Probability and Statistics Group - Research Reports
2012
2011
- No 17 (19 December 2011)
Stable Laws for Sums of Reciprocals
Christopher S. Withers, Saralees Nadarajah
- No 16 (19 December 2011)
Existence and Uniqueness of Invariant
Measures for SPDEs with Two Reflecting Walls
Juan Yang, Tusheng Zhang
- No 15 (19 December 2011)
Negentropy as a Function of Cumulants
Christopher S. Withers, Saralees Nadarajah
- No 14 (19 December 2011)
Singular Control of SPDEs and Backward
SPDEs with Reflection
Bernt Oksendal, Agnes Sulem, Tusheng Zhang
- No 13 (19 December 2011)
A Class of Integral Operators Generated
by Random Variables
Christopher S. Withers, Saralees Nadarajah
- No 12 (19 December 2011)
Parisian Ruin Probability for Spectrally
Negative Levy Processes
Ronnie Loeffen, Irmina Czarna, Zbigniew Palmowski
- No 11 (19 December 2011)
Remarks on the Stable
S_α(β,γ,μ) Distribution
Tibor K. Pogany, Saralees Nadarajah
- No 10 (6 December 2011)
Embedding Laws in Diffusions by
Functions of Time
A. M. G. Cox, G. Peskir
- No 9 (2 December 2011)
Nash Equilibrium and the Legendre Transform
in Optimal Stopping Games with One Dimensional Diffusions
J. L. Sexton
- No 8 (1 October 2011)
Experimental Designs for Drug
Combination Studies
B. Almohaimeed, A. N. Donev
- No 7 (23 August 2011)
Large Deviation Results for Random Walks
Conditioned to Stay Positive
R. A. Doney, E. M. Jones
- No 6 (23 August 2011)
Asymptotic Behaviour of First Passage
Time Distributions for Levy Processes
R. A. Doney, V. Rivero
- No 5 (30 July 2011)
Three-Dimensional Brownian Motion and
the Golden Ratio Rule
K. Glover, H. Hulley, G. Peskir
- No 4 (28 July 2011)
On the Density of Exponential Functionals
of Levy Processes
J. C. Pardo, V. Rivero, K. van Schaik
- No 3 (16 June 2011)
Asymptotic Distributions of the Overshoot
and Undershoots for the Levy Insurance Risk Process in the Cramer
and Convolution Equivalent Cases
Philip S. Griffin, Ross A. Maller, Kees van Schaik
- No 2 (12 May 2011)
Non-Gaussian Berkson Errors in Bioassay
Alaa Althubaiti, Alexander Donev
- No 1 (28 March 2011)
Local Asymptotics for the Time of First
Return to the Origin
R. A. Doney, D. A. Korshunov
2010
- No 23 (31 December 2010)
Quickest Detection of a Hidden Target
and Extremal Surfaces
Goran Peskir
- No 22 (31 December 2010)
Burgers Equation with Affine Linear
Noise: Dynamics and Stability
Salah Mohammed, Tusheng Zhang
- No 21 (31 December 2010)
A New Lifetime Distribution
Miroslav M. Ristic, Saralees Nadarajah
- No 20 (31 December 2010)
Limit Distributions of Extreme Order
Statistics under Power Normalization and Random Index
Zuoxiang Peng, Qin Jiang, Saralees Nadarajah
- No 19 (31 December 2010)
Evolutionary Inference for Functional Data:
Using Gaussian Processes on Phylogenies to Study Shape Evolution
Nick S. Jones, John Moriarty
- No 18 (31 December 2010)
Backward Stochastic Differential Equations with
respect to General Filtrations and Applications to Insider Finance
Bernt Oksendal, Tusheng Zhang
- No 17 (31 December 2010)
The Almost Sure Local Central Limit
Theorem for the Product of Partial Sums
Zhichao Weng, Zuoxiang Peng, Saralees Nadarajah
