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Number of items: 38.

A

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

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

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). pp. 47-54. ISSN 0378-3758

Aïd, René, Campi, Luciano, Langrené, Nicolas and Pham, Huyên (2014) A probabilistic numerical method for optimal multiple switching problems in high dimension. SIAM Journal on Financial Mathematics, 5 (1). pp. 191-231. ISSN 1945-497X

B

Bachrach, Y., Syrgkanis, V., Tardos, E. and Vojnovic, Milan (2014) Strong price of anarchy, utility games and coalitional dynamics. In: Lavi, Ron, (ed.) Algorithmic Game Theory: 7th International Symposium, SAGT 2014, Haifa, Israel, September 30 -- October 2, 2014, Proceedings. Information Systems and Applications, incl. Internet/Web, and HCI (8768). Springer, London, UK, pp. 218-230. ISBN 9783662448021

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

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 Scandolo, Giacomo (2014) Assessing financial model risk. European Journal of Operational Research, 242 (2). pp. 546-556. ISSN 0377-2217

Baurdoux, Erik J. and Schaik, Kees (2014) Predicting the time at which a Lévy process attains its ultimate supremum. Acta Applicandae Mathematicae, 134 (1). pp. 21-44. ISSN 0167-8019

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

Bourse, Florian, Lelarge, Marc and Vojnovic, Milan (2014) Balanced graph edge partition. In: Proceedings of the 20th ACM SIGKDD international conference on Knowledge discovery and data mining - KDD '14. ACM, New York, NY, pp. 1456-1465. ISBN 9781450329569

C

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

D

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

Dassios, Angelos and Zhao, Hongbiao (2014) A Markov chain model for contagion. Risks, 2 (4). pp. 434-455. ISSN 2227-9091

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

F

Fogel, Fajwel, d'Aspremon, Alexandre and Vojnovic, Milan (2014) SerialRank: spectral ranking using seriation. In: Ghahramani, Z., Welling, M., Cortes, C., Lawrence, N.D. and Weinberger., K.Q., (eds.) Advances in Neural Information Processing Systems 27. Curran Associates, Inc., pp. 900-908.

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

Fryzlewicz, Piotr (2014) Wild binary segmentation for multiple change-point detection. Annals of Statistics, 42 (6). pp. 2243-2281. 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: Statistical Methodology, 77 (2). pp. 475-507. ISSN 1369-7412

Fryzlewicz, Piotr and Subba Rao, Suhasini (2014) Multiple-change-point detection for auto-regressive conditional heteroscedastic processes. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 76 (5). pp. 903-924. ISSN 1369-7412

G

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

K

Kardaras, Constantinos (2014) On the characterisation of honest times that avoid all stopping times. Stochastic Processes and Their Applications, 124 (1). pp. 373-384. ISSN 0304-4149

Kardaras, Constantinos (2014) Uniform integrability and local convexity in L0. Journal of Functional Analysis, 266 (4). pp. 1913-1927. ISSN 0022-1236

Kardaras, Constantinos (2014) A time before which insiders would not undertake risk. In: Kabanov, Yuri, Rutkowski, Marek and Zariphopoulou, Thaleia, (eds.) Inspired by Finance: The Musiela Festschrift. Springer International Publishing, Cham, Switzerland, pp. 349-362. ISBN 9783319020686

Kontoghiorghes, Erricos J., Van Dijk, Herman K., Belsley, David A., Bollerslev, Tim, Diebold, Francis X., Dufour, Jean-Marie, Engle, Robert F., Harvey, Andrew, Koopman, Siem Jan, Pesaran, Hashem, Phillips, Peter C.B., Smith, Richard J., West, Mike, Yao, Qiwei, Amendola, Alessandra, Billio, Monica, Chen, Cathy W.S., Chiarella, Carl, Colubi, Ana, Deistler, Manfred, Francq, Christian, Hallin, Marc, Jacquier, Eric, Judd, Kenneth, Koop, Gary, Lütkepohl, Helmut, MacKinnon, James G., Mittnik, Stefan, Omori, Yasuhiro, Pollock, D.S.G., Proietti, Tommaso, Rombouts, Jeroen V.K., Scaillet, Olivier, Semmler, Willi, So, Mike K.P., Steel, Mark, Taylor, Robert, Tzavalis, Elias, Zakoian, Jean-Michel, Boswijk, H. Peter, Luati, Alessandra and Maheu, John (2014) CFE network: the annals of computational and financial econometrics. Computational Statistics and Data Analysis, 76. pp. 1-3. ISSN 0167-9473

Kuha, Jouni and Jackson, Jonathan (2014) The item count method for sensitive survey questions: modelling criminal behaviour. Journal of the Royal Statistical Society. Series C: Applied Statistics, 63 (2). pp. 321-341. ISSN 0035-9254

L

Lopez, Ana, Suckling, Emma B. and Smith, Leonard A. (2014) Robustness of pattern scaled climate change scenarios for adaptation decision support. Climatic Change, 122 (4). pp. 555-566. ISSN 0165-0009

M

Moustaki, Irini and Knott, Martin (2014) Latent variable models that account for atypical responses. Journal of the Royal Statistical Society. Series C: Applied Statistics, 63 (2). pp. 343-360. ISSN 0035-9254

R

Radchenko, Peter, Qiao, Xinghao and James, Gareth M. (2014) Index models for sparsely sampled functional data. Journal of the American Statistical Association, 110 (510). pp. 824-836. ISSN 0162-1459

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

S

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

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

T

Tsourakakis, Charalampos, Gkantsidis, Christos, Radunovic, Bozidar and Vojnovic, Milan (2014) FENNEL: streaming graph partitioning for massive scale graphs. In: Proceedings of the 7th ACM international conference on Web search and data mining - WSDM '14. ACM, New York, NY, pp. 333-342. ISBN 9781450323512

Tzougas, George, Vrontos, Spyridon and Frangos, Nicholas (2014) Optimal Bonus-Malus Systems using finite mixture models. Astin Bulletin, 44 (2). pp. 417-444. ISSN 0515-0361

V

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

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

W

Washbrook, 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

This list was generated on Sun Feb 17 03:34:03 2019 GMT.