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Items where Department is "Faculty of Science, Engineering and Medicine > Science > Statistics"
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Number of items: 11.
Journal Article
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.
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.
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).