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Number of items: **62**.

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

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 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.

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

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.

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

Baurdoux, Erik J. ORCID: 0000-0002-5407-0683, 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 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

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

Campi, Luciano, Cetin, Umut ORCID: 0000-0001-8905-853X 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 and Owen, Mark P.
(2011)
*Multivariate utility maximization with proportional transaction costs.*
Finance and Stochastics, 15 (3).
pp. 461-499.
ISSN 0949-2984

Cho, Haeran and Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X
(2011)
*Multiscale interpretation of taut string estimation and its connection to Unbalanced Haar wavelets.*
Statistics and Computing, 21.
pp. 671-681.
ISSN 0960-3174

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 School of Economics and Political Science, London, UK.

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

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.
(Submitted)

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.
(Submitted)

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.
(Submitted)

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 Zhao, Hongbiao
(2011)
*A dynamic contagion process and an application to credit risk.*
In: LSE Research Day 2011: The Early Career Researcher, 2011-05-26, London, United Kingdom.
(Submitted)

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

Dureau, Joseph and Kalogeropoulos, Konstantinos ORCID: 0000-0002-0330-9105
(2011)
*Inference on epidemic models with time-varying parameters: methodology and preliminary applications.*
In: LSE Research Day 2011: The Early Career Researcher, 2011-05-26, London, United Kingdom.
(Submitted)

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

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

Fryzlewicz, Piotr ORCID: 0000-0002-9676-902X and Subba Rao, Suhasini
(2011)
*Mixing properties of ARCH and time-varying ARCH processes.*
Bernoulli, 17 (1).
pp. 320-346.
ISSN 1350-7265

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

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

Giammarino, Flavia and Barrieu, Pauline
(2011)
*Indifference pricing with uncertainty averse preferences.*
In: LSE Research Day 2011: The Early Career Researcher, 2011-05-26.
(Submitted)

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

Hamrick, Jeff, Huang, Yifei, Kardaras, Constantinos and Taqqu, Murad S.
(2011)
*Maximum penalized quasi-likelihood estimation of the diffusion function.*
Quantitative Finance, 11 (11).
pp. 1675-1684.
ISSN 1469-7688

Jackson, Jonathan ORCID: 0000-0003-2426-2219, Bradford, Ben, Hough, Mike, Kuha, Jouni ORCID: 0000-0002-1156-8465, 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 ORCID: 0000-0003-2426-2219, Pooler, Tia, Hohl, Katrin, Kuha, Jouni ORCID: 0000-0002-1156-8465, 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.

Kallsen, Jan and Rheinlander, Thorsten
(2011)
*Asymptotic utility-based pricing and hedging for exponential utility.*
Statistics and Decisions, 28 (1).
pp. 17-36.
ISSN 0721-2631

Kalogeropoulos, Konstantinos, Dellaportas, Petros and Roberts, Gareth O.
(2011)
*Likelihood based inference for correlated diffusions.*
Canadian Journal of Statistics, 39 (1).
pp. 52-72.
ISSN 0319-5724

Kardaras, Constantinos and Platen, Eckhard
(2011)
*On the semimartingale property of discounted asset-price processes.*
Stochastic Processes and Their Applications, 121 (11).
pp. 2678-2691.
ISSN 0304-4149

Kardaras, Constantinos ORCID: 0000-0001-6903-4506 and Žitković, Gordan
(2011)
*Stability of the utility maximization problem with random endowment in incomplete markets.*
Mathematical Finance, 21 (2).
pp. 313-333.
ISSN 0960-1627

Khare, Shree and Smith, Leonard A.
(2011)
*Data assimilation: a fully nonlinear approach to ensemble formation using indistinguishable states.*
Monthly Weather Review, 139 (7).
pp. 2080-2097.
ISSN 0027-0644

Kotecha, Meena ORCID: 0000-0001-9211-5988
(2011)
*Enhancing mathematics teaching in India.*
Mathematics Today, 47 (2).
p. 78.

Kotecha, Meena ORCID: 0000-0001-9211-5988
(2011)
*Promoting student led education.*
In: CETL-MSOR Conference 2011, 2011-09-05 - 2011-09-06, Coventry University, United Kingdom.

Koukounari, Artemis, Toure, Seydou, Donnelly, Christl A, Ouedraogo, Amadou, Yoda, Bernadette, Ky, Cesaire, Kabore, Martin, Bosque-Oliva, Elisa, Basanez, Maria-Gloria, Fenwick, Alan and Webster, Joanne P
(2011)
*Integrated monitoring and evaluation and environmental risk factors for urogenital schistosomiasis and active trachoma in Burkina Faso before preventative chemotherapy using sentinel sites.*
BMC Infectious Diseases, 11 (1).
p. 191.
ISSN 1471-2334

Kuha, Jouni and Firth, David
(2011)
*On the index of dissimilarity for lack of fit in loglinear and log-multiplicative models.*
Computational Statistics and Data Analysis, 55 (1).
pp. 375-388.
ISSN 0167-9473

Lam, Clifford, Yao, Qiwei ORCID: 0000-0003-2065-8486 and Bathia, Neil
(2011)
*Estimation of latent factors for high-dimensional time series.*
Biometrika, 98 (4).
pp. 901-18.
ISSN 0006-3444

Ligtvoet, Rudy, Ark, L. Andries, Bergsma, Wicher P. and Sijtsma, Klaas
(2011)
*Polytomous latent scales for the investigation of the ordering of items.*
Psychometrika, 76 (2).
pp. 200-216.
ISSN 0033-3123

Ling, Shiqing and Tong, Howell
(2011)
*Score based goodness-of-fit tests for time series.*
Statistica Sinica, 21 (4).
pp. 1807-1829.
ISSN 1017-0405

Morettin, Pedro A. and Norberg, Ragnar
(2011)
*Foreword: special issue on statistical modeling in insurance and finance.*
Applied Stochastic Models in Business and Industry, 27 (1).
p. 1.
ISSN 1524-1904

Ng, K.W. and Tong, Howell
(2011)
*Inversion of Bayes formula and measures of Bayesian information gain and pairwise dependence.*
Statistics and Its Interface, 4 (1).
pp. 95-103.
ISSN 1938-7997

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

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

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

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

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

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

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

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 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

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

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

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

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