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Number of items: 26.
Journal Article
Alili, Larbi, Chaumont, L. and Doney, R. A. (2005) On a fluctuation identity for random walks and lΓ©vy processes. Bulletin of the London Mathematical Society, Volume 37 (Number 1). pp. 141-148. doi:10.1112/S0024609304003789 ISSN 0024-6093 .
Alili, Larbi and Kyprianou, A. E. (2005) Some remarks on first passage of LΓ©vy processes, the American put and pasting principles. The Annals of Applied Probability, Volume 15 (Number 3). pp. 2062-2080. doi:10.1214/105051605000000377 ISSN 1050-5164.
Alili, Larbi, Patie, P. and Pedersen, J. L. (2005) Representations of the first hitting time density of an Ornstein-Uhlenbeck process. Stochastic Models, Volume 21 (Number 4). pp. 967-980. doi:10.1080/15326340500294702 ISSN 1532-6349.
Alili, Larbi and Patie, Pierre (2005) On the first crossing times of a Brownian motion and a family of continuous curves. Comptes Rendus Mathematique, Volume 340 (Number 3). pp. 225-228. doi:10.1016/j.crma.2004.11.008 ISSN 1631073X.
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
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 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. doi:10.1239/aap/1134587752 ISSN 0001-8678.
Kendall, W. S. (2005) Stochastic integrals and their expectations. The Mathematica Journal, Vol.9 (No.4). ISSN 1097-1610.
Lund, Torben E., Madsen, Kristoffer H., Sidaros, Karam, Luo, Wen-Lin and Nichols, Thomas E. (2005) Non-white noise in fMRI : Does modelling have an impact? NeuroImage, Vol.29 (No.1). pp. 54-66. doi:10.1016/j.neuroimage.2005.07.005 ISSN 10538119.
Nichols, Thomas E., Brett, M. (Matthew), Andersson, Jesper, Wager, Tor D. and Poline, Jean-Baptiste (2005) Valid conjunction inference with the minimum statistic. NeuroImage, Vol.25 (No.3). pp. 653-660. doi:10.1016/j.neuroimage.2004.12.005 ISSN 10538119.
Pantazis, Dimitrios, Nichols, Thomas E., Baillet, Sylvain and Leahy, Richard M. (2005) A comparison of random field theory and permutation methods for the statistical analysis of MEG data. NeuroImage, Vol.25 (No.2). pp. 383-394. doi:10.1016/j.neuroimage.2004.09.040 ISSN 1053-8119.
Smith, Jodie, Onley, David, Garey, Caroline, Crowther, Stuart, Cahir, Nicholas, Johansen, Adam M., Painter, Sianie, Harradence, Grant, Davis, Ricardo and Swarbrick, Peter (2005) Determination of ANA specificity using the UltraPlexβ’ platform. Annals of the New York Academy of Sciences, Vol.1050 (No.1). pp. 286-294. doi:10.1196/annals.1313.030 ISSN 0077-8923.
Steel, Mark F. J. and Ferreira, Jose T. A. S. (2005) Modelling directional dispersion through hyperspherical log-splines. Royal Statistical Society. Journal. Series B: Statistical Methodology, 67 (4). 599 -616. ISSN 1369-7412.
Turner, Heather, Bailey, T.C., Krzanowski, W.J. and Hemingway, C.A. (2005) Biclustering models for structured microarray data. IEEE/ACM Transactions on Computational Biology and Bioinformatics, 2 (4). pp. 316-329. doi:10.1109/TCBB.2005.49 ISSN 1545-5963.
Turner, Heather, Bailey, Trevor and Krzanowski, Wojtek (2005) Improved biclustering of microarray data demonstrated through systematic performance tests. Computational Statistics & Data Analysis, 48 (2). pp. 235-254. doi:10.1016/j.csda.2004.02.003 ISSN 01679473.
Book Item
Akian, Marianne, Gaubert, S. (Stephane) and Kolokoltsov, V. N. (VasiliΔ Nikitich) (2005) Set coverings and invertibility of functional Galois connections. In: Litvinov, G. L. (GrigoriΔ Lazarevich), 1944- and Maslov, V. P. (Viktor Pavlovich), (eds.) Idempotent Mathematics and Mathematical Physics. Washington DC, USA: American Mathematical Society , pp. 19-51. ISBN 0-8218-3538-6
Firth, David (2005) Some topics in social statistics. In: Davidson, A. C. and Dodge, Yadolah and Wermuth, Nanny, (eds.) Celebrating Statistics: Papers in Honour of Sir David Cox on his 80th Birthday. Oxford University Press. ISBN 9780198566540
Kendall, W. S. (2005) Notes on perfect simulation. In: Kendall, W. S. and Liang, F. (Faming), 1970- and Wang, J.-S. (Jian-Sheng), 1960-, (eds.) Markov chain Monte Carlo : innovations and applications. Lecture notes series (National University of Singapore. Institute for Mathematical Sciences) , Vol.7 . Singapore ; Hackensack, NJ: World Scientific, pp. 93-146. ISBN 9789812564276
Kolokoltsov, V. N. (VasiliΔ Nikitich) (2005) Path integration : connecting pure jump and Wiener processes. In: Waymire, Edward C. and Duan, Jinqiao, (eds.) Probability and partial differential equations in modern applied mathematics. IMA volumes in mathematics and its applications, Vol.140 . Springer Basel AG: BirkhΓ€user, pp. 163-180. ISBN 0387258795
Working or Discussion Paper
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).
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).
JuΓ‘rez, 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).
JuΓ‘rez, 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).
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).
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).
Book
Kendall, Wilfrid S. and Liang, F. (Faming), 1970- and Wang, J.-S. (Jian-Sheng), 1960-, eds. (2005) Markov chain Monte Carlo : innovations and applications. Lecture notes series (National University of Singapore. Institute for Mathematical Sciences) , Vol.7 . Singapore ; Hackensack, NJ: World Scientific. ISBN 9789812564276