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Items where Department is "Faculty of Science, Engineering and Medicine > Science > Statistics"
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Number of items: 11.
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.
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).
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
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).
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.
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. (2005) Stochastic integrals and their expectations. The Mathematica Journal, Vol.9 (No.4). ISSN 1097-1610.
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).