A

Alili, Larbi and Kyprianou, A. E. (2005) Some remarks on first passage of Lévy processes, the American put and pasting principles. The Annals of Applied Probability, Volume 15 (Number 3). pp. 2062-2080. doi:10.1214/105051605000000377

Anderson, Paul E. and Smith, J. Q. (2005) A graphical framework for representing the semantics of asymmetric models. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2005 (No.12).

B

Bennett, Michael N. and Kennedy, J. E. (2005) A comparison of Markov-functional and market models : the one-dimensional case. The Journal of Derivatives, Vol.13 (No.2). pp. 22-43. doi:10.3905/jod.2005.605351

G

Griffin, Jim E. and Brown, Philip J. (2005) Alternative prior distributions for variable selection with very many more variables than observations. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2005 (No.10).

J

Jacka, Saul D., Lazic, Zorana and Warren, Jon (2005) Conditioning an additive functional of a markov chain to stay non-negative. I, Survival for a long time. Advances in Applied Probability, Vol.37 (No.4). pp. 1015-1034. doi:10.1239/aap/1134587751

Jacka, Saul D., Lazic, Zorana and Warren, Jon (2005) Conditioning an additive functional of a markov chain to stay nonnegative. II, Hitting a high level. Advances in Applied Probability, Vol.37 (No.4). pp. 1035-1055. doi:10.1239/aap/1134587752

Juárez, Miguel A. (2005) Normal correlation : an objective Bayesian approach. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2005 (No.15).

Juárez, Miguel A. (2005) Objective Bayes estimation and hypothesis testing : the reference-intrinsic approach. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2005 (No.14).

K

Kendall, W. S. (2005) Stochastic integrals and their expectations. The Mathematica Journal, Vol.9 (No.4).

Kendall, W. S., Marin, Jean-Michel and Robert, Christian P. (2005) Brownian confidence bands on Monte Carlo output. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2005 (No.2).

R

Riccomagno, Eva and Smith, J. Q. (2005) The causal manipulation and Bayesian estimation of chain event graphs. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. Working papers, Vol.2005 (No.16).