Items where Division is "Statistics" and Year is 2002

C

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

D

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

G

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

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

K

Kalashnikov, Vladimir and Norberg, Ragnar (2002) Power tailed ruin probabilities in the presence of risky investments. Stochastic Processes and Their Applications, 98 (2). pp. 211-228. ISSN 0304-4149

M

McSharry, P. E., He, T., Smith, Leonard A. and Tarassenko, L. (2002) Linear and non-linear methods for automatic seizure detection in scalp electro-encephalogram recordings. Medical and Biological Engineering and Computing, 40 (4). pp. 447-461. ISSN 0140-0118

McSharry, Patrick E., Clifford, G. D., Tarassenko, L. and Smith, Leonard A. (2002) A method for generating an artificial RR tachogram of a typical healthy human over 24-hours. Computers in Cardiology, 29. pp. 225-228. ISSN 0276-6574

McSharry, Patrick E., Ellepola, Jerome H., von Hardenberg, Jost, Smith, Leonard A., Kenning, David B. R. and Judd, Kevin (2002) Spatio-temporal analysis of nucleate pool boiling: identification of nucleation sites using non-orthogonal empirical functions. International Journal of Heat and Mass Transfer, 45 (2). pp. 237-253. ISSN 0017-9310

R

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

S

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

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. 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

T

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

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

X

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