Journal Article

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.

Kendall, Wilfrid S.. (2005) Stochastic integrals and their expectations. The Mathematica Journal, Vol.9 (No.4). ISSN 1097-1610

Working or Discussion Paper

Anderson, Paul E. and Smith, J. Q., 1953- (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).

Griffin, Jim E. and Brown, Philip J., 1944- (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).

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).

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).

Kendall, Wilfrid S., Marin, Jean-Michel and Robert, Christian P., 1961- (2005) Brownian confidence bands on Monte Carlo output. Working Paper. Coventry: University of Warwick. Centre for Research in Statistical Methodology. (Working papers, Vol.2005).

Riccomagno, Eva and Smith, J. Q., 1953- (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).

Submitted Journal Article

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. ISSN 0001-8678

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. ISSN 0001-8678