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Publications in Probability

Transformed Polynomials for Nonlinear Autoregressive Models of the Conditional Mean

Journal of Time Series Analysis

Applied Mathematics

English

Approximate Forward–backward Algorithm for a Switching Linear Gaussian Model

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

Ordinal Logic Regression: A Classifier for Discovering Combinations of Binary Markers for Ordinal Outcomes

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

Sequentially Constrained Monte Carlo

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

Time-Consistent Mean–variance Portfolio Optimization: A Numerical Impulse Control Approach

Insurance: Mathematics and Economics

English

On the Distribution Estimation of Power Threshold Garch Processes

Journal of Time Series Analysis

Applied Mathematics

English

A Generalised Fractional Differencing Bootstrap for Long Memory Processes

Journal of Time Series Analysis

Applied Mathematics

English

On a Multivariate Pareto Distribution

Insurance: Mathematics and Economics

English

Approximate Bayesian Computing for Spatial Extremes

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English

The Specification of the Propensity Score in Multilevel Observational Studies

Computational Statistics and Data Analysis

Applied Mathematics

Computational Theory

Computational Mathematics

English