- No 16 (31 December 2010)
Convergence Rate of Extremes for the
General Error Distribution
Peng Zuoxiang, Saralees Nadarajah, Lin Fuming
- No 15 (29 December 2010)
Variable Selection for Joint Mean and
Covariance Models via Penalized Likelihood
Chaofeng Kou, Jianxin Pan
- No 14 (29 December 2010)
Variable Selection in Joint Modelling
of the Mean and Variance via H-likelihood
Christiana Charalambous, Jianxin Pan, Mark Tranmer
- No 13 (19 December 2010)
Bayesian Model Choice using Coupled ABC
Peter Neal
- No 12 (19 December 2010)
Optimal Control of Stochastic Delay Equations
and Time-Advanced Backward Stochastic Differential Equations
Bernt Oksendal, Agnes Sulem, Tusheng Zhang
- No 11 (18 December 2010)
Efficient Likelihood-Free Bayesian
Computation for Household Epidemics
Peter Neal
- No 10 (18 December 2010)
The Probability of Extinction of a
Dynamic Epidemic Model
Peter Neal
- No 9 (17 December 2010)
Backward Stochastic Differential
Equations with respect to General Filtrations and Applications
to Insider Finance
Bernt Oksendal, Tusheng Zhang
- No 8 (16 December 2010)
Optimal Detection of a Hidden Target:
The Median Rule
Goran Peskir
- No 7 (13 October 2010)
Infinitely Divisible Cylindrical
Measures on Banach Spaces
Markus Riedle
- No 6 (15 September 2010)
Bubbles and Crashes in a Black-Scholes Model
with Delay
John A. D. Appleby, Markus Riedle, Catherine Swords
- No 5 (11 September 2010)
Optimal Serial Dilutions Designs for Drug
Discovery Experiments
Alexander N. Donev, Randy D. Tobias
- No 4 (8 September 2010)
Maximum Entropy Models for General Lag Patterns
Georgi N. Boshnakov, Bisher M. Iqelan
- No 3 (17 August 2010)
Conditioned Random Walks and Levy Processes
R. A. Doney, E. M. Jones
- No 2 (25 June 2010)
A Duality Principle for the Legendre Transform
Goran Peskir
- No 1 (12 June 2010)
Local Behaviour of First Passage Probabilities
R. A. Doney
2009
- No 28 (23 December 2009)
Predicting the Ultimate Supremum
of a Stable Levy process with No Negative Jumps
V. Bernyk, R. C. Dalang, G. Peskir
- No 27 (18 December 2009)
Pitfalls in Using Weibull Tailed
Distributions
Alexandru V. Asimit, Deyuan Li, Liang Peng
- No 26 (16 December 2009)
Epidemics upon Random Graphs with
Two Levels of Mixing
Frank Ball, Peter Neal
- No 25 (16 December 2009)
The Time to Extinction for a
Stochastic SIS-Household-Epidemic Model
Tom Britton, Peter Neal
- No 24 (16 December 2009)
Applications of Branching Processes
to the Final Size of SIR Epidemics
Frank Ball, Peter Neal
- No 23 (15 December 2009)
Large Deviation Principles for 2-D
Stochastic Navier-Stokes Equations Driven by Levy Processes
Tiange Xu, Tusheng Zhang
- No 22 (15 December 2009)
Optimal Control with Partial
Information for Stochastic Volterra Equations
Bernt Oksendal, Tusheng Zhang
- No 21 (15 December 2009)
The Distribution of the Maximum
of a First Order Moving Average: The Continuous Case
Christopher S. Withers, Saralees Nadarajah
- No 20 (15 December 2009)
Expansions for the Distribution of
M-Estimates with Applications to the Multi-Tone Problem
Christopher S. Withers, Saralees Nadarajah
- No 19 (15 December 2009)
Truncated-Exponential Skew-Symmetric
Distributions
Saralees Nadarajah, Vahid Nassiri, Adel Mohammadpour
- No 18 (15 December 2009)
On the Characteristic Function
of the Generalized Normal Distribution
Tibor K. Pogany, Saralees Nadarajah
- No 17 (14 December 2009)
A General Joint Model for Longitudinal
Measurements and Competing Risks Survival Data with Heterogeneous
Random Effects
Xin Huang, Gang Li, Robert M. Elashoff, Jianxin Pan
- No 16 (14 December 2009)
Modelling Survival Events with
Longitudinal Data Measured with Error
Hongsheng Dai, Jianxin Pan, Yanchun Bao
- No 15 (9 October 2009)
Power of Rank Tests Against Location
Shift Alternative
Eugenia Stoimenova, Georgi N. Boshnakov
- No 14 (7 September 2009)
Weak Smoothness Conditions for the
Change of Variable Formula with Local Time on Surfaces
Jacques du Toit
- No 13 (3 September 2009)
On Treatment of the Multivariate
Missing Data
Peter J. Foster, Ahmed M. Mami, Ali M. Bala
- No 12 (3 September 2009)
Reference Growth Charts for Saudi Arabian
Children and Adolescents
P. J. Foster, T. Kecojevic
- No 11 (6 July 2009)
The British Russian Option
K. Glover, G. Peskir, F. Samee
- No 10 (12 June 2009)
Mixtures Experiments with Mixing Errors
Alaa Althubaiti, Alexander N. Donev
- No 9 (9 June 2009)
Sampling Efficiency and Biodiversity
Peter Neal, John Moriarty
- No 8 (2 June 2009)
Right Inverses of Levy Processes
R. Doney, M. Savov
- No 7 (2 June 2009)
Invariance Principles for Local Times at
the Supremum of Random Walks and Levy Processes
L. Chaumont, R. A. Doney
- No 6 (18 May 2009)
Cylindrical Levy Processes in Banach Spaces
David Applebaum, Markus Riedle
- No 5 (17 April 2009)
The British Asian Option
K. Glover, G. Peskir, F. Samee
- No 4 (7 April 2009)
Periodic Levinson-Durbin Algorithm for
Entropy Maximisation
Georgi N. Boshnakov, Sophie Lambert-Lacroix
- No 3 (7 April 2009)
On First and Second Order Stationarity of
Random Coefficient Models
Georgi N. Boshnakov
- No 2 (15 January 2009)
Variational Inequalities and Optimization
for Markov Processes Associated with Semi-Dirichlet Forms
Tusheng Zhang
- No 1 (15 January 2009)
White Noise Driven SPDEs with Reflection:
Existence, Uniqueness and Large Deviation Principles
Tiange Xu, Tusheng Zhang
2008
- No 30 (19 December 2008)
Time-Reversal and Elliptic Boundary
Value Problems
Zhen-Qing Chen, Tusheng Zhang
- No 29 (19 December 2008)
Anticipating Stochastic Differential
Systems with Memory
Salah Mohammed, Tusheng Zhang
- No 28 (19 December 2008)
Gradient Estimates for Stochastic
Evolution Equations with Non-Lipschitz Coefficients
Feng-Yu Wanga, Tu-Sheng Zhang
- No 27 (19 December 2008)
Large Deviation Principles for
Isotropic Stochastic Flow of Homeomorphisms on S^d
Tiange Xu, Tusheng Zhang
- No 26 (19 December 2008)
On the Small Time Asymptotics of
the Two-Dimensional Stochastic Navier-Stokes Equations
Tiange Xu, Tusheng Zhang
- No 25 (19 December 2008)
Exit Problems Associated with Affine
Refection Groups
Yan Doumerc, John Moriarty
- No 24 (19 December 2008)
Optimal Scaling of Random Walk Metropolis
Algorithms with Non-Gaussian Proposals
Peter Neal, Gareth Roberts
- No 23 (17 December 2008)
The Asymptotic Behaