin, Marc (2013) Capturing the time-varying drivers of an epidemic using stochastic dynamical systems. Biostatistics, 14 (3). pp. 541-555. ISSN 1465-4644

Durrant, Gabriele B., D'Arrigo, Julia and Steele, Fiona (2013) Analysing interviewer call record data by using a multilevel discrete time event history modelling approach. Journal of the Royal Statistical Society: Series A (Statistics in Society), 176 (1). pp. 254-269. ISSN 0964-1998

Durrant, Gabriele B., D'Arrigo, Julia and Steele, Fiona (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

Durrant, Gabriele B., Groves, Robert M., Staetsky, Laura and Steele, Fiona (2010) Effects of interviewer attitudes and behaviors on refusal in household surveys. Public Opinion Quarterly, 74 (1). pp. 1-36. ISSN 0033-362X

Durrant, Gabriele B. and Skinner, Chris J. (2006) Using data augmentation to correct for non-ignorable non-response when surrogate data are available: an application to the distribution of hourly pay. Journal of the Royal Statistical Society: Series A (Statistics in Society), 169 (3). pp. 605-623. ISSN 0964-1998

Durrant, Gabriele B. and Skinner, Chris J. (2006) Using missing data methods to correct for measurement error in a distribution function. Survey Methodology, 32 (1). pp. 25-36. ISSN 1492-0921

Durrant, Gabriele B. and Steele, Fiona (2009) Multilevel modelling of refusal and non-contact in household surveys: evidence from six UK Government surveys. Journal of the Royal Statistical Society: Series A (Statistics in Society), 172 (2). pp. 361-381. ISSN 0964-1998

Eberhard-Gran, M, Tambs, K, Opjordsmoen, S, Skrondal, Anders and Eskild, A (2004) The risk of depression in the postpartum period as compared to the pregnancy period and the first postnatal year. Journal of Psychosomatic Obstetrics and Gynecology, 25 (1). pp. 15-21. ISSN 1743-8942

Eberhard-Gran, Malin, Tambs, Kristian, Opjordsmoen, Stein, Skrondal, Anders and Eskild, Anne (2003) A comparison of anxiety and depressive symptomatology in postpartum and non-postpartum women. Social Psychiatry and Psychiatric Epidemiology, 38 (10). pp. 551-556. ISSN 0933-7954

Ekholm, Anders and Skinner, Chris J. (2008) The Muscatine children’s obesity data reanalysed using pattern mixture models. Journal of the Royal Statistical Society: Series C (Applied Statistics), 47 (2). pp. 251-263. ISSN 0035-9254

Elamir, Elsayed A.H. and Skinner, Chris J. (2006) Record level measures of disclosure risk for survey microdata. Journal of Official Statistics, 22 (3). pp. 525-539. ISSN 0282-423X

Elliot, M. J., Skinner, Chris J. and Dale, A. (1998) Special uniques, random uniques and sticky populations: some counterintuitive effects of geographical detail on disclosure risk. Research in Official Statistics, 1 . pp. 53-67. ISSN 1023-098X

Emery, Aidan, Ibironke, Olufunmilola, Koukounari, Artemis, Asaolu, Samuel, Moustaki, Irini and Shiff, Clive (2012) Validation of a new test for schistosoma haematobium based on detection of dra1 DNA fragments in urine: evaluation through latent class analysis. PLOS Neglected Tropical Diseases, 6 (1). e1464. ISSN 1935-2735

Espinoza, Miguel and Prada, J.D. (2012) Identities for homogeneous utility functions. Diw Economics Bulletin, 32 (3). pp. 2026-2034. ISSN 1545-2921

Fagiolo, Giorgio, Alessi, Lucia, Barigozzi, Matteo and Capasso, Marco (2010) On distributional properties of household consumption expenditures: the case of Italy. Empirical Economics, 38 (3). pp. 717-741. ISSN 0377-7332

Fan, Jian-qing, Peng, Liang, Yao, Qiwei and Zhang, Wenyang (2009) Approximating conditional density functions using dimension reduction. Acta Mathematicae Applicatae Sinica (English Series), 25 (3). pp. 445-456. ISSN 0168-9673

Fan, Jianqing, Hall, Peter and Yao, Qiwei (2007) To how many simultaneous hypothesis tests can normal student's t or bootstrap calibrations be applied. Journal of the American Statistical Association, 102 (480). pp. 1282-1288. ISSN 0162-1459

Fan, Jianqing, Wang, Mingjin and Yao, Qiwei (2008) Modelling multivariate volatilities via conditionally uncorrelated components. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 70 (4). pp. 679-702. ISSN 1369-7412

Fan, Jianqing and Yao, Qiwei (1998) Efficient estimation of conditional variance functions in stochastic regression. Biometrika, 85 (3). pp. 645-660. ISSN 0006-3444

Fan, Jianqing, Yao, Qiwei and Cai, Zongwu (2003) Adaptive varying co-efficient linear models. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 65 (1). pp. 57-80. ISSN 1369-7412

Fan, Jianqing, Yao, Qiwei and Tong, Howell (1996) Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems. Biometrika, 83 (1). pp. 189-206. ISSN 0006-3444

Fenwick, Alan, Webster, Joanne P, Bosque-Oliva, Elisa, Blair, L., Fleming, F., Zhang, Y., Garba, A., Stothard, J. R., Gabrielli, Albis F, Clements, A. C. A., Kabatereine, N. B., Toure, Seydou, Dembelé, Robert, Nyandindi, U., Mwansa, James and Koukounari, Artemis (2009) The Schistosomiasis Control Initiative (SCI): rationale, development and implementation from 2002–2008. Parasitology, 136 (13). pp. 1719-1730. ISSN 0031-1820

Fisher, Stephen D., Kuha, Jouni and Payne, Clive (2010) Getting it right on the night, again- the 2010 UK general election exit poll. Journal of the Royal Statistical Society: Series A (Statistics in Society), 173 (4). pp. 699-701. ISSN 0964-1998

Ford, R., Barnes, A., Davies, R., Chalmers, Colin, Hardy, P. and Muijen, M. (2001) Maintaining contact with people with severe mental illness: 5-year follow-up of assertive outreach. Social Psychiatry and Psychiatric Epidemiology, 36 (9). pp. 444-447. ISSN 0933-7954

Frigg, Roman, Bradley, Seamus, Du, Hailiang and Smith, Leonard A. (2014) Laplace's demon and the adventures of his apprentices. Philosophy of Science, 81 (1). pp. 31-59. ISSN 0031-8248

Frigg, Roman, Smith, Leonard A. and Stainforth, David A. (2013) The myopia of imperfect climate models: the case of UKCP09. Philosophy of Science, 80 (5). pp. 886-897. ISSN 0031-8248

Fryzlewicz, P. (2013) High-dimensional volatility matrix estimation via wavelets and thresholding. Biometrika . ISSN 0006-3444

Fryzlewicz, Piotr (2007) Bivariate hard thresholding in wavelet function estimation. Statistica Sinica, 17 (4). pp. 1457-1481. ISSN 1017-0405

Fryzlewicz, Piotr (2008) Data-driven wavelet-Fisz methodology for nonparametric function estimation. Electronic Journal of Statistics, 2 . pp. 863-896. ISSN 1935-7524

Fryzlewicz, Piotr (2005) Modelling and forecasting financial log-returns as locally stationary wavelet processes. Journal of Applied Statistics, 32 (5). pp. 503-528. ISSN 0266-4763

Fryzlewicz, Piotr (2012) Rejoinder: time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously. Journal of the Korean Statistical Society, 41 (2). pp. 173-175. ISSN 1226-3192

Fryzlewicz, Piotr (2012) Time–Threshold Maps: Using information from wavelet reconstructions with all threshold values simultaneously. Journal of the Korean Statistical Society, 41 (2). pp. 145-159. ISSN 1226-3192

Fryzlewicz, Piotr (2007) Unbalanced Haar technique for nonparametric function estimation. Journal of the American Statistical Association, 102 (480). pp. 1318-1327. ISSN 0162-1459

Fryzlewicz, Piotr (2010) Wavelet methods. Wiley Interdisciplinary Reviews: Computational Statistics, 2 (6). pp. 654-667. ISSN 1939-5108

Fryzlewicz, Piotr (2014) Wild binary segmentation for multiple change-point detection. Annals of Statistics . ISSN 0090-5364

Fryzlewicz, Piotr and Cho, Haeran (2014) Multiple change-point detection for high-dimensional time series via sparsified binary segmentation. Journal of the Royal Statistical Society: Series B . ISSN 1467-9868

Fryzlewicz, Piotr, Delouille, V´eronique and Nason, Guy P. (2007) GOES-8 X-ray sensor variance stabilization using the multiscale data-driven Haar-Fisz transform. Journal of the Royal Statistical Society: Series C, 56 (1). pp. 99-116. ISSN 0035-9254

Fryzlewicz, Piotr and Nason, Guy P. (2004) A Haar-Fisz algorithm for poisson intensity estimation. Journal of Computational and Graphical Statistics, 13 (3). pp. 621-638. ISSN 1061-8600

Fryzlewicz, Piotr and Nason, Guy P. (2006) Haar-Fisz estimation of evolutionary wavelet spectra. Journal of the Royal Statistical Society: Series B, 68 (4). pp. 611-634. ISSN 1369-7412

Fryzlewicz, Piotr, Nason, Guy P. and von Sachs, Rainer (2008) A wavelet-Fisz approach to spectrum estimation. Journal of Time Series Analysis, 29 (5). pp. 868-880. ISSN 0143-9782

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

Fryzlewicz, Piotr and Oh, Hee-Seok (2010) On the thick-pen transformation for time series. Oberwolfach Reports, 7 (1). pp. 179-216. ISSN 1660-8933

Fryzlewicz, Piotr and Ombao, Hernando (2009) Consistent classification of non-stationary time series using stochastic wavelet representations. Journal of the American Statistical Association, 104 (485). pp. 299-312. ISSN 0162-1459

Fryzlewicz, Piotr, Sapatinas, Theofanis and Subba Rao, Suhasini (2006) A Haar-Fisz technique for locally stationary volatility estimation. Biometrika, 93 (3). pp. 687-704. ISSN 0006-3444

Fryzlewicz, Piotr, Sapatinas, Theofanis and Subba Rao, Suhasini (2008) Normalized least-squares estimation in time-varying ARCH models. Annals of Statistics, 36 (2). pp. 742-786. ISSN 0090-5364

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

Fryzlewicz, Piotr and Subba Rao, Suhasini (2013) Multiple-change-point detection for auto-regressive conditional heteroscedastic processes. Journal of the Royal Statistical Society: Series B (Statistical Methodology), Online . ISSN 1369-7412

Fryzlewicz, Piotr and Subba Rao, Suhasini (2013) Multiple-change-point detection for auto-regressive conditional heteroscedastic processes. Journal of the Royal Statistical Society: Series B (Statistical Methodology), online . n/a-n/a. ISSN 1369-7412 (In Press)

Fryzlewicz, Piotr, van Bellegem, Sébastien and von Sachs, Rainer (2003) Forecasting non-stationary time series by wavelet process modelling. Annals of the Institute of Statistical Mathematics, 55 (4). pp. 737-764. ISSN 0020-3157

Galindo-Garre, Francisca, Vermunt, Jeroen K. and Bergsma, Wicher P. (2004) Bayesian posterior estimation of logit parameters with small samples. Sociological Methods and Research, 33 (1). pp. 88-117. ISSN 0049-1241

Gao, J, Tong, Howell and Wolff, Rodney C (2002) Adaptive orthogonal series estimation in additive stochastic regression models. Statistica Sinica, 12 (2). pp. 409-428. ISSN 1017-0405

Gao, J, Wolff, R C L and Tong, Howell (2002) Model specification tests in nonparametric stochastic regression models. Journal of Multivariate Analysis, 83 (2). pp. 324-359. ISSN 0047-259X

Gao, Jiti and Tong, Howell (2004) Semiparametric non-linear time series model selection. Journal of the Royal Statistical Society, Series B: Statistical Methodology, 66 (2). pp. 321-336. ISSN 1369-7412

Garba, A., Toure, Seydou, Dembelé, Robert, Boisier, P., Tohon, Z., Bosque-Oliva, Elisa, Koukounari, Artemis and Fenwick, Alan (2009) Present and future schistosomiasis control activities with support from the Schistosomiasis Control Initiative in West Africa. Parasitology, 136 (13). pp. 1731-1737. ISSN 0031-1820

Geneletti, Sara, Best, Nicky, Toledano, M. B., Elliott, Paul and Richardson, Sylvia (2013) Uncovering selection bias in case-control studies using Bayesian post-stratification. Statistics in Medicine, 32 (15). pp. 2555-2570. ISSN 0277-6715

Geneletti, Sara, 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, 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

Geneletti, Sara, Richardson, Sylvia and Best, Nicky (2008) Adjusting for selection bias in retrospective, case-control studies. Biostatistics, 10 (1). pp. 17-31. ISSN 1465-4644

Ghil, Michael, Read, Peter and Smith, Leonard A. (2010) Geophysical flows as dynamical systems: the influence of Hide's experiments. Astronomy and Geophysics, 51 (4). 4.28-4.35. ISSN 1366-8781

Giammarino, Flavia and Barrieu, Pauline (2013) Indifference pricing with uncertainty averse preferences. Journal of Mathematical Economics, 49 (1). pp. 2-15. ISSN 0304-4068

Giammarino, Flavia and Barrieu, Pauline (2009) A semiparametric model for the systematic factors of portfolio credit risk premia. Journal of Empirical Finance, 16 (4). pp. 655-670. ISSN 0927-5398

Giglio, Beatrice and Wynn, Henry (2004) Monomial ideals and the scarf complex for coherent systems in reliability theory. Annals of Statistics, 32 (3). pp. 1289-1311. ISSN 0090-5364

Gilmour, Isla, Smith, Leonard A. and Buizza, Roberto (2001) Linear regime duration: is 24 hours a long time in synoptic weather forecasting? Journal of the Atmospheric Sciences, 58 (22). pp. 3525-3539. ISSN 0022-4928

Ginsburg, Carren, Steele, Fiona, 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

Glendinning, Paul and Smith, Leonard A. (2013) Lacunarity and period-doubling. Dynamical Systems . pp. 1-11. ISSN 1468-9367

Golobic, I., Pavlovic, E., von Hardenberg, J., Berry, M., Nelson, R.A., Kenning, D.B.R. and Smith, Leonard A. (2004) Comparison of a mechanistic model for nucleate boiling with experimental spatio-temporal data. Chemical Engineering Research and Design, 82 (4). pp. 435-444. ISSN 0263-8762

Grandits, Peter and Rheinlander, Thorsten (2002) On the minimal entropy martingale measure. Annals of Probability, 30 (3). pp. 1003-1038. ISSN 0091-1798

Green, A. E. S., Cross, K. R. and Smith, Leonard A. (1980) Improved analytic characterization of ultraviolet skylight. Photochemistry and Photobiology, 31 (1). pp. 59-65. ISSN 0031-8655

Guasoni, Paolo, Kardaras, Constantinos, Robertson, Scott and Xing, Hao (2014) Abstract, classic, and explicit turnpikes. Finance and Stochastics, 18 (1). pp. 75-114. ISSN 0949-2984

Guerrero, A. and Smith, Leonard A. (2003) Towards coherent estimation of the correlation dimension. Physics Letters A, 318 (4-5). pp. 373-379. ISSN 0375-9601

Guerrero, Alexandra and Smith, Leonard A. (2005) A maximum likelihood estimator for long-range persistence. Physica A: Statistical Mechanics and Its Applications, 355 (2-4). pp. 619-632. ISSN 0378-4371

Hagedorn, Renate and Smith, Leonard A. (2009) Communicating the value of probabilistic forecasts with Weather Roulette. Meteorological Applications, 16 (2). pp. 143-155. ISSN 1350-4827

Hall, Peter, Peng, Liang and Yao, Qiwei (2002) Moving-maximum models for extrema of time series. Journal of Statistical Planning and Inference, 103 (1-2). pp. 51-63. ISSN 0378-3758

Hall, Peter, Peng, Liang and Yao, Qiwei (2002) Prediction and nonparametric estimation for time series with heavy tails. Journal of Time Series Analysis, 23 (3). pp. 313-331. ISSN 0143-9782

Hall, Peter, Wolff, Rodney C. L. and Yao, Qiwei (1999) Methods for estimating a conditional distribution function. Journal of the American Statistical Association, 94 (445). pp. 154-163. ISSN 0162-1459

Hall, Peter and Yao, Qiwei (2005) Approximating conditional distribution functions using dimension reduction. Annals of Statistics, 33 (3). pp. 1404-1421. ISSN 0090-5364

Hall, Peter and Yao, Qiwei (2003) Date tilting for time series. Journal of the Royal Statistical Society. Series B, 65 (2). pp. 425-442. ISSN 1467-9868

Hall, Peter and Yao, Qiwei (2003) Inference in ARCH and GARCH models with heavy-tailed errors. Econometrica, 71 (1). pp. 285-317. ISSN 1468-0262

Hall, Peter and Yao, Qiwei (2003) Inference in components of variance models with low replication. Annals of Statistics, 31 (2). pp. 414-441. ISSN 0090-5364

Hansen, James A. and Smith, Leonard A. (2001) Probabilistic noise reduction. Tellus Series A: Dynamic Meteorology and Oceanography, 53 (5). pp. 585-598. ISSN 0280-6495

Hansen, James A. and Smith, Leonard A. (2000) The role of operational constraints in selecting supplementary observations. Journal of the Atmospheric Sciences, 57 (17). pp. 2859-2871. ISSN 0022-4928

Hau, M C and Tong, Howell (1990) A practical method for outlier detection in autoregressive time series modelling. Stochastic Hydrology and Hydraulics, 3 (4). pp. 241-260. ISSN 0931-1955

Hejazi, T. H., Bashiri, Mahdi, Noghondarian, Kazem and Atkinson, Anthony C. (2010) Multiresponse optimization with consideration of probabilistic covariates. Quality and Reliability Engineering International, 27 (4). pp. 437-449. ISSN 0748-8017

Hjellvik, Vidar, Yao, Qiwei and Tjostheim, Dag (1998) Linearity testing using local polynominal approximation. Journal of Statistical Planning and Inference, 68 (2). pp. 295-321. ISSN 0378-3758

Holmes, D. J. and Skinner, Chris J. (1998) Estimating the re-identification risk per record in microdata. Journal of Official Statistics, 14 (4). pp. 361-372. ISSN 0282-423X

Howard, J. V. and Gal, S. (2005) Rendezvous-evasion search in two boxes. Operations Research, 53 (4). pp. 689-697. ISSN 0030-364X

Huang, Da, Wang, Hansheng and Yao, Qiwei (2008) Estimating GARCH models: when to use what? Econometrics Journal, 11 (1). pp. 27-38. ISSN 1368-423X

Hutchison, Dougal, Kendall, Lesley, Bartholomew, David J., Knott, Martin, Galbraith, Jane and Piccoli, Maria (2000) Reliability of assessment of reading ability in three countries. Quality and Quantity, 34 (4). pp. 353-366. ISSN 0033-5177

Jackson, Jonathan, Bradford, Ben, Hough, Mike, Kuha, Jouni, Stares, Sally, 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 and Kuha, Jouni (2014) Worry about crime in a cross-national context: a model-supported method of measurement using the European social survey. Survey Research Methods . ISSN 1864-3361 (In Press)

Jang, Jiwook and Dassios, Angelos (2013) A bivariate shot noise self-exciting process for insurance. Insurance: Mathematics and Economics, 53 (3). pp. 524-532. ISSN 0167-6687

Jena, Rudra P., Kim, Kyoung-Kuk and Xing, Hao (2012) Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions. Stochastics Processes and Their Applications, 122 (8). pp. 2961-2993. ISSN 0304-4149

Judd, Kevin, Reynolds, Carolyn A., Rosmond, Thomas E. and Smith, Leonard A. (2008) The geometry of model error. Journal of the Atmospheric Sciences, 65 (6). pp. 1749-1772. ISSN 0022-4928

Judd, Kevin and Smith, Leonard A. (2001) Indistinguishable states I: perfect model scenario. Physica D: Nonlinear Phenomena, 151 (2-4). pp. 125-141. ISSN 0167-2789

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Oftedal, Bente, Nafstad, Per, Magnus, Per, Bjørkly, Sonja and Skrondal, Anders (2003) Traffic related air pollution and acute hospital admission for respiratory diseases in Drammen, Norway 1995-2000. European Journal of Epidemiology, 18 (7). pp. 671-675. ISSN 0393-2990

Oldfield, Matthew J., Atherton, Mark A., Bates, Ron A., Perry, Mark A. and Wynn, Henry P. (2010) Modal validation of a cantilever-plate bimorph actuator illustrating sensitivity to 3D characterisation. Journal of Electroceramics, 25 (1). pp. 45-55. ISSN 1385-3449

Oreskes, Naomi, Stainforth, David A. and Smith, Leonard A. (2010) Adaptation to global warming: do climate models tell us what we need to know? Philosophy of Science (Proceedings), 77 (5). pp. 1012-1028. ISSN 0031-8248

Orrell, D., Smith, Leonard A., Barkmeijer, J. and Palmer, T. N. (2001) Model error in weather forecasting. Nonlinear Processes in Geophysics, 8 (6). pp. 357-371. ISSN 1023-5809

Orrell, David and Smith, Leonard A. (2003) Visualising bifurcations in high dimensional systems: the spectral bifurcation diagram. International Journal of Bifurcation and Chaos, 13 (10). pp. 3015-3027. ISSN 0218-1274

Pan, Jiazhu, Wang, Hui and Yao, Qiwei (2007) Weighted least absolute deviations estimation for ARMA models with infinite variance. Econometric Theory, 23 (5). pp. 852-879. ISSN 1469-4360

Pan, Jiazhu and Yao, Qiwei (2008) Modelling multiple time series via common factors. Biometrika, 95 (2). pp. 365-379. ISSN 0006-3444

Paparella, F., Provenzale, A., Smith, Leonard A., Taricco, C. and Vio, R. (1997) Local random analogue prediction of nonlinear processes. Physics Letters A, 235 (3). pp. 233-240. ISSN 0375-9601

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

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Peng, Liang and Yao, Qiwei (2004) Nonparametric regression under dependent errors with infinite variance. Annals of the Institute of Statistical Mathematics, 56 (1). pp. 73-86. ISSN 0020-3157

Penzer, Jeremy (2006) Diagnosing seasonal shifts in time series using state space models. Statistical Methodology, 3 (3). pp. 193-210. ISSN 1572-3127

Penzer, Jeremy and Jewson, Stephen (2006) Estimating trends in weather series: consequences for pricing derivatives. Studies in Nonlinear Dynamics and Econometrics, 10 (3). article 9. ISSN 1558-3708

Penzer, Jeremy, Wang, Mingjin and Yao, Qiwei (2009) Approximating volatilities by asymmetric power GARCH functions. Australian and New Zealand Journal of Statistics, 51 (2). pp. 201-225. ISSN 1369-1473

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

Pfeffermann, Danny, Skinner, Chris J., Holmes, D. J., Goldstein, H. and Rasbash, J. (1998) Weighting for unequal selection probabilities in multilevel models. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 60 (1). pp. 23-40. ISSN 1369-7412

Pfeffermann, Danny, Skinner, Chris J. and Humphreys, Keith (1998) The estimation of gross flows in the presence of measurement error using auxiliary variables. Journal of the Royal Statistical Society: Series A (Statistics in Society), 161 (1). pp. 13-32. ISSN 0964-1998

Pistone, Giovanni and Wynn, Henry (2006) Cumulant varieties. Journal of Symbolic Computation, 41 (2). pp. 210-221. ISSN 0747-7171

Polonik, Wolfgang and Yao, Qiwei (2000) Conditional minimum volume predictive regions for stochastic processes. Journal of the American Statistical Association, 95 (450). pp. 509-519. ISSN 0162-1459

Polonik, Wolfgang and Yao, Qiwei (2008) Testing for multivariate volatility functions using minimum volume sets and inverse regression. Journal of Econometrics, 147 (1). pp. 151-162. ISSN 0304-4076

Priestley, Mark, Subba Rao, T and Tong, Howell (1974) Applications of principal component analysis and factor analysis in stochastic control systems. IEEE Transactions on Automatic Control, AC-19 . pp. 730-734. ISSN 0018-9286

Priestley, Mark and Tong, Howell (1973) On the analysis of bivariate non-stationary processes: with discussion. Journal of the Royal Statistical Society, Series B, 35 . pp. 153-166. ISSN 1369-7412

Pronzato, Luc, Wynn, Henry and Zhigljavsky, Anatoly A (2006) Asymptotic behaviour of a family of gradient algorithms in Rd and Hilbert spaces. Mathematical Programming, 107 (3). pp. 409-438. ISSN 0025-5610

Provenzale, A., Smith, Leonard A., Vio, R. and Murante, G. (1992) Distinguishing between low-dimensional dynamics and randomness in measured time series. Physica D: Nonlinear Phenomena, 58 (1-4). pp. 31-49. ISSN 0167-2789

Rabe-Hesketh, S. and Skrondal, Anders (2001) Parameterization of multivariate random effects models for categorical data. Biometrics, 57 (4). pp. 1256-1264. ISSN 0006-341X

Rabe-Hesketh, Sophia, Pickles, Andrew and Skrondal, Anders (2003) Correcting for covariate measurement error in logistic regression using nonparametric maximum likelihood estimation. Statistical Modelling, 3 (3). pp. 215-232. ISSN 1471-082X

Rabe-Hesketh, Sophia and Skrondal, Anders (2007) Multilevel and latent variable modeling with composite links and exploded likelihoods. Psychometrika, 72 (2). pp. 123-140. ISSN 0033-3123

Rabe-Hesketh, Sophia and Skrondal, Anders (2006) Multilevel modelling of complex survey data. Journal of the Royal Statistical Society: Series A, 169 (32). pp. 805-827. ISSN 0964-1998

Rabe-Hesketh, Sophia, Skrondal, Anders and Pickles, Andrew (2004) Generalized multilevel structural equation modelling. Psychometrika, 69 (2). pp. 167-190. ISSN 0033-3123

Rabe-Hesketh, Sophia, Skrondal, Anders and Pickles, Andrew (2003) Maximum likelihood estimation of generalized linear models with covariate measurement error. The Stata Journal, 3 (4). pp. 386-411. ISSN 1536-867X

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

Rao, J. N. K., Scott, A. J. and Skinner, Chris J. (1998) Quasi-score tests with survey data. Statistica Sinica, 8 (4). pp. 1059-1070. ISSN 1017-0405

Rheinlander, Thorsten (2005) An entropy approach to the Stein and Stein model with correlation. Finance and Stochastics, 9 (3). pp. 399-413. ISSN 0949-2984

Rheinlander, Thorsten and Osterrieder, Jörg R (2006) Arbitrage opportunities in diverse markets via a non-equivalent measure change. Annals of Finance, 2 (3). pp. 287-301. ISSN 1614-2446

Rheinlander, Thorsten and Steiger, Gallus (2010) Utility indifference hedging with exponential additive processes. Asia-Pacific Financial Markets, 17 (2). p. 151. ISSN 1387-2834

Rheinlander, Thorsten and Steiger, Gallus (2006) The minimal entropy martingale measure for general Barndorff-Nielsen/Shephard models. Annals of Applied Probability, 16 (3). pp. 1319-1351. ISSN 1050-5164

Rheinlander, Thorsten and Steinkamp, Marcus (2005) A stochastic version of Zeeman's market model. Studies in Nonlinear Dynamics and Econometrics, 8 (4). article 4. ISSN 1081-1826

Riani, Marco, Atkinson, Anthony B., Fanti, Giulio and Crosilla, Fabio (2012) Carbon dating of the Shroud of Turin: partially labelled regressors and the design of experiments. Statistics and Computing . ISSN 0960-3174

Riani, Marco and Atkinson, Anthony C. (2000) Robust diagnostic data analysis: transformations in regression. Technometrics, 42 (4). pp. 384-394. ISSN 0040-1706

Riani, Marco and Atkinson, Anthony C. (2010) Robust model selection with flexible trimming. Computational Statistics and Data Analysis, 54 (12, Sp). pp. 3300-3312. ISSN 0167-9473

Riani, Marco and Atkinson, Anthony C. (2001) A unified approach to outliers, influence and transformations in discriminant analysis. Journal of Computational and Graphical Statistics, 10 (3). pp. 513-544. ISSN 1061-8600

Riani, Marco, Atkinson, Anthony C. and Cerioli, Andrea (2009) Finding an unknown number of multivariate outliers. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 71 (2). pp. 447-466. ISSN 1369-7412

Riani, Marco, Atkinson, Anthony C., Fanti, Giulio and Crosilla, Fabio (2013) Regression analysis with partially labelled regressors: carbon dating of the Shroud of Turin. Statistics and Computing, 23 (4). pp. 551-561. ISSN 0960-3174

Riani, Marco, Cerioli, Andrea, Atkinson, Anthony C. and Perrotta, Domenico (2014) Monitoring robust regression. Electronic Journal of Statistics, 8 . pp. 646-677. ISSN 1935-7524

Rizopoulos, Dimitris and Moustaki, Irini (2008) Generalized latent variables models with non-linear effects. British Journal of Mathematical and Statistical Psychology, 61 (2). pp. 415-438. ISSN 0007-1102

Romaniuk, H., Skinner, Chris J. and Cooper, P. J. (1999) Modelling consumers' use of products. Journal of the Royal Statistical Society: Series A (Statistics in Society), 162 (3). pp. 407-421. ISSN 0964-1998

Roulston, M.S., Kaplan, D.T., Hardenberg, J. and Smith, Leonard A. (2003) Using medium-range weather forecasts to improve the value of wind energy production. Renewable Energy, 28 (4). pp. 585-602. ISSN 0960-1481

Roulston, M.S. and Smith, Leonard A. (2003) Combining dynamical and statistical ensembles. Tellus Series A: Dynamic Meteorology and Oceanography, 55 (1). pp. 16-30. ISSN 0280-6495

Roulston, M.S. and Smith, Leonard A. (2004) The boy who cried wolf revisited: the impact of false alarm intolerance on cost-loss scenarios. Weather and Forecasting, 19 (2). pp. 391-397. ISSN 0882-8156

Roulston, Mark S, Ellepola, Jerome, von Hardenberg, Jost and Smith, Leonard A. (2005) Forecasting wave height probabilities with numerical weather prediction models. Ocean Engineering, 32 (14-15). pp. 1841-1863. ISSN 0029-8018

Roulston, Mark S. and Smith, Leonard A. (2002) Evaluating probabilistic forecasts using information theory. Monthly Weather Review, 130 (6). pp. 1653-1660. ISSN 0027-0644

Rowlands, Daniel J., Frame, David J., Ackerley, Duncan, Aina, Tolu, Booth, Ben B. B., Christensen, Carl, Collins, Matthew, Faull, Nicholas, Forest, Chris E., Grandey, Benjamin S., Gryspeerdt, Edward, Highwood, Eleanor J., Ingram, William J., Knight, Sylvia, Lopez, Ana, Massey, Neil, McNamara, Frances, Meinshausen, Nicolai, Piani, Claudio, Rosier, Suzanne M., Sanderson, Benjamin M., Smith, Leonard A., Stone, Dáithí A., Thurston, Milo, Yamazaki, Kuniko, Hiro Yamazaki, Y. and Allen, Myles R. (2012) Broad range of 2050 warming from an observationally constrained large climate model ensemble. Nature Geoscience, 5 (4). pp. 256-260. ISSN 1752-0894

Rudas, Tamas and Bergsma, Wicher (2005) On applications of marginal models for categorical data. Metron, LXII . pp. 1-25. ISSN 0026-1424

Rudas, Tamas and Bergsma, Wicher (2004) Reconsidering the odds ratio as a measure of 2 x 2 association in a population. Statistics in Medicine, 22 . pp. 3445-3447. ISSN 0277-6715

Rudas, Tamas, Bergsma, Wicher and Nemeth, Renáta (2010) Marginal log-linear parameterization of conditional independence models. Biometrika, 97 (4). pp. 1006-1012. ISSN 0006-3444

Saenz-de-Cabezon, Eduardo and Wynn, Henry P. (2010) Mincut ideals of two-terminal networks. Applicable Algebra in Engineering, Communication and Computing, 21 (6). pp. 443-457. ISSN 0938-1279

Samuelsen, S.O., Aanestad, H. and Skrondal, Anders (2007) Stratified case-cohort analysis of general cohort sampling designs. Scandinavian Journal of Statistics, 34 (1). pp. 103-119. ISSN 0303-6898

Samuelsen, S.O., Wisloff, T.F. and Skrondal, Anders (2006) A simple correction for ties when censoring times depend on covariates. Statistics in Medicine, 24 (20). pp. 3111-3121. ISSN 0277-6715

Sanderson, Jean, Fryzlewicz, Piotr and Jones, M. W. (2010) Estimating linear dependence between nonstationary time series using the locally stationary wavelet model. Biometrika, 97 (2). pp. 435-446. ISSN 0006-3444

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

Schroeder, Anna Louise and Fryzlewicz, Piotr (2013) Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery. Statistics and Its Interface, 6 (4). pp. 449-461. ISSN 1938-7997

Sgouropoulos, Nikolaos, Yao, Qiwei and Yastremiz, Claudia (2014) Matching a distribution by matching quantiles estimation. Journal of the American Statistical Association . pp. 1-43. ISSN 0162-1459 (In Press)

Shlomo, Natalie and Skinner, Chris J. (2010) Assessing the protection provided by misclassification-based disclosure limitation methods for survey microdata. The Annals of Applied Statistics, 4 (3). pp. 1291-1310. ISSN 1932-6157

Shlomo, Natalie, Skinner, Chris J. and Schouten, Barry (2012) Estimation of an indicator of the representativeness of survey response. Journal of Statistical Planning and Inference, 142 (1). pp. 201-211. ISSN 0378-3758

Sholmo, Natalie and Skinner, Chris J. (2012) Privacy protection from sampling and perturbation in survey microdata. Journal of Privacy and Confidentiality, 4 (1). pp. 155-169.

Silva, Nascimento and Skinner, Chris J. (1995) Estimating distribution functions with auxiliary information using poststratification. Journal of Official Statistics, 11 (3). pp. 277-294. ISSN 0282-423X

Sitter, R. R. and Skinner, Chris J. (1994) Multi-way stratification by linear programming. Survey Methodology, 20 (1). pp. 65-73. ISSN 1492-0921

Siu, Tak Kien, Tong, Howell and Yang, Hailiang (2006) Option pricing under threshold autoregressive models by threshold Esscher transform. Journal of Industrial and Management Optimization, 2 (2). pp. 177-197. ISSN 1547-5816

Siu, Tak Kuen, Tong, Howell and Yang, Hailiang (2001) Bayesian risk measures for derivatives for random Esscher transform. North American Actuarial Journal, 5 (3). pp. 78-91. ISSN 1092-0277

Skinner, Chris and Mason, Ben (2012) Weighting in the regression analysis of survey data with a cross-national application. Canadian Journal of Statistics, 40 (4). pp. 697-711. ISSN 0319-5724

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. (1999) Calibration weighting and non-sampling errors. Research in Official Statistics, 2 . pp. 33-43. ISSN 1023-098X

Skinner, Chris J. (1996) Comment of J. Shao,'invited discussion paper resampling methods in sample surveys. Statistics, 27 (3-4). pp. 203-237. ISSN 0233-1888

Skinner, Chris J. (1994) Comment on X-L Meng, ‘multiple-imputation inferences with uncongenial sources of input’. Statistical Science, 9 (4). pp. 561-563. ISSN 0883-4237

Skinner, Chris J. (2004) Comment on: A. Demnati and J.N.K. Rao, 'linearization variance estimators for model parameters from complex survey data'. Survey Methodology, 30 (1). pp. 17-18. ISSN 1492-0921

Skinner, Chris J. (1997) Comments on G.M. Fitzmaurice, A.F. Heath and D.R. Cox, ‘detecting overdispersion in large scale surveys: application to a study of education and social class in Britain’. Journal of the Royal Statistical Society: Series C (Applied Statistics), 46 (4). pp. 429-431. ISSN 0035-9254

Skinner, Chris J. (2005) Contribution to discussion of J. Copas and S. Eguchi, ‘local model uncertainty and incomplete-data bias’. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 67 (4). p. 500. ISSN 1369-7412

Skinner, Chris J. (2002) Discussion. Journal of Official Statistics, 18 (2). pp. 155-156. ISSN 0282-423X

Skinner, Chris J. (1997) Discussion of D. Steel, ‘producing monthly estimates of unemployment and employment according to the International Labour Office definition’. Journal of the Royal Statistical Society: Series A (Statistics in Society), 160 (1). p. 39. ISSN 0964-1998

Skinner, Chris J. (1997) Discussion of J. B. Copas and H. G. Li, 'inference for non-random samples'. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 59 (1). pp. 77-78. ISSN 1369-7412

Skinner, Chris J. (2007) Discussion of J.F.Bjørnstad, ‘Non-Bayesian multiple imputation’. Journal of Official Statistics, 23 (4). pp. 463-465. ISSN 0282-423X

Skinner, Chris J. (2002) Jackknife variance estimation for multivariate statistics under hot-deck imputation from common donors. Journal of Statistical Planning and Inference, 102 (1). pp. 149-167. ISSN 0378-3758

Skinner, Chris J. (1998) Logistic modelling of longitudinal survey data with measurement error. Statistica Sinica, 8 (4). pp. 1045-1058. ISSN 1017-0405

Skinner, Chris J. (2012) Rejoinder. International Statistical Review, 80 (3). pp. 379-381. ISSN 0306-7734

Skinner, Chris J. (2012) Statistical disclosure risk: separating potential and harm. International Statistical Review, 80 (3). pp. 349-368. ISSN 0306-7734

Skinner, Chris J. (2012) Statistical disclosure risk: seperating potential and harm. International Statistical Review, 80 (3). pp. 349-368. ISSN 0306-7734

Skinner, Chris J. (2007) The probability of identification: applying ideas from forensic statistics to disclosure risk assessment. Journal of the Royal Statistical Society: Series A (Statistics in Society), 170 (1). pp. 195-212. ISSN 0964-1998

Skinner, Chris J. and Carter, Randy (2003) Estimation of a measure of disclosure risk for survey microdata under unequal probability sampling. Survey Methodology, 29 (2). pp. 177-180. ISSN 1492-0921

Skinner, Chris J. and Coker, O. (1996) Regression analysis of complex survey data with missing values of a covariate. Journal of the Royal Statistical Society: Series A (Statistics in Society), 159 (2). pp. 265-274. ISSN 0964-1998

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

Skinner, Chris J. and Elliot, M. J. (2002) A measure of disclosure risk for microdata. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 64 (4). pp. 855-867. ISSN 1369-7412

Skinner, Chris J., Holmes, D. J. and Holt, D. (1994) Multiple frame sampling for multivariate stratification. International Statistical Review, 62 (3). pp. 333-347. ISSN 0306-7734

Skinner, Chris J. and Humphreys, K. (1997) Instrumental variable estimation of gross flows in the presence of measurement error. Survey Methodology, 23 (1). pp. 53-60. ISSN 1492-0921

Skinner, Chris J. and Humphreys, K. (1999) Weibull regression for lifetimes measured with error. Lifetime Data Analysis, 5 (1). pp. 23-37. ISSN 1380-7870

Skinner, Chris J., Marsh, Catherine, Openshaw, Stan and Wymer, Colin (1994) Disclosure control for census microdata. Journal of Official Statistics, 10 (1). pp. 31-51. ISSN 0282-423X

Skinner, Chris J. and Rao, J. N. K. (1996) Estimation in dual frame surveys with complex designs. Journal of the American Statistical Association, 91 (433). pp. 349-356. ISSN 0162-1459

Skinner, Chris J. and Shlomo, N. (2012) Estimating frequencies of frequencies in finite populations. Statistics and Probability Letters, 82 (12). pp. 2206-2212. ISSN 0167-7152

Skinner, Chris J. and Shlomo, Natalie (2008) Assessing identification risk in survey microdata using log-linear models. Journal of the American Statistical Association, 103 (483). pp. 989-1001. ISSN 0162-1459

Skinner, Chris J., Stuttard, Nigel, Beissel-Durrant, Gabriele and Jenkins, James (2002) The measurement of low pay in the UK labour force survey. Oxford Bulletin of Economics and Statistics, 64 (supple). pp. 653-676. ISSN 0305-9049

Skinner, Chris J. and Vallet, L.-A. (2010) Fitting log-linear models to contingency tables from surveys with complex sampling designs: an investigation of the Clogg-Eliason approach. Sociological Methods and Research, 39 (1). pp. 83-108. ISSN 0049-1241

Skinner, Chris J. and de Toledo Vieira, Marcel (2007) Variance estimation in the analysis of clustered longitudinal survey data. Survey Methodology, 33 (1). pp. 3-12. ISSN 1492-0921

Skrondal, Anders (2003) Interaction as departure from additivity in case-control studies: a cautionary note. American Journal of Epidemiology, 158 (3). pp. 251-258. ISSN 0002-9262

Skrondal, Anders and Kuha, Jouni (2012) Improved regression calibration. Psychometrika, 77 (4). pp. 649-669. ISSN 0033-3123

Skrondal, Anders and Laake, Petter (2001) Regression among factor scores. Psychometrika, 66 (4). pp. 563-575. ISSN 0033-3123

Skrondal, Anders, Rabe-Hesketh, S. and Pickles, A. (2005) Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects. Journal of Econometrics, 128 (2). pp. 301-323. ISSN 0304-4076

Skrondal, Anders and Rabe-Hesketh, Sophia (2007) Latent variable modelling: a survey. Scandinavian Journal of Statistics, 34 (7). pp. 712-745. ISSN 0303-6898

Skrondal, Anders and Rabe-Hesketh, Sophia (2003) Multilevel logistic regression for polytomous data and rankings. Psychometrika, 68 (2). pp. 267-287. ISSN 0033-3123

Skrondal, Anders and Rabe-Hesketh, Sophia (2007) Redundant overdispersion parameters in multilevel models for categorical responses. Journal of Educational and Behavioral Statistics, 32 (4). pp. 419-430. ISSN 1076-9986

Skrondal, Anders and Rabe-Hesketh, Sophia (2003) Some applications of generalized linear latent and mixed models in epidemiology: repeated measures, measurement error and multilevel modeling. Norwegian Journal of Epidemiology, 13 (2). pp. 265-278. ISSN 0803-2491

Smith, Leonard A. (1992) Comments on the paper of R Smith, estimating dimension in noisy chaotic time series. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 54 (2). pp. 329-352. ISSN 1369-7412

Smith, Leonard A. (1992) Identification and prediction of low dimensional dynamics. Physica D: Nonlinear Phenomena, 58 (1-4). pp. 50-76. ISSN 0167-2789

Smith, Leonard A. (1988) Intrinsic limits on dimension calculations. Physics Letters A, 133 (6). pp. 283-288. ISSN 0375-9601

Smith, Leonard A. (1994) Local optimal prediction: exploiting strangeness and the variation of sensitivity to initial condition. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, 348 (1688). pp. 371-381. ISSN 1364-503X

Smith, Leonard A. (2002) What might we learn from climate forecasts? Proceedings of the National Academy of Sciences of the United States of America, 99 (Suppl.). pp. 2487-2492. ISSN 0027-8424

Smith, Leonard A. (1995) A personal overview of nonlinear time-series analysis from a chaos perspective - comments. Scandinavian Journal of Statistics, 22 (4). pp. 435-437. ISSN 0303-6898

Smith, Leonard A., Cuellar, Milena C., Du, Hailiang and Judd, Kevin (2010) Exploiting dynamical coherence: A geometric approach to parameter estimation in nonlinear models. Physics Letters A, 374 (26). pp. 2618-2623. ISSN 0375-9601

Smith, Leonard A., Du, Hailiang, Suckling, Emma B. and Niehörster, Falk (2014) Probabilistic skill in ensemble seasonal forecasts. Quarterly Journal of the Royal Meteorological Society, 140 (680). pp. 729-1128. ISSN 0035-9009

Smith, Leonard A., Fournier, J. D. and Spiegel, E. A. (1986) Lacunarity and intermittency in fluid turbulence. Physics Letters A, 114 (8-9). pp. 465-468. ISSN 0375-9601

Smith, Leonard A. and Hansen, James A. (2004) Extending the limits of ensemble forecast verification with the minimum spanning tree. Monthly Weather Review, 132 (6). pp. 1522-1528. ISSN 0027-0644

Smith, Leonard A. and Spiegel, E. A. (1985) Pattern formation by particles settling in viscous flows. Lecture Notes in Physics, 230 . pp. 306-318. ISSN 1616-6361

Smith, Leonard A. and Spiegel, E. A. (1987) Strange accumulators. Annals of the New York Academy of Sciences, 497 (Chaoti). pp. 61-65. ISSN 0077-8923

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

Smith, Leonard A., Ziehmann, C. and Fraedrich, K. (1999) Uncertainty dynamics and predictability in chaotic systems. Quarterly Journal of the Royal Meteorological Society, 125 (560). pp. 2855-2886. ISSN 0035-9009

Smith, P. W. F., Skinner, Chris J. and Clarke, P. S. (1999) Allowing for non-ignorable non-response in the analysis of voting intention data. Journal of the Royal Statistical Society: Series C (Applied Statistics), 48 (4). pp. 563-577. ISSN 0035-9254

Sorour, A E and Tong, Howell (1993) A note on tests for threshold-type nonlinearity in open loop systems. Journal of Applied Statistics, 42 (1). pp. 95-104. ISSN 0266-4763

Spydslaug, A., Eskild, A., Trogstad, L. I. S., Nesheim, B. I. and Skrondal, Anders (2005) Recurrent risk of anal sphincter laceration among women with vaginal deliveries. Obstetrics and Gynecology, 105 . pp. 307-313. ISSN 0029-7844

Spydslaug, Anny, Trogstad, Lill I. S., Skrondal, Anders and Eskild, Anne (2005) Recurrence risk of anal sphincter laceration among women with vaginal deliveries. Obstetrics and Gynecology, 105 (2). pp. 307-313. ISSN 0029-7844

Stainforth, David A., Aina, T., Christensen, C., Collins, M., Faull, N., Frame, D. J., Kettleborough, J. A., Knight, S., Martin, A., Murphy, J. M., Piani, C., Sexton, D., Smith, Leonard A., Spicer, R. A., Thorpe, A. J. and Allen, M. R. (2005) Uncertainty in predictions of the climate response to rising levels of greenhouse gases. Nature, 433 (7024). pp. 403-406. ISSN 0028-0836

Stainforth, David A., Allen, M. R., Tredger, Edward and Smith, Leonard A. (2007) Confidence, uncertainty and decision-support relevance in climate predictions. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, 365 (1857). pp. 2145-2161. ISSN 1364-503X

Stainforth, David A. and Smith, Leonard A. (2012) Policy: clarify the limits of climate models. Nature, 489 (7415). p. 208. ISSN 0028-0836

Steele, Fiona (2008) Book review: Skrondal A. and Rabe-Hesketh S. (2004) Generalized latent variable modelling: multilevel, longitudinal and structural equation models. Statistical Methods in Medical Research, 17 (1). p. 119. ISSN 0962-2802

Steele, Fiona (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 (2008) Multilevel models for longitudinal data. Journal of the Royal Statistical Society: Series A (Statistics in Society), 171 (1). pp. 5-19. ISSN 0964-1998

Steele, Fiona (2003) Selection effects of source of contraceptive supply in an analysis of discontinuation of contraception: multilevel modelling when random effects are correlated with an explanatory variable. Journal of the Royal Statistical Society: Series A (Statistics in Society), 166 (3). pp. 407-423. ISSN 0964-1998

Steele, Fiona (2003) A discrete-time multilevel mixture model for event history data with long-term survivors, with an application to an analysis of contraceptive sterilization in Bangladesh. Lifetime Data Analysis, 9 (2). pp. 155-174. ISSN 1380-7870

Steele, Fiona, Amin, Sajeda and Naved, Ruchira T. (2001) Savings/credit group formation and change in contraception. Demography, 38 (2). pp. 267-282. ISSN 0070-3370

Steele, Fiona, Brown, James and Chambers, Ray (2002) A controlled donor imputation system for a one-number census. Journal of the Royal Statistical Society: Series A (Statistics in Society), 165 (3). pp. 495-522. ISSN 0964-1998

Steele, Fiona, Clarke, P. and Washbrooke, E. (2013) Modeling household decisions using longitudinal data from household panel surveys, with applications to residential mobility. Sociological Methodology, 43 (1). 220-271 . ISSN 0081-1750

Steele, Fiona and Curtis, Siân (2003) Appropriate methods for analyzing the effect of method choice on contraceptive discontinuation. Demography, 40 (1). pp. 1-22. ISSN 0070-3370

Steele, Fiona 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

Steele, Fiona, French, Robert and Bartley, Mel (2013) Adjusting for selection bias in longitudinal analyses using simultaneous equations modeling: the relationship between employment transitions and mental health. Epidemiology, 24 (5). pp. 703-711. ISSN 1044-3983

Steele, Fiona and Goldestein, Harvey (2006) A multilevel factor model for mixed binary and ordinal indicators of women's status. Sociological Methods and Research, 35 (1). pp. 137-153. ISSN 0049-1241

Steele, Fiona, Goldstein, Harvey and Browne, William (2004) A general multilevel multistate competing risks model for event history data, with an application to a study of contraceptive use dynamics. Statistical Modelling, 4 (2). pp. 145-159. ISSN 1471-082X

Steele, Fiona, Joshi, Heather, Kallis, Constantinos and Goldstein, Harvey (2006) Changing compatibility of cohabitation and childbearing between young British women born in 1958 and 1970. Population Studies, 60 (2). pp. 137-152. ISSN 0032-4728

Steele, Fiona, Kallis, Constantinos, Goldstein, Harvey and Joshi, Heather (2005) The relationship between childbearing and transitions from marriage and cohabitation in Britain. Demography, 42 (4). pp. 647-673. ISSN 0070-3370

Steele, Fiona, Kallis, Constantinos and Joshi, Heather (2006) The formation and outcomes of cohabiting and marital partnerships in early adulthood: the role of previous partnership experience. Journal of the Royal Statistical Society: Series A (Statistics in Society), 169 (4). pp. 757-779. ISSN 0964-1998

Steele, Fiona, Rasbash, Jon and Jenkins, Jennifer (2013) A multilevel simultaneous equations model for within-cluster dynamic effects, with an application to reciprocal parent–child and sibling effects. Psychological Methods, 18 (1). pp. 87-100. ISSN 1082-989X

Stenseth, N.C, Chan, K.S, Boonstra, S, Boutin, S, Krebs, C.J, Post, E, O'Donoghue, M, Yoccoz, N.G, Forchhammer, M.C, Hurrell, J.W and Tong, Howell (1999) Common dynamic structure of Canadian lynx populations within three geoclimate regions. Science, 285 (5430). pp. 1071-1077. ISSN 0036-8075

Sturgis, Patrick, Brunton-Smith, Ian, Jackson, Jonathan and Kuha, Jouni (2014) Ethnic diversity, segregation and the social cohesion of neighbourhoods in London. Ethnic and Racial Studies, 37 (8). pp. 1286-1309. ISSN 0141-9870

Subba Rao, T and Tong, Howell (1974) Identification of the covariance structure of state space models. Bulletin of the Institute of Mathematics and Its Applications, 11 (5/6). pp. 2001-203. ISSN 0950-5628

Subba Rao, T and Tong, Howell (1973) On some tests for time-dependence of a transfer function. Biometrika, 60 (3). pp. 589-597. ISSN 0006-3444

Subba Rao, T and Tong, Howell (1972) A test for time-dependence of linear open loop systems. Journal of the Royal Statistical Society, Series B, 34 . pp. 235-250. ISSN 1369-7412

Suckling, Emma B. and Smith, Leonard A. (2013) An evaluation of decadal probability forecasts from state-of-the-art climate models. Journal of Climate, 26 (23). pp. 9334-9347. ISSN 0894-8755

Sun, Y. and Yao, Qiwei (1993) Pre-test estimate of the parameters in seemingly unrelated regression system. Chinese Journal of Applied Probability and Statistics, 9 (1). pp. 1-10. ISSN 1001-4268

Szmaragd, Camille, Clarke, Paul and Steele, Fiona (2013) Subject specific and population average models for binary longitudinal data: a tutorial. Longitudinal and Life Course Studies, 42 (2). pp. 147-165. ISSN 1757-9597

Tao, Minjing, Wang, Yahzen, Yao, Qiwei 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

Theiler, James and Smith, Leonard A. (1995) Anomalous convergence of Lyapunov exponent estimates. Physical Review E, 51 (4). pp. 3738-3741. ISSN 1539-3755

Tobelem-Foldvari, Sandrine and Barrieu, Pauline (2009) Robust asset allocation under model risk. Risk Magazine, 76 . pp. 91-95. ISSN 0952-8776

Tong, Howell (1975) Autoregressive model fitting with noisy data by Akaike's information criterion. IEEE Transactions on Information Theory, IT-21 . pp. 476-480. ISSN 0018-9448

Tong, Howell (1993) Between chance and chaos. Twenty-First Century, 20 . pp. 90-98. ISSN 1017-5725

Tong, Howell (2007) Birth of the threshold time series model. Statistica Sinica, 17 (1). pp. 8-14. ISSN 1017-0405

Tong, Howell (1992) Contrasting aspects of nonlinear time series analysis. IMA Volumes in Mathematics and Its Applications, 45 . pp. 357-370. ISSN 0940-6573

Tong, Howell (1975) Determination of the order of a Markov chain by Akaike's information criterion. Journal of Applied Probability, 12 (3). pp. 488-497. ISSN 0021-9002

Tong, Howell (1982) Discontinuous decision processes and threshold autoregressive time series modelling. Biometrika, 69 (1). pp. 274-276. ISSN 0006-3444

Tong, Howell (2012) Discussion of 'An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models' by Battaglia and Protopapas. Statistical Methods and Applications, 21 (3). pp. 335-339. ISSN 1618-2510

Tong, Howell (1979) Final prediction error and final interpolation error: a paradox? IEEE Transactions on Information Theory, 25 (6). 758 -759. ISSN 0018-9448

Tong, Howell (1976) Fitting a smooth average to noisy data. IEEE Transactions on Information Theory, IT-22 . pp. 493-496. ISSN 0018-9448

Tong, Howell (1974) Frequency-domain approach to regulation of linear stochastic systems. Automatica, 10 (5). pp. 533-538. ISSN 1874-1029

Tong, Howell (1994) Is bilinear model an illusion? Statistique et Analyse des Donnees: Bulletin de L'association des Statisticiens Universitaires, 15 . pp. 57-60. ISSN 0750-7364

Tong, Howell (1975) Letter to the editor. Technometrics, 17 . p. 393. ISSN 0040-1706

Tong, Howell (1977) More on AR model fitting with noisy data by AIC. IEEE Transactions on Information Theory, 23 (3). pp. 409-410. ISSN 0018-9448

Tong, Howell (2002) Nonlinear time series analysis since 1990: some personal reflections. Acta Mathematicae Applicatae Sinica, 18 (2). pp. 177-184. ISSN 0168-9673

Tong, Howell (1989) Nonlinear time series models of regularly sampled data: a review. Progress in Mathematics, 18 . pp. 22-43.

Tong, Howell (1974) Note on the estimation of Pr{Y<X} in the negative exponential case. Technometrics, 16 . p. 625. ISSN 0040-1706

Tong, Howell (1978) On the asymptotic joint distribution of the estimated autoregressive coefficients. International Journal of Control, 27 . pp. 801-807. ISSN 0020-7179

Tong, Howell (1977) On the estimation of Pr{Y < X} for exponential families. IEEE Transactions on Reliability, R-26 . pp. 54-56. ISSN 0018-9529

Tong, Howell (1974) On time-dependent linear transformations of non-stationary stochastic processes. Journal of Applied Probability, 11 (1). pp. 53-62. ISSN 0021-9002

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

Tong, Howell (1992) Some comments on a bridge between nonlinear dynamicists and statisticians. Physica Didactica, 58 . pp. 299-303. ISSN 0172-8393

Tong, Howell (1973) Some comments on spectral representations of non-stationary stochastic processes. Journal of Applied Probability, 10 . pp. 881-885. ISSN 0021-9002

Tong, Howell (1977) Some comments on the Canadian Lynx data with discussion. Journal of the Royal Statistical Society, Series B, 140 (4). pp. 432-436. ISSN 1369-7412

Tong, Howell (1999) Some recent nonparametric tools for time series data analysis. Bulletin of the International Statistical Institute, 53rd s (Tome 5). pp. 387-390. ISSN 0074-8609

Tong, Howell (1988) Special issue on 'Statistical forecasting and decision-making'. Royal Statistical Society Journal, Series D: the Statistician, 37 (2). pp. 99-241. ISSN 0039-0526

Tong, Howell (1981) A note on a Markov bilinear stochastic process in discrete time. Journal of Time Series Analysis, 2 (4). pp. 279-284. ISSN 0143-9782

Tong, Howell (1979) A note on a local equivalence of two recent approaches to autoregressive order determination. International Journal of Control, 29 (3). pp. 441-446. ISSN 0020-7179

Tong, Howell (1983) A note on delayed autoregressive process in continuous time. Biometrika, 70 (3). pp. 710-712. ISSN 0006-3444

Tong, Howell (1988) A note on local parameter orthogonality and Levinson-Durbin algorithm. Biometrika, 75 (4). pp. 788-789. ISSN 0006-3444

Tong, Howell (1982) A note on using threshold autoregressive models for multi-step-ahead prediction of cyclical data. Journal of Time Series Analysis, 3 (2). pp. 137-140. ISSN 0143-9782

Tong, Howell (2001) A personal journey through time series in Biometrika. Biometrika, 88 (1). pp. 195-218. ISSN 0006-3444

Tong, Howell and Chan, K.S (2004) A note on testing for multi-modality with dependent data. Biometrika, 91 (1). pp. 113-123. ISSN 0006-3444

Tong, Howell and Chan, K.S (2002) A note on the equivalence of two approaches for specifying a Markov process. Journal of the Bernoulli Society, 8 (1). pp. 117-122. ISSN 1350-7265

Tong, Howell and Chan, W-Y T (1975) A simulation study of the estimation of evolutionary spectral functions. Journal of the Royal Statistical Society, Series C, 24 (3). pp. 334-341. ISSN 0035-9254

Tong, Howell and Cheng, Bing (1998) K-stationarity and wavelets. Journal of Statistical Planning and Inference, 68 (1). pp. 129-144. ISSN 0378-3758

Tong, Howell, Dong, Chaohua and Gao, Jiti (2007) Semiparametric penalty function method in partially linear model selection. Statistica Sinica, 17 (1). pp. 99-114. ISSN 1017-0405

Tong, Howell and Gates, P (1976) On Markov chain modelling to some weather data. Journal of Applied Meteorology, 15 (11). pp. 1145-1151. ISSN 1520-0450

Tong, Howell and Hua, L K (1982) Some personal experiences in popularising mathematical methods in the People's Republic of China. International Journal of Mathematical Education in Science and Technology, 13 (4). pp. 371-386. ISSN 0020-739X

Tong, Howell and Lim, K S (1980) Threshold autoregression, limit cycles and cyclical data- with discussion. Journal of the Royal Statistical Society, Series B, 42 (3). pp. 245-292. ISSN 1369-7412

Tong, Howell and Ling, S (2007) Ergodicity and invertibility of threshold MA models. Bernoulli, 13 (1). pp. 161-168. ISSN 1350-7265

Tong, Howell and Ling, S (2005) Testing for a linear MA model against threshold MA models. Annals of Statistics, 33 (6). pp. 2529-2552. ISSN 0090-5364

Tong, Howell, Matsuda, Y and Yajima, Y (2006) Selecting models with different spectral density matrix structure by the cross-validated log likelihood criterion. Bernoulli, 12 (2). pp. 221-249. ISSN 1350-7265

Tong, Howell, Pan, Jiazhu and Wang, Hui (2008) Estimation and tests for power-transformed and threshold GARCH models. Journal of Econometrics, 142 (1). pp. 352-378. ISSN 0304-4076

Tong, Howell, Siu, T.K and Yang, H (2004) On Bayesian value at risk: from linear to non-linear portfolios. Asian Pacific Financial Markets, 11 (2). pp. 161-184. ISSN 1387-2834

Tong, Howell, Siu, T.K and Yang, H (2004) On pricing derivatives under GARCH models: a dynamic Gerber-Shiu approach. North American Actuarial Journal, 8 . pp. 17-31. ISSN 1092-0277

Tong, Howell, Stenseth, Nils C, Chan, K S, Falck, W, Bjornstad, O N, O'Donoghue, M, Boonstra, R, Krebs, C J and Yoccoz, N G (1998) From patterns to processes: phase- and density-dependence in the Canadian lynx cycle. Proceedings of the National Academy of Sciences of the United States of America, 95 (26). pp. 15430-15435. ISSN 1091-6490

Tong, Howell, Stenseth, Nils C, Chan, K.S and Framstad, E (1998) Phase and density-dependent population dynamics in Norwegian lemmings: interaction between deterministic and stochastic processes. Proceedings of the Royal Society: B Biological Sciences, 265 (1409). pp. 1957-1968. ISSN 1471-2954

Tong, Howell and Stockis, J-P (1998) On the statistical inference of a machine generated autoregressive AR(1) model. Journal of the Royal Statistical Society, Series B, 60 (4). pp. 781-796. ISSN 1369-7412

Tong, Howell and Subba Rao, T (1974) Linear time-dependent systems. IEEE Transactions on Automatic Control, 19 (6). pp. 730-734. ISSN 0018-9286

Tong, Howell, Sun, Y and Zhang, W (2007) Estimation of the covariance matrix of random effects in longitudinal studies. Annals of Statistics, 35 (6). pp. 2795-2814. ISSN 0090-5364

Tong, Howell, Thanoon, B and Gudmundsson, G (1985) Threshold time series modelling of two Icelandic riverflow systems. Water Resources Bulletin, 21 (4). pp. 651-661. ISSN 0043-1370

Tong, Howell, Wang, S.R and An, H.Z (1983) On the distribution of a simple stationary bilinear process. Journal of Time Series Analysis, 4 (3). pp. 209-216. ISSN 0143-9782

Tong, Howell and Xia, Y (2006) Cumulative effects of air pollution on public health. Statistics in Medicine, 25 (20). pp. 3548-3559. ISSN 0277-6715

Tong, Howell, Xia, Y and Li, W.K (2007) Threshold variable selection using nonparametric methods. Statistica Sinica, 17 (1). pp. 265-288. ISSN 1017-0405

Tong, Howell, Xia, Y and Zhang, W (2004) Efficient estimation for semivarying-coefficient models. Biometrika, 91 (3). pp. 661-681. ISSN 0006-3444

Tong, Howell, Xia, Y and Zhu, L (2002) An adaptive estimation of dimension reduction space, with discussion. Journal of the Royal Statistical Society, Series B, 64 (3). pp. 363-410. ISSN 1369-7412

Tong, Howell and Yang, Hailiang (2001) Contribution to the discussion of paper read to the Royal Statistical Society: O. Barndorff-Nielsen, N. Shepperd. "Non-Gaussian Ornstein-Uhlenbeck-based models and some of their uses in financial economics". Journal of the Royal Statistical Society B, 63 (2). pp. 232-233. ISSN 1369-7412

Tong, Howell and Yao, Qiwei (1998) Cross-validatory bandwidth selection for regression estimation based on dependent data. Journal of Statistical Planning and Inference, 68 (2). pp. 387-415. ISSN 0378-3758

Tong, Howell and Yao, Qiwei (2000) Nonparametric estimation of ratios of noise to signal in stochastic regression. Statistica Sinica, 10 (3). pp. 751-770. ISSN 1017-0405

Tong, Howell and Yao, Qiwei (1994) On prediction and chaos in stochastic systems. Philosophical Transactions A: Mathematical, Physical and Engineering Sciences, 348 (1688). pp. 357-369. ISSN 1364-503X

Tong, Howell and Yao, Qiwei (1998) Threshold models. Encyclopaedia of Statistical Sciences, 2 . pp. 664-666. ISSN 0960-3174

Tong, Howell and Yeung, I (1991) On tests for self-exciting threshold autoregressive-type nonlinearity in partially observed time series. Journal of Applied Statistics, 40 (1). pp. 43-62. ISSN 0266-4763

Tong, Howell and Yeung, I (1990) On tests for threshold-type non-linearity in irregularly space time series. Journal of Statistical Computation and Simulation, 34 (4). pp. 177-194. ISSN 0094-9655

Tong, Howell and Yeung, I (1991) Threshold autoregressive modelling in continuous time. Statistica Sinica, 1 (2). pp. 411-430. ISSN 1017-0405

Tong, Howell and Zhang, Z (2005) On time-reversibility of multivariate linear processes. Statistica Sinica, 15 (2). pp. 495-504. ISSN 1017-0405

Tong, Howell and Zhang, Z (2004) A note on stochastic difference equations and its application to GARCH models. Chinese Journal of Applied Probability and Statistics, 20 . pp. 259-269. ISSN 1001-4268

Tong, Howell and Zhang, Zhiqiang (2001) On some distributional properties of a first order non-negative bilinear time series model. Journal of Applied Probability, 38 (3). 659 -671. ISSN 0021-9002

Torti, Francesca, Perrotta, Domenico, Atkinson, Anthony C. and Riani, Marco (2012) Benchmark testing of algorithms for very robust regression: FS, LMS and LTS. Computational Statistics and Data Analysis, 56 (8). pp. 2501-2512. ISSN 0167-9473

Toure, Seydou, Zhang, Y., Bosque-Oliva, Elisa, Ky, Cesaire, Ouedraogo, Amadou, Koukounari, Artemis, Gabrielli, Albis F, Sellin, Bertrand, Webster, Joanne P. and Fenwick, Alan (2008) Two-year impact of single praziquantel treatment on infection in the national control programme on schistosomiasis in Burkina Faso. Bulletin of the World Health Organization, 86 (10). pp. 737-816. ISSN 0042-9686

Tripodis, Yorghos and Penzer, Jeremy (2009) Modelling time series with season-dependent autocorrelation structure. Journal of Forecasting, 28 (7). pp. 559-574. ISSN 0277-6693

Trogstad, Lill, Skrondal, Anders, Stoltenberg, Camilla, Magnus, Per, Nesheim, Britt-Ingjerd and Eskild, Anne (2004) Recurrence risk of preeclampsia in twin and singleton pregnancies. American Journal of Medical Genetics Part A, 126A (1). pp. 41-45. ISSN 1552-4825

Tsonaka, R and Moustaki, I (2007) Parameter constraints in generalized linear latent variable models. Computational Statistics and Data Analysis, 51 (9). pp. 4164-4177. ISSN 0167-9473

Vangen, Siri, Stray-Pedersen, Babil, Skrondal, Anders, Magnus, Per and Stoltenberg, Camilla (2003) High risk of caesarean section among ethnic Filipinos: an effect of the paternal contribution to birthweight? Acta Obstetrica et Gynecologica Scandinavica, 82 (2). pp. 192-193. ISSN 0001-6349

Vasdekis, Vassilis G. S., Cagnone, Silvia and Moustaki, Irini (2012) A composite likelihood inference in latent variable models for ordinal longitudinal responses. Psychometrika, 77 (3). pp. 425-441. ISSN 0033-3123

Vasdekis, Vassilis G. S., Rizopoulos, Dimitris and Moustaki, Irini (2014) Weighted pairwise likelihood estimation for a general class of random effects models. Biostatistics, 15 (4). pp. 677-689. ISSN 1465-4644

Vieira, Marcel D.T. and Skinner, Chris J. (2008) Estimating models for panel survey data under complex sampling. Journal of Official Statistics, 24 (3). pp. 343-364. ISSN 0282-423X

Vitoratou, Silia, Ntzoufras, Ioannis and Moustaki, Irini (2014) Explaining the behavior of joint and marginal Monte Carlo estimators in latent variable models with independence assumptions. Statistics and Computing . ISSN 0960-3174 (In Press)

Vitoratou, Silia, Ntzoufras, Ioannis and Moustaki, Irini (2014) Marginal likelihood estimation from the Metropolis output: tips and tricks for efficient implementation in generalized linear latent variable models. Journal of Statistical Computation and Simulation, 84 (10). pp. 2091-2105. ISSN 0094-9655

Washbrooke, Elizabeth, Clarke, Paul S. and Steele, Fiona (2014) Investigating non-ignorable drop-out in panel studies of residential mobility. Journal of the Royal Statistical Society: Series C (Applied Statistics), 63 (2). pp. 239-266. ISSN 0035-9254

Webster, Joanne P, Koukounari, Artemis, Lamberton, P. H. L., Stothard, J. R. and Fenwick, Alan (2009) Evaluation and application of potential schistosome-associated morbidity markers within large-scale mass chemotherapy programmes. Parasitology, 136 (13). pp. 1789-1799. ISSN 0031-1820

Weisheimer, Antje, Smith, Leonard A. and Judd, Kevin (2005) A new view of forecast skill: bounding boxes from the DEMETER ensemble seasonal forecasts. Tellus Series A: Dynamic Meteorology and Oceanography, 57 (3). pp. 265-279. ISSN 0280-6495

Wolff, Rodney C., Yao, Qiwei and Tong, Howell (2004) Statistical tests for Lyapunov exponents of deterministic systems. Studies in Nonlinear Dynamics and Econometrics, 8 (2). pp. 174-193. ISSN 1081-1826

Wu, Billy, Yao, Qiwei and Zhu, Shiwu (2013) Estimation in the presence of many nuisance parameters: composite likelihood and plug-in likelihood. Stochastic Processes and Their Applications, 123 (7). pp. 2877-2896. ISSN 0304-4149

Xia, Yingcun, Tong, Howell, Li, W K and Zhu, Li-Xing (2000) On the estimation of an instantaneous transformation for time series. Journal of the Royal Statistical Society, Series B, 62 (2). pp. 383-397. ISSN 1369-7412

Xia, Yingcun, Tong, Howell and Li, W. K. (2002) Single-index volatility models and estimation. Statistica Sinica, 12 (3). pp. 785-799. ISSN 1017-0405

Xing, Hao (2012) On backward stochastic differential equations and strict local martingales. Stochastic Processes and Their Applications, 122 (6). pp. 2265-2291. ISSN 0304-4149

Xing, Hao (2014) Stability of the exponential utility maximization problem with respect to preferences. Mathematical Finance . ISSN 0960-1627 (In Press)

Yao, Qiwei (1993) Asymptotically optimal ditiction of a change in a linear model. Sequential Analysis, 12 (3-4). pp. 201-210. ISSN 1532-4176

Yao, Qiwei (1993) Boundary crossing probabilities of some random fields related to likelihood ratio test for epidemic alternatives. Journal of Applied Probability, 30 (1). pp. 52-65. ISSN 0021-9002

Yao, Qiwei (1996) Conditional boundary crossing probabilities and two-stage tests for a change-point. Scandinavian Journal of Statistics, 23 (4). pp. 511-525. ISSN 0303-6898

Yao, Qiwei (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

Yao, Qiwei (1989) Large deviations for boundary crossing probabilities of some random fields. Journal of Mathematical Research and Exposition, 9 . pp. 181-192. ISSN 1000-341X

Yao, Qiwei (1987) The MVUE and the MINQE(I, U) of variance components. Journal of Nanjing Institute of Technology, 17 . pp. 111-122. ISSN 0254-4180

Yao, Qiwei (1993) Tests for change-points with epidemic alternatives. Biometrika, 80 (1). pp. 179-191. ISSN 0006-3444

Yao, Qiwei and Brockwell, Peter J (2006) Gaussian maximum likelihood estimation for ARMA models I: time series. Journal of Time Series Analysis, 27 (6). pp. 857-875. ISSN 0143-9782

Yao, Qiwei and Brockwell, Peter J (2006) Gaussian maximum likelihood estimation for ARMA models II: spatial processes. Bernoulli, 12 (4). pp. 403-429. ISSN 1350-7265

Yao, Qiwei and Brockwell, Peter J. (2006) Gaussian maximum likelihood estimation for ARMA models I: time series. Journal of Time Series Analysis, 27 (6). pp. 857-875. ISSN 0143-9782

Yao, Qiwei, Finkenstädt, Bärbel F. and Tong, Howell (2001) A conditional density approach to the order determination of time series. Statistics and Computing, 11 (3). pp. 229-240. ISSN 0960-3174

Yao, Qiwei and Hyndman, Rob J. (2002) Nonparametric estimation and symmetry tests for conditional density functions. Journal of Nonparametric Statistics, 14 (3). pp. 259-278. ISSN 1048-5252

Yao, Qiwei and Morgan, B J T (1999) Empirical transform estimation for indexed stochastic models. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 61 (1). pp. 127-141. ISSN 1369-7412

Yao, Qiwei and Polonik, Wolfgang (2002) Set-indexed conditional empirical and quantile processes based on dependent data. Journal of Multivariate Analysis, 80 (2). pp. 234-255. ISSN 0047-259X

Yao, Qiwei and Tong, Howell (1996) Asymmetric least squares regression estimation: a nonparametric approach. Journal of Nonparametric Statistics, 6 (2-3). pp. 273-292. ISSN 1048-5252

Yao, Qiwei and Tong, Howell (1995) On initial-condition sensitivity and prediction in nonlinear stochastic systems. Bulletin of the International Statistical Institute, 50 (4). pp. 395-412. ISSN 0074-8609

Yao, Qiwei and Tong, Howell (1994) On subset selection in non-parametric stochastic regression. Statistica Sinica, 4 (1). pp. 51-70. ISSN 1017-0405

Yao, Qiwei and Tong, Howell (1994) Quantifying the influence of initial values on nonlinear prediction. Journal of the Royal Statistical Society: Series B (Statistical Methodology), 56 (4). pp. 701-725. ISSN 1369-7412

Yao, Qiwei and Tong, Howell (1998) A bootstrap detection for operational determinism. Physica D: Nonlinear Phenomena, 115 (1/2). pp. 49-58. ISSN 0167-2789

Yao, Qiwei, Tong, Howell, Finkenstädt, Bärbel and Stenseth, Nils Chr (2000) Common structure in panels of short time series. Proceedings of the Royal Society: B Biological Sciences, 267 (1460). pp. 2459-2467. ISSN 1471-2954

Yao, Qiwei, Yang, Wengyan and Tong, Howell (2001) Bootstrap estimation of actual significance levels for tests based on estimated nuisance parameters. Statistics and Computing, 11 (4). pp. 367-371. ISSN 0960-3174

Young, Caroline, Martin, David and Skinner, Chris J. (2009) Geographically intelligent disclosure control for flexible aggregation of census data. International Journal of Geographical Information Science, 23 (4). pp. 457-482. ISSN 1365-8816

Zhang, Wenyang and Steele, Fiona (2004) A semiparametric multilevel survival model. Journal of the Royal Statistical Society: Series C (Applied Statistics), 53 (2). ISSN 0035-9254

Zhang, Wenyang, Yao, Qiwei, Tong, Howell and Stenseth, Nils Chr (2003) Smoothing for spatiotemporal models and its application to modeling Muskrat-Mink interaction. Biometrics, 59 (4). pp. 813-821. ISSN 1541-0420

Zhang, Y. and Yao, Qiwei (1991) Some maximal information and generalized maximal entropy priors. Chinese Journal of Applied Probability and Statistics, 7 . pp. 192-200. ISSN 1001-4268

Zhang, Yaobi, Koukounari, Artemis, Kabatereine, Narcis, Fleming, Fiona, Kazibwe, Francis, Tukahebwa, Edridah, Stothard, J Russell, Webster, Joanne P. and Fenwick, Alan (2007) Parasitological impact of 2-year preventive chemotherapy on schistosomiasis and soil-transmitted helminthiasis in Uganda. BMC Medicine, 5 (1). p. 27. ISSN 1741-7015

Ziegelmann, Flavio (2010) Semiparametric estimation of volatility: some models and complexity choice in the adaptive functional-coefficient class. Journal of Statistical Computation and Simulation, 81 (6). pp. 707-728. ISSN 0094-9655

Ziehmann, Christine, Smith, Leonard A. and Kurths, Jürgen (2000) Localized Lyapunov exponents and the prediction of predictability. Physics Letters A, 271 (4). pp. 237-251. ISSN 0375-9601

Ziehmann, Christine, Smith, Leonard A. and Kurths, Jürgen (1999) The bootstrap and Lyapunov exponents in deterministic chaos. Physica D: Nonlinear Phenomena, 126 (1-2). pp. 49-59. ISSN 0167-2789

Ziehmann-Schlumbohm, C., Fraedrich, K. and Smith, Leonard A. (1995) Ein internes Vorhersagbarkeitsexperiment im Lorenz-Modell. Meteorologische Zeitschrift, 4 (1). pp. 16-21. ISSN 0941-2948

von Hardenberg, Jost, Kenning, David B. R., Xing, Huijuan and Smith, Leonard A. (2004) Identification of nucleation site interactions. International Journal of Heat and Fluid Flow, 25 (2). pp. 298-304. ISSN 0142-727X

Book Section

Atkinson, Anthony and Fedorov, V. V (2001) Some history leading to design criteria for Bayesian prediction. In: Atkinson, Anthony, Bogacka, Barbara and Zhigljavsky, Anatoly. A, (eds.) Optimum Design 2000. Kluwer Academic Publishers, Dordrecht, pp. 3-14. ISBN 9780792367987

Barrieu, P. and El Karoui, N. (2008) Dynamic financial risk management. In: Yor, Marc, (ed.) Aspects of Mathematical Finance. Springer-Verlag, Paris, France, pp. 23-36. ISBN 9783540752585

Barrieu, Pauline (2008) Micro-assurance et derives climatiques. In: L'Art du Management. Les Echos, Paris, France. ISBN 9782842111816

Barrieu, Pauline and Bellamy, N. (2005) Impact of a market crisis on real options. In: Kyprianou, Andreas E., Schoutens, Wim and Wilmott, Paul, (eds.) Exotic Option Pricing and Advanced Lévy Models. Wiley Finance, London, UK. ISBN 9780470016848

Barrieu, Pauline and El Karoui, Nicole (2005) Dynamic financial risk management. In: Aspects des Mathématiques Financières. Tec & Doc Lavoisier. ISBN 2743008873

Barrieu, Pauline and El Karoui, Nicole (2008) Pricing, hedging and optimally designing derivatives via minimization of risk measures. In: Carmona, René, (ed.) Indifference Pricing: Theory and Applications. Princeton University Press, Princeton, USA.

Barrieu, Pauline and El Karoui , Nicole (2004) Optimal derivatives design under dynamic risk measures. In: Yin, George and Zhang, Qing , (eds.) Mathematics of Finance. Contemporary mathematics(351). American Mathematical Society , Providence, USA, pp. 13-26. ISBN 9780821834121

Barrieu, Pauline and Scaillet, Olivier (2010) A primer on weather derivatives. In: Filar, Jerzy A. and Haurie, Alain, (eds.) Uncertainty and Environmental Decision Making: a Handbook of Research and Best Practice. International series in operations research & management science(138). Springer, pp. 155-176. ISBN 9781441911285

Bartholomew, David J. (2000) God and risk. In: Beetham, P. A., (ed.) Risk: Life Is a Risky Business. Christ and the Cosmos Publication(13). Christ and the Cosmos Initiative and Westminster College, pp. 109-131. ISBN 9780953036035

Bartholomew, David J. (2000) God or chance. In: Stannard, Russell, (ed.) God for the 21st Century. Templeton foundation press, pp. 147-149. ISBN 9781890151393

Bergsma, Wicher and Croon, Marcel (2005) Analyzing categorical data by marginal models. In: van der Ark, L.A, (ed.) New Developments in Categorical Data Analysis for the Social and Behavioral Sciences. Quantitative methodology series. Psychology Press, New Jersey, USA, pp. 83-101. ISBN 9780805847284

Bergsma, Wicher and Rudas, Tamas (2002) Variation independent parameterizations of multivariate categorical distributions. In: Cuadras, Carles, Fortiana, Josep and Rodriguez-Lallena, Jose, (eds.) Distributions With Given Marginals and Statistical Modelling. Kluwer Academic Publishers, Dordrecht, Netherlands, pp. 21-28. ISBN 140200943

Bock, R. Darrell and Moustaki, Irini (2007) Item response theory in a general framework. In: Rao, C. R. and Sinharay, Sandip, (eds.) Handbook of Statistics, Volume 26: Psychometrics. North-Holland, Amsterdam, The Netherlands, pp. 469-514. ISBN 9780444521033

Cetin, Umut (2010) Stochastic integration. In: Cont, Rama, (ed.) Encyclopedia of Quantitative Finance. Wiley, Chichester, UK. ISBN 9780470057568

Cetin, Umut, Jarrow, R. and Protter, P. (2010) Liquidity risk and arbitrage pricing theory. In: Lee, Cheng-Few, Lee, Alice C. and Lee, John, (eds.) Handbook of Quantitative Finance and Risk Management. Springer, New York, USA. ISBN 9780387771168

Cetin, Umut and Verschuere, Michel (2007) Hedging under incomplete information: applications to emmissions markets. In: Vanmaele, Michèle, Deelstra, Griselda, De Schepper, Ann, Dhaene, Jan, Reynaerts, Huguette, Schoutens, Wim and Van Goethem, Paul, (eds.) Proceedings of the 5th Actuarial and Financial Mathematics Day: Contactforum [Proceedings of the 5th Actuarial and Financial Mat. Koninklijke Vlaamse Academie van Belgie voor Wetenschappen en Kunsten, Brussels, Belgium, pp. 33-42.

Chan, K S, Moeanaddin, R and Tong, Howell (1992) Likelihood plots, influential data and reparametrization in nonlinear time series modelling. In: Chao, Min-Te and Cheng, Philip E, (eds.) Proceedings of 1990 Taipei Symposium in Statistics. Institute of Statistical Science, Academia Sinica, Tapei, Taiwan, pp. 37-62. ISBN 9576710162

Chan, K S and Tong, Howell (2002) Dynamic model. In: El-Shaarawi, Abdel H and Piegorsch, Walter W, (eds.) Encyclopaedia of Environmetrics. John Wiley and Sons Ltd, pp. 574-578. ISBN 0471899976

Chan, K.S and Tong, Howell (1989) A survey of the statistical analysis of univariate threshold autoregressive models. In: Mariano, R, (ed.) Advances in Statistical Analysis and Statistical Computing: Advances in Statistical Analysis and Statistical Computing. JAI Press Inc, USA, pp. 1-42. ISBN 9780892328260

Cheng, B and Tong, Howell (2000) Interval prediction of financial time series. In: Chan, K.S, Li, W.K and Tong, Howell, (eds.) Statistics and Finance: an Interface. Imperial College Press, London, UK, pp. 245-260. ISBN 9781860942372

Cheng, B and Tong, Howell (1993) Nonparametric function estimation in noisy chaos. In: Rao, T.Subba, (ed.) Developments in Time Series Analysis: in Honour of Maurice B.Priestley. Chapman and Hall Press, London, UK, pp. 183-206. ISBN 9780412492600

Cheng, B and Tong, Howell (1996) On delay co-ordinates in stochastic dynamical systems. In: van Strien, S.J and Verduyn Lunel, S.M, (eds.) Stochastic and Spatial Structures of Dynamical Systems. North-Holland Publishing Co, Holland, pp. 29-37. ISBN 9780444858092

Cheng, B and Tong, Howell (1996) A theory of wavelet representation and decomposition for a general stochastic process. In: Robinson, P.M and Rosenblatt, M, (eds.) Athens Conference on Applied Probability and Time Series: Time Series Analysis in Memory of E.J. Hannan. Springer-Verlag, New York, USA, pp. 115-129. ISBN 9780387947877

Cheshire, Paul (1999) Economic indicators for European cities: why boundaries matter. In: Statistical Office of the European Communities, (corp. ed.) The Quality of Life in the Cities and Regions of the European Union: Indicators. Statistical Office of the European Commission, Office for Official Publications of the European. ISBN 9789282865798

Dischel, Robert S. and Barrieu, Pauline (2002) Financial weather contracts and their application in risk management. In: Dischel, Robert S., (ed.) Climate Risk and the Weather Market: Financial Risk Management With Weather Hedges. Risk Books, London, UK, pp. 25-42. ISBN 9781899332526

Frigg, Roman, Bradley, Seamus, Machete, Reason L. and Smith, Leonard A. (2013) Probabilistic forecasting: why model imperfection is a poison pill. In: Andersen, Hanne, Dieks, Dennis, Gonzalez, Wenceslao, Ubel, Thomas and Wheeler, Gregory, (eds.) New Challenges to Philosophy of Science. The philosophy of science in a European perspective(4). Springer, Dordrecht, The Netherlands, pp. 479-492. ISBN 9789400758445

Fryzlewicz, Piotr and Delouille, V (2006) A data-driven HAAR-FISZ transform for multiscale variance stabilization. In: Proceedings of the 13th IEEE/Sp Workshop on Statistical Signal Processing. IEEE, California, USA, pp. 539-544. ISBN 0780394038

Geneletti, Sara 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

Jackson, Jonathan, Bradford, Ben, Kuha, Jouni and Hough, Mike (2014) Empirical legitimacy as two connected psychological states. In: Mesko, G. and Tankebe, J., (eds.) Improving Legitimacy of Criminal Justice in Emerging Democracies. Springer, London, UK. (In Press)

Kotecha, Meena (2012) New patterns in learning and teaching mathematics and statistics. In: Proceedings of the HEA STEM Learning and Teaching Conference (2012). The Higher Education Academy, York, UK. ISBN 9781907207457

Kuha, Jouni and Skinner, Chris J. (1997) Categorical data analysis and misclassification. In: Lyberg, Lars, Biemer, Paul, Collins, Martin, De Leeuw, Edith D., Dippo, Cathryn, Schwarz, Norbert and Trewin, Dennis, (eds.) Survey Measurement and Process Quality. John Wiley & Sons Ltd, pp. 633-370. ISBN 9780471165590

Mavridis, D, Moustaki, Irini and Knott, Martin (2007) Goodness-of-fit measures for latent variable models for binary data. In: Lee, Sik-Yum, (ed.) Handbook for Latent Variable and Related Models. Handbook of computing and statistics with applications(Vol. 1). Elsevier BV, Amsterdam, The Netherlands, pp. 135-162. ISBN 9780444520449

Moustaki, Irini (2007) Factor analysis and latent structure of categorical and metric data. In: Cudeck, R and MacCallum, R. C., (eds.) Factor Analysis at 100: Historical Developments and Future Directions. Erlbaum, Philadelphia, USA, pp. 293-314. ISBN 9780805862126

Moustaki, Irini (2003) Latent variable models with covariates. In: Kevork, Kōnst Ēl, Tzōrtzopoulos, P and Panaretos, John, (eds.) Stochastic Musings : Perspectives From the Pioneers of the Late 20th Century: a Volume in Celebration of the 13 Years of the Dep. Lawrence Erlbaum Associates, Mahwah, U.S., pp. 117-128. ISBN 9780805846140

Moustaki, Irini (2000) A review of exploratory factor analysis for ordinal categorical data. In: Cudeck, Robert, Dunn, Stephen and Sorbom, Dag, (eds.) Structural Equation Models: Present and Future. Scientific software international, U.S., pp. 461-480. ISBN 9780894980497

Moustaki, Irini and Knott, Martin (2005) Computational aspects of the E-M and Bayesian estimation in latent variable models. In: Andries van der Ark, L, Croon, Marcel A and Sijtsma, Klaas, (eds.) New Developments in Categorical Data Analysis for the Social and Behavioral Sciences. Quantitative methodology series. Lawrence Erlbaum, Mahwah, U.S., pp. 103-124. ISBN 0805847286

Moustaki, Irini and Marcoulides, George. A (2002) Locating "don't know", "no answer" and middle alternatives on an attitude scale: a latent variable approach. In: Marcoulides, G and Moustaki, Irini, (eds.) Latent Variable and Latent Structure Models. Lawrence Erlbaum Associates, U.S., pp. 15-41. ISBN 9780805840469

Norberg, Ragnar (2004) Credibility theory. In: Teugels, Jef L. and Sundt, Bjorn, (eds.) Encyclopedia of Actuarial Science. Wiley-Blackwell, Chichester, pp. 398-406. ISBN 9780470012505

Norberg, Ragnar (2004) Life insurance mathematics. In: Teugels, Jef L. and Sundt, Bjorn, (eds.) Encyclopedia of Actuarial Science. Wiley-Blackwell, Chichester, pp. 979-997. ISBN 978-0470846766

Norberg, Ragnar (2008) Multistate models for life insurance mathematics. In: Melnick, Edward and Everitt, Brian, (eds.) Encyclopedia of Quantitative Risk Analysis and Assessment. Wiley-Blackwell, Chichester. ISBN 978-0-470-03549-8

Norberg, Ragnar (2004) Non-life reserves : continuous time micro models. In: Teugels, Jef L. and Sundt, Bjorn, (eds.) Encyclopedia of Actuarial Science. Wiley-Blackwell, Chichester, pp. 1180-1181. ISBN 978-0470846766

Norberg, Ragnar (2004) Thiele, Thorvald Nicolai (1838-1910). In: Teugels, Jef L. and Sundt, Bjorn, (eds.) Encyclopedia of Actuarial Science. Wiley-Blackwell, Chichester, pp. 1671-1672. ISBN 978-0470846766

Norberg, Ragnar (2001) Thorvald Nicolai Thiele. In: Heyde, Chris C and Seneta, Eugene, (eds.) Statisticians of the Centuries. Springer Verlag, New York, pp. 212-215. ISBN 9780387952833

Phillips, Celia (2000) Alcopops: triumph or disaster? In: Phillips, Coretta, Pruyn, Ad and Kestemont, Marie P, (eds.) Understanding Marketing: a European Casebook. John Wiley and Sons, Chichester, pp. 149-160. ISBN 9780471860938

Priestley, Mark, Subba Rao, T and Tong, Howell (1973) Identification of the structure of multivariate stochastic systems. In: Krishnaiah, Paruchuri R, (ed.) Multivariate Analysis Iii. Academic Press Inc, New York, US. ISBN 9780124266537

Rabe-Hesketh, Sophia and Skrondal, Anders (2005) Probit model. In: Everitt, B. and Palmer, Charles, (eds.) Encyclopaedic Companion to Medical Statistics. Arnold, London. ISBN 0340809981

Rabe-Hesketh, Sophia, Skrondal, Anders and Zheng, X. (2007) Multilevel structural equation modeling. In: Lee, Sik-Yum, (ed.) Handbook of Latent Variable and Related Models. Elsevier, Amsterdam, pp. 209-227. ISBN 0444520449

Robinson, Peter M., Chen, Xu and Linton, Oliver (2001) The estimation of conditional densities. In: Puri, Madan L, (ed.) Asymptotics in Statistics and Probability - Papers in Honor of George Gregory Roussas. VSP international science publishers, Utrecht, The Netherlands, pp. 71-84. ISBN 9789067643337

Sanderson, Jean and Fryzlewicz, Piotr (2007) Locally stationary wavelet coherence with application to neuroscience. In: Barber, S., Baxter, P. D. and Mardia, K. V., (eds.) Systems Biology and Statistical Bioinformatics. Leeds University Press, Leeds, UK, pp. 69-72.

Skinner, Chris J. (2008) Assessing disclosure risk for record linkage. In: Domingo-Ferrer, Josep and Saygın, Yücel, (eds.) Privacy in Statistical Databases: Unesco Chair in Data Privacy International Conference, Psd 2008 Istanbul, Turkey, September 24. Lecture notes in computer science,5262. Springer-Verlag, Berlin, Germany, pp. 166-176. ISBN 9783540874706

Skinner, Chris J. (2000) Dealing with measurement error in panel analysis. In: Rose, David, (ed.) Researching Social and Economic Change: the Uses of Household Panel Studies. Social research today. Routledge, London, UK, pp. 113-125. ISBN 9781857285468

Skinner, Chris J. (1998) Misclassification error. In: Armitage, P. and Colton, T., (eds.) Encyclopaedia of Biostatistics. John Wiley & Sons Ltd, pp. 2615-2621. ISBN 9780471975809

Skinner, Chris J. (2004) Méthodes pour protéger la confidentialité des données d’enquêtes. In: Ardilly, Pascal, (ed.) Échantillonnage et Méthodes D'enquêtes. Science Sup. Dunod, Paris, France, pp. 45-53. ISBN 9782100074778

Skinner, Chris J. (2009) Statistical disclosure control for survey data. In: Pfeffermann, D. and Rao, C. R., (eds.) Handbook of Statistics 29a: Sample Surveys: Design, Methods and Applications. Elsevier, pp. 381-396. ISBN 9780444531247

Skinner, Chris J. and Holmes, D. J. (2003) Random effects models for longitudinal survey data. In: Chambers, R. L. and Skinner, Chris J., (eds.) Analysis of Survey Data. John Wiley & Sons, Chichester, UK, pp. 205-219. ISBN 9780471899877

Skrondal, Anders and Rabe-Hesketh, S. (2004) Clustered binary data. In: Everitt, Brian S. and Palmer, Christopher R., (eds.) Encyclopedic Companion to Medical Statistics. Oxford University Press, Oxford, UK. ISBN 9780340809983

Skrondal, Anders and Rabe-Hesketh, S. (2004) Generalized estimating equations. In: Everitt, Brian S. and Palmer, Christopher R., (eds.) Encyclopedic Companion to Medical Statistics. Oxford University Press, Oxford, UK. ISBN 9780340809983

Skrondal, Anders and Rabe-Hesketh, S. (2004) Generalized linear latent and mixed models with composite links and exploded likelihoods. In: Biggeri, Annibale, Dreassi, Emanuela, Lagazio, Corrado and Marchi, Marco, (eds.) Statistical Modelling: Proceedings of the 19th International Workshop on Statistical Modelling. Florence (Italy) 4-8 July, 2004. Firenze University Press, Firenze, Italy, pp. 27-39. ISBN 8884531934

Skrondal, Anders and Rabe-Hesketh, S. (2004) Random effects models for discrete longitudinal data. In: Everitt, Brian S. and Palmer, Christopher R., (eds.) Encyclopedic Companion to Medical Statistics. Oxford University Press, Oxford, UK. ISBN 9780340809983

Skrondal, Anders and Rabe-Hesketh, S. (2004) SEM: categorical observed variables. In: Everitt, Brian S. and Palmer, Christopher R., (eds.) Encyclopedic Companion to Medical Statistics. Oxford University Press, Oxford, UK. ISBN 9780340809983

Skrondal, Anders and Rabe-Hesketh, S. (2004) State dependence. In: Everitt, Brian S. and Palmer, Christopher R., (eds.) Encyclopedic Companion to Medical Statistics. Oxford University Press, Oxford, UK. ISBN 9780340809983

Skrondal, Anders and Rabe-Hesketh, Sophia (2005) Structural equation modeling: categorical variables. In: Everitt, B. and Howell, D., (eds.) Encyclopedia of Statistics in Behavioral Science. John Wiley & Sons, London. ISBN 0470860804

Smith, Leonard A. (1995) Accountability and error in ensemble prediction of baroclinic flows. In: Seminar on Predictability, 4-8 September 1995. ECMWF seminar proceedings,1. European Centre for Medium-Range Weather Forecasts, Reading, UK, pp. 351-368.

Smith, Leonard A. (1991) Applied chaos: quantifying complex systems. In: Atmanspacher, H., (ed.) Information Dynamics. NATO ASI series B(256). Plenum Press, New York, USA, pp. 97-102.

Smith, Leonard A. (2001) Disentangling uncertainty and error: on the predictability of nonlinear systems. In: Mees, Alistair I., (ed.) Nonlinear Dynamics and Statistics. Birkhauser, Boston, pp. 31-64. ISBN 9780817641634

Smith, Leonard A. (1993) Does a meeting in Santa Fe imply chaos? In: Weigend, Andreas S. and Gershenfeld, Neil A., (eds.) Time Series Prediction:Forecasting the Future and Understanding the Past: Proceedings of the Nato Advanced Research Workshop on. Santa Fe Institute studies in the sciences of complexity . Addison-Wesley Publishing Co., Reading, USA, pp. 323-344. ISBN 9780201626018

Smith, Leonard A. (1995) Locally optimized prediction of nonlinear systems: stochastic and deterministic. In: Tong, Howell, (ed.) Chaos and Forecasting. Nonlinear time series and chaos(2). World Scientific Publishing , Singapore. ISBN 9789810221263

Smith, Leonard A. (2003) Predictability and chaos. In: Holton, James R., Pyle, John and Curry, Judith A., (eds.) Encyclopedia of Atmospheric Sciences. Academic Press, Amsterdam, London, pp. 1777-1785. ISBN 9780122270901

Smith, Leonard A. (2006) Predictability past predictability present. In: Palmer, Tim and Hagedorn, Renate, (eds.) Predictability of Weather and Climate. Cambridge University Press, Cambridge, UK, pp. 217-250. ISBN 9780521848824

Smith, Leonard A. (1990) Quantifying chaos through predicitve flows and maps: computing unstable periodic orbits. In: Abraham, Neal B. and Albano, Alfonso, (eds.) Measures of Complexity and Chaos. NATO ASI series B(208). Plenum Press, New York, USA, pp. 359-366. ISBN 9780306433870

Smith, Leonard A. (1994) Turbulence in the River Severn: a dynamic systems approach. In: Beven, Keith J., Chatwin, Phillip C. and Millbank, John H., (eds.) Mixing and Transport in the Environment : a Memorial Volume for Catherine M. Allen (1954-1991). J. Wiley, Chichester, UK, pp. 383-399. ISBN 9780471941422

Smith, Leonard A. (1994) Visualizing predictability with chaotic ensembles. In: Luk, Franklin T., (ed.) Advanced Signal Processing: Algorithms, Architectures, and Implementations V (Proceedings Volume). SPIE, Bellingham, USA, pp. 293-304. ISBN 9780819416209

Smith, Leonard A. and Gilmour, Isla (1998) Enlightenment in shadows. In: Kadtke, James B and Bulsara, Adi, (eds.) Nonlinear Dynamics and Stochastic Systems Near the Millennium. AIP Conference Proceedings(411). American Institute of Physics, New York, United States, pp. 335-340. ISBN 9781563967368

Smith, Leonard A., Godfrey, K., Fox, P. and Warwick, K. (1991) A new technique for fault detection in multi-sensor probes. In: International Conference on Control '91, 25-28 March 1991. IEE conference publication. The Institution, London, UK, pp. 1062-1067. ISBN 9780852965092

Smith, Leonard A. and Petersen, Arthur (2014) Variations on reliability: connecting climate predictions to climate policy. In: Boumans, Marcel, Petersen, Arthur and Hon, Giora, (eds.) Error and uncertainty in scientific practice. History and philosophy of technoscience(1). Pickering & Chatto Publishers, London, UK, pp. 137-156. ISBN 9781848934160

Smith, Leonard A. and Roulston, Mark S. (2002) Weather and seasonal forecasting. In: Dischel, Robert, (ed.) Climate Risk and the Weather Market. Risk Books, London, pp. 115-126. ISBN 9781899332526

Steele, Fiona (2005) Structural equation modeling: multilevel. In: Everitt, Brian S. and Howell, David, (eds.) Encyclopedia of Statistics in Behavioral Science. John Wiley & Sons Ltd, Chichester, pp. 1927-1931. ISBN 9780470860809

Steele, Fiona and Goldstein, Harvey (2006) Multilevel models in psychometrics. In: Rao, C. R. and Sinharay, S., (eds.) Handbook of Statistics. Elsevier North-Holland, Amsterdam; London, pp. 401-420. ISBN 9780444521033

Steele, Fiona and Wang, Duolao (2005) Regression analysis. In: Wang, Duolao and Bakhai, Ameet, (eds.) Clinical Trials: a Practical Guide to Design, Analysis, and Reporting. REMEDICA, London, pp. 273-286. ISBN 9781901346725

Subba Rao, T and Tong, Howell (1973) On time-dependent linear stochastic control systems. In: Bell, DJ, (ed.) Recent Mathematical Developments in Control. Academic Press Inc, USA. ISBN 9780120850501

Thieberger, R., Spiegel, E. A. and Smith, Leonard A. (1990) The dimensions of cosmic fractals. In: Krasner, Saul, (ed.) The Ubiquity of Chaos. American Association for the Advancement of Science, Washington, USA, 197-217.. ISBN 9780871683502

Tong, Howell (1994) Akaike's approach can yield constant order determination. In: Bozdogan, H, (ed.) Frontiers of Statistical Modeling: an Informational Approach: 1st Us/Japan Conference: Papers. Kluwer, London, UK, pp. 93-103. ISBN 9780792325994

Tong, Howell (1994) Comments on prediction by nonlinear least squares methods. In: Kelly, F P, (ed.) Probability, Statistics and Optimization: a Tribute to Peter Whittle. Wiley Series in Probability and Statistics. Wiley, Chichester, UK. ISBN 9780471948292

Tong, Howell (2005) Non-linear time series analysis. In: Encyclopedia of Biostatistics. John Wiley and Sons, pp. 3020-3040. ISBN 9780471975762

Tong, Howell (1997) Some comments on nonlinear time series analysis. In: Voiculescu, Dan-Virgil, (ed.) Free Probability Theory. Fields Institute communications, ISSN 1069-5265,12. American Mathematical Society, Providence, RI, pp. 17-27. ISBN 0821806750

Tong, Howell (1989) Threshold stability, non-linear forecasting and irregularly sampled data. In: Hackl, P, (ed.) Statistical Analysis and Forecasting of Economic Structural Change. Springer, Berlin, pp. 279-296. ISBN 3540514546

Tong, Howell (2000) A note on kernel estimation in integrated time series. In: Chan, K.S, Li, W.K and Tong, Howell, (eds.) Statistics and Finance: an Interface. Imperial College Press, London, UK, pp. 86-96. ISBN 9781860942372

Tong, Howell (1995) An overview on chaos. In: Titterington, D.M, (ed.) Complex Stochastic Systems and Engineering: Conference Proceedings (Institute of Mathematics and Its Applications Conference Serie. Clarendon Press, London, UK, pp. 3-11. ISBN 9780198534853

Tong, Howell and Li, W K (2001) Advanced methods. In: Baltes, Paul B and Smelser, Neil J, (eds.) International Encyclopedia of the Social and Behavioral Sciences. Elsevier, Amsterdam, NL, pp. 15699-15704. ISBN 0080430767

Tong, Howell and Xia, Y (2006) On efficiency of estimation for a single-index model. In: Fan, J and Koul, H, (eds.) Frontiers in Statistics. Imperial College Press, London, UK, pp. 63-85. ISBN 9781860946981

Wang, Mingjin and Yao, Qiwei (2005) Modelling multivariate volatilities: an ad hoc method. In: Fan, Jianqing and Li, Gang, (eds.) Contemporary Multivariate Analysis and Experimental Designs: in Celebration of Professor Kai-Tai Fang's 65th Birthday. Series In Biostatistics. World Scientific, Singapore, pp. 87-97. ISBN 9789812561206

Wu, Z.M and Tong, Howell (1982) Multi-step-ahead forecasting of cyclical data by threshold autoregression. In: Anderson, O.D, (ed.) Time Series Analysis: Theory and Practice Pt. 2, Proceedings of the International Conference Held in Dublin, Ireland, March 1982. Elsevier B.V, North-Holland, pp. 733-753. ISBN 0444865365

Yao, Qiwei (2009) Chaos perspective of nonlinear time series: a selective review. In: Chan, Kung-Sik, (ed.) An Exploration of a Nonlinear World: an Appreciation of Howell Tong’s Contributions to Statistics. World Scientific Publishing, Singapore, pp. 249-256. ISBN 9789812836274

Yao, Qiwei (2003) Exponential inequalities for spatial processes and uniform convergence rates for density estimation. In: Zhang, Heping and Huang, Jiang, (eds.) Development of Modern Statistics and Related Topics: in Celebration of Prof. Yaoting Zhang's 70th Birthday. Series in biostatistics(1). World Scientific, Singapore, pp. 118-128. ISBN 9789812383952

van Bellegem, Sébastien, Fryzlewicz, Piotr and von Sachs, Rainer (2003) A wavelet-based model for forecasting non-stationary processes. In: Gazeau, J-P, Kerner, R, Antoine, J-P and Metens, S, (eds.) Group 24: Physical and Mathematical Aspects of Symmetries: Proceedings of the 24th International Colloquium on Group Theoretical. Institute of Physics conference series(173). Institute of Physics Publishing , Bristol, UK, pp. 955-958. ISBN 9780750309334

Monograph

Alessi, Lucia, Barigozzi, Matteo and Capasso, Marco (2009) Estimation and forecasting in large datasets with conditionally heteroskedastic dynamic common factors. European Central Bank working paper series, European Central Bank, Frankfurt, Germany.

Alessi, Lucia, Barigozzi, Matteo and Capasso, Marco (2007) Generalized dynamic factor model + GARCH: exploiting multivariant information for univariate prediction. LEM working paper series, 2006/13. Laboratory of Economics and Management (LEM), Pisa, Italy.

An, Hongzhi, Huang, Da, Yao, Qiwei and Zhang, Cun-Hui (2008) Stepwise searching for feature variables in high-dimensional linear regression. The London School of Economics and Political Science, London, UK.

Atkinson, Anthony, Glennerster, Howard and Stern, Nicholas (2000) Putting economics to work: volume in honour of Michio Morishima. Occasional Paper No.22 (ISBN: 0753013991). STICERD, London School of Economics and Political Science, London, UK.

Atkinson, Tony and Hills, John (1998) Exclusion, employment and opportunity. CASEbriefs, CASEbrief 3. Centre for Analysis of Social Exclusion, London, UK.

Barigozzi, Matteo, Alessi, Lucia, Capasso, Marco and Fagiolo, Giorgio (2009) The distribution of consumption-expenditure budget shares: evidence from Italian households. European Central Bank working paper series, 1061. European Central Bank, Frankfurt, Germany.

Barigozzi, Matteo, Brownlees, Christian T., Gallo, Giampiero M. and Veredas, David (2010) Disentangling systematic and idiosyncratic risk for large panels of assets. ECARES working paper, 2010‐019. Université Libre de Bruxelles, Brussels, Belgium.

Barigozzi, Matteo and Conti, Antonio (2012) Understanding Euro area money demand. The Authors. (Unpublished)

Barigozzi, Matteo, Conti, Antonio and Luciani, Matteo (2012) Do Euro area countries respond asymmetrically to the common monetary policy? The Authors. (Unpublished)

Barigozzi, Matteo and Conti, Antonio M. (2010) On the sources of Euro area money demand stability: a time-varying cointegration analysis. ECARES working paper, 2010‐022. Université Libre de Bruxelles, Brussels, Belgium.

Barigozzi, Matteo, Fagiolo, Giorgio and Mangioni, Giuseppe (2010) Identifying the community structure of the international-trade multi network. LEM working paper series , 2010/15. Sant'Anna School of Advanced Studies, Pisa, Italy.

Barigozzi, Matteo, Halbleib-Chiriac, Roxana and Veredas, David (2012) Which model to match? Working paper , 4. European Center for Advanced Research in Economics and Statistics, Bruxelles, Belgium.

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.

Barrieu, Pauline and Desgagne, Bernard Sinclair (2009) Economic policy when models disagree. Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment, 4. Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment, London, UK.

Barrieu, Pauline 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.

Bergsma, Wicher P and Rapcsak, Tamás (2005) An exact penalty method for smooth equality constrained optimization with application to maximum likelihood estimation. 2005-001. EURANDOM, Eindhoven, Netherlands.

Christodoulaki, Olga, Cho, Haeran and Fryzlewicz, Piotr (2011) A reflection of history: fluctuations in Greek sovereign risk between 1914 and 1929. GreeSE, 50. Hellenic Observatory, London, UK.

Clarke, Paul, Crawford, Claire, Steele, Fiona and Vignoles, Anna (2010) The choice between fixed and random effects models: some considerations For educational research. Working papers, 10/240. Centre for Market and Public Organisation, University of Bristol, Bristol, UK.

Dassios, Angelos (2006) Quantiles of Lévy processes and applications in finance. Department of Statistics, London School of Economics and Political Science, London, UK.

Dassios, Angelos 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 and Wu, Shanle (2011) Barrier strategies with Parisian delay. Department of Statistics, London School of Economics and Political Science , London, UK.

Dassios, Angelos 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. (Unpublished)

Dassios, Angelos 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. (Unpublished)

Dassios, Angelos and Wu, Shanle (2008) Parisian ruin with exponential claims. Department of Statistics, London School of Economics and Political Science, London, UK. (Unpublished)

Dassios, Angelos and Wu, Shanle (2008) Ruin probabilities of the Parisian type for small claims. Department of Statistics, London School of Economics and Political Science, London, UK. (Unpublished)

Fan, Jianqing, Yao, Qiwei and Cai, Zongwu (2000) Adaptive varying-coefficient linear models. EM, 388. Suntory and Toyota International Centres for Economics and Related Disciplines, London School of Economics and Political Science, London, UK.

Fryzlewicz, Piotr and Nason, Guy P. (2004) Smoothing the wavelet periodogram using the Haar-Fisz transform. Technical report, 03:08. Department of Mathematics, University of Bristol, Bristol, UK. (Unpublished)

Gibbs, Peter, Hanlon, Michael, Hardaker, Paul, Hawkins, Ed, MacDonald, Averil, Maskell, Kathy, Mayfield, Heather, Mclean, Angela, Morris, Elizabeth, Mylne, Ken, Naylor, Mark, Palmer, Tim, Rawlins, Michael, Royse, Katherine, Smith, Leonard, So, Emily, Spiegelhalter, David, Stainforth, David A., Stewart, Ian, Tyler, Chris, de Vocht, Frank, Brown, Tracey and Innocent, Tabitha (2013) Making sense of uncertainty: why uncertainty is part of science. Sense About Science, London.

Jackson, Jonathan, Hough, Mike, Bradford, Ben, Hohl, Katrin and Kuha, Jouni (2012) Policing by consent: understanding the dynamics of police power and legitimacy. ESS country specific topline results series, 1. European Commission.

Jackson, Jonathan, Kuha, Jouni, Hough, Mike, Bradford, Ben, Hohl, Katrin and Gerber, Monica (2013) Trust and legitimacy across Europe: a FIDUCIA report on comparative public attitudes towards legal authority. FIDUCIA.

Jackson, Jonathan, Pooler, Tia, Hohl, Katrin, Kuha, Jouni, Bradford, Ben and Hough, Mike (2011) Trust in justice: topline results from round 5 of the European Social Survey. ESS topline results series, 1. European Commission.

Kilminster, Devin , Clark, Liam, Roulston , Mark, Ziehmann , Christine, Bröcker, Jochen and Smith, Leonard (2004) From MOS to eMOS: generalising model output statistics for full ensemble forecasts. Centre for the Analysis of Time Series, London School of Economics and Political Science, London, UK.

Kotecha, Meena (2012) Teaching mathematics and statistics: promoting students' engagement and interaction. University of Bristol, Bristol, UK.

Lam, Clifford (2008) Estimation of large precision matrices through block penalization. Cornell University , Ithaca, USA.

Mellor, Florence K. (1984) Particulate dispersal in a time dependent flow [in Dynamic differentiation, summer study program in Geophysical Fluid Dynamics, Woods Hole Oceanographic Institution]. WHOI technical report, 84-44. Woods Hole Oceanographic Institution, Woods Hole, USA.

Rabe-Hesketh, Sophia, Skrondal, Anders and Pickles, Andrew (2004) GLLAMM manual. U.C. Berkeley Division of Biostatistics working paper series, 160. Division of Biostatistics, University of California at Berkeley, California, USA.

Rasbah, J., Steele, F., Browne, W. and Goldstein, H. (2009) A user’s guide to MLwiN, version 2.10. Centre for Multilevel Modelling, University of Bristol, Bristol, UK. ISBN 9780903024976

Roulston, Mark S, Ziehmann, Christine and Smith, Leonard A. (2001) A forecast reliability index from ensembles: a comparison of methods. London School of Economics and Political Science, London.

Sgouropoulos, Nikolaos, Yao, Qiwei and Yastremiz, Claudia (2013) Matching quantiles estimation. The London School of Economics and Political Science, London, UK. (Unpublished)

Smith, Leonard A., Roulston, Mark S and von Hardenberg, Jost (2001) End to end ensemble forecasting: towards evaluating the economic value of an ensemble prediction system. Technical memorandum, 336. European Centre for Medium-Range Weather Forecasts, Reading, UK.

Steele, Fiona (2005) Event history analysis. NCRM/004. National Centre for Research Methods. (Unpublished)

Tong, Howell, Stenseth, Nils Chr and Yao, Qiwei (2002) Nonlinear time series modelling of highly fluctuating biological population over space - main results. Department of Statistics, London School of Economics and Political Science, London, UK. (Unpublished)

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

Conference or Workshop Item

Barigozzi, Matteo (2010) Dynamic factor models for forecasting and structural identification. In: Mini-workshop: semiparametric modelling of multivariate economic time series with chaning dynamics, January 17th-January 23rd, 2010 .

Bruynooghe, Daniel (2010) A copula based differential measure of local correlation. In: Relating research to reality: interdisciplinary ideas for a changing world. LSE PhD student poster exhibition, 26 May 2010, London School of Economics and Political Science, London, UK. (Unpublished)

Dassios, Angelos and Zhao, Hongbiao (2010) Point processes with contagion and an application to credit risk. In: LSE PhD posters. (Unpublished)

Dassios, Angelos and Zhao, Hongbiao (2011) A dynamic contagion process and an application to credit risk. In: LSE Research Day 2011: The Early Career Researcher, 26 May 2011, London School of Economics and Political Science, London, UK. (Unpublished)

Dureau, Joseph and Kalogeropoulos, Konstantinos (2011) Inference on epidemic models with time-varying parameters: methodology and preliminary applications. In: LSE Research Day 2011: The Early Career Researcher, 26 May 2011, London School of Economics and Political Science, London, UK. (Unpublished)

Giammarino, Flavia and Barrieu, Pauline (2011) Indifference pricing with uncertainty averse preferences. In: LSE Research Day 2011: The Early Career Researcher, 26 May 2011, London School of Economics and Political Science, London, UK. (Unpublished)

Higgins, Sarah (2013) The impact of weather on maize yield. In: LSE Research Festival 2013: Exploring Research Stories Through Visual Images, 01 March 2013, London School of Economics and Political Science, London, UK. (Unpublished)

Jarman, Alex (2013) Get the **** off the beach, your tan is done!: a guide to hurricane forecasting. In: LSE Research Festival 2013: Exploring Research Stories Through Visual Images, 01 March 2013, London School of Economics and Political Science, London, UK. (Unpublished)

Kotecha, Meena (2012) New patterns in learning and teaching in mathematics and statistics. In: The Higher Education Academy STEM Annual Conference 2012, 12th-13th April 2012, Imperial College London.

Kotecha, Meena (2011) Promoting student led education. In: CETL-MSOR Conference 2011, 5-6 Sep 2011, Coventry University, UK.

McSharry, P.E., Clifford, G. D., Tarassenko, L. and Smith, Leonard A. (2002) Method for generating an artificial RR tachogram of a typical healthy human over 24-hours. In: Computers in Cardiology , 22-25 Sept. 2002 , Memphis, USA.

Moustaki, Irini and O'Muircheartaigh, C (1996) Item non-response in attitude scales: a latent variable approach. In: 51st Annual Conference of the American Association for Public Opinion Research, 16-19 May 1996, Salt Lake City, Utah, USA.

Ozaki, T and Tong, Howell (1975) On fitting of non-stationary autoregressive models in time series analysis. In: Proceedings of the 8th Hawaii International Conference on System Science, 1975, Hawaii.

Sanderson, Jean and Fryzlewicz, Piotr (2007) Locally stationary wavelet coherence with application to neuroscience. In: Proceedings of the 56th session of the International Statistical Institute, 22-29 August 2007, Lisbon, Portugal.

Sejdinovic, Dino, Gretton, Arthur and Bergsma, Wicher (2013) A kernel test for three-variable interactions. In: NIPS 2013, 05-08 Dec 2013, Lake Tahoe, USA. (Submitted)

Smith, Leonard A. (2000) Limits to Predictability in 2000 and 2100. In: Proceedings of IEEE 2000 Adaptive Systems for Signal Processing, Communications, and Control Symposium, 01 Oct - 04 Oct 2000, Lake Louise, Alta. , Canada .

Smith, Leonard A. (2003) Predictability past predictability present. In: ECMWF Seminar on Predictability, 2002, Reading, UK.

Smith, Leonard A. and Gilmour, Isla (1997) Accountability and internal consistency in ensemble formation. In: Workshop on Predictability, 20 - 22 October 1997, Reading, UK.

Smith, Leonard A. and McSharry, Patrick E. (1998) Just do it: reductionism, modelling and black-box forecasting. In: International Workshop on Advanced Black-Box Techniques for Nonlinear Modeling: Theory and Applications, 08 - 10 July 1998, Katholieke Universiteit Leuven, Belgium.

Steele, F., Brown, J. and Chambers, R. (2000) A donor imputation system to create a census database fully adjusted for underenumeration. In: Statistics Canada symposium on combining data from different sources, 5-7 May 1999, Ottawa, Canada.

Steele, Fiona (2001) Selection effects in an analysis of contraceptive discontinuation in Morocco: an application of a multiprocess multilevel model. In: 53rd session of the International Statistics Institute, 22-29 Aug 2001, Seoul, Korea. (Unpublished)

Tong, Howell (2007) Exploring volatility from a dynamical system perspective. In: 56th session of the International Statistical Institute, 22-29 August 2007, Lisbon, Portugal. (Unpublished)

Wolff, Rodney C., Yao, Qiwei and Tong, Howell (2003) Statistical tests for Lyapunov exponents of deterministic systems. In: Cofin 2000 Final Workshop, 6-7 June 2003, Bressanone, Italy. (Unpublished)

Book

Chambers, R. L. and Skinner, Chris J., eds. (2003) Analysis of survey data. John Wiley & Sons, Chichester, UK. ISBN 9780471899877

Tong, Howell, ed. (1995) Chaos and forecasting (nonlinear time series & chaos). World Scientific, London, UK. ISBN 9789810221263

Tong, Howell, ed. (1993) Dimension estimation and models. World Scientific, Singapore. ISBN 9789810213534

Marcoulides, George A. and Moustaki, Irini, eds. (2003) Latent variable and latent structure models. Quantitative methodology series . Lawrence Earlbaum Publishers, Mahwah, U.S.. ISBN 080584046X

Atkinson, Anthony, Hackl, Peter and Müller, Werner, eds. (2001) MODA6 - advances in model-oriented data analysis and experimental design. Contributions to statistics . Physica-Verlag, Berlin. ISBN 9783790814002

Atkinson, Anthony, Bogacka, Barbara and Zhigljavsky, Anatoly, eds. (2001) Optimum design: 2000. Nonconvex optimization and Its applications , Vol. 1 (51). Kluwer Academic Publishers, Dordrecht. ISBN 9780792367987

Chan, W.S, Li, W.K and Tong, Howell, eds. (2000) Statistics and finance: an interface. Imperial College Press, London, UK. ISBN 9781860942372

Phillips, Celia, Pruyn, Ad and Kestemont, Marie-Paule, eds. (2000) Understanding marketing: a European casebook. John Wiley and Sons, Chichester. ISBN 9780471860938

Barrieu, Pauline and Albertini, Luca, eds. (2009) The handbook of insurance-linked securities. Wiley-Blackwell, London, UK. ISBN 9780470743836

Atkinson, Anthony and Riani, Marco (2000) Robust diagnostic regression analysis. Springer series in statistics . Springer-Verlag, New York. ISBN 9780387950174

Bartholomew, David J. (2004) Measuring intelligence: facts and fallacies. Cambridge University Press, Cambridge, UK. ISBN 9780521544788

Bartholomew, David J., Knott, Martin and Moustaki, Irini (2011) Latent variable models and factor analysis: a unified approach. 3rd ed., John Wiley & Sons, London, UK. ISBN 9780470971925

Bartholomew, David J., Steele, Fiona, Galbraith, J and Moustaki, Irini (2008) Analysis of multivariate social science data. Chapman & Hall/CRC Statistics in the Social and Behavioral Scie .2nd ed., CRC Press, London. ISBN 9781584889601

Bergsma, Wicher P, Croon, Marcel and Hagenaars, Jacques A. (2009) Marginal models for dependent, clustered, and longitudinal categorical data. Statistics for social and behavioral sciences . Springer, New York, USA. ISBN 9780387096094

Bergsma, Wicher P. (1997) Marginal models for categorical data. Tilburg University Press, Tilburg, Netherlands. ISBN 9036198373

Cheng, Bing and Tong, Howell (2008) Asset pricing: a structural theory and its applications. World Scientific, London, UK. ISBN 9789812704559

Fan, Jianqing and Yao, Qiwei (2003) Nonlinear time series: nonparametric and parametric methods. Springer series in statistics . Springer, New York, USA. ISBN 9780387261423

Galbraith, J. I., Bartholomew, David J., Moustaki, Irini and Steele, Fiona (2002) The analysis and interpretation of multivariate data for social scientists. Chapman & Hall/CRC Statistics in the Social and Behavioral Sciences . CRC Press, London. ISBN 9781584882954

Knott, Martin and Bartholomew, David J. (1999) Latent variable models and factor analysis. Kendall's library of statistics (7).2nd ed., Edward Arnold, London, UK. ISBN 9780340692431

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

Skrondal, Anders and Rabe-Hesketh, Sophia (2004) Generalized latent variable modeling: multilevel, longitudinal and structural equation models. Interdisciplinary statistics .1st ed., Chapman & Hall, Boca Raton, Fla. ISBN 1584880007

Smith, Leonard A. (2007) Chaos: a very short introduction. Very short introductions , 159 . Oxford University Press, Oxford, UK. ISBN 0192853783

Tong, Howell (1990) Non-linear time series: a dynamical system approach. Oxford University Press, Oxford, UK. ISBN 019852224X

Tong, Howell (1983) Threshold models in non-linear time series analysis. Lecture notes in statistics, No.21. Springer-Verlag, New York, USA. ISBN 9780387909189

Tong, Howell and Chan, K.S (2001) Chaos: a statistical perspective. Springer, New York, USA. ISBN 0387952802

Newspaper/Magazine Article

Smith, Leonard A. (2000) Feeding frenzy is short of juice. Times Higher Education (18 Aug 2000)

Smith, Leonard A. (2007) Letters to the editor: unproven theories have value. Times (30 Nov 2007)

Smith, Leonard A. (2000) Rough survey of how ticks all add up. Times Higher Education (26 May 2000)

Website

Sturgis, Patrick, Brunton-Smith , Ian, Kuha, Jouni and Jackson, Jonathan (2013) Residents of more ethnically diverse neighbourhoods actually reported higher levels of social cohesion. British Politics and Policy at LSE (25 Nov 2013) Blog Entry.

Thesis

Baurdoux, Erik J. (2007) Fluctuation theory and stochastic games for spectrally negative Lévy processes. PhD thesis, Universiteit Utrecht.

Fryzlewicz, Piotr (2003) Wavelet techniques for time series and poisson data. PhD thesis, University of Bristol.

Fryzlewicz, Piotr (2000) The application of linear programming to American option valuation in the jump-diffusion model. Other thesis, Wroclaw University of Technology.

Teaching Resource

Smith, Leonard A. (1997) The maintenance of uncertainty. IOS Press, Bologna, Italy

This list was generated on Wed Oct 29 16:49:28 2014 GMT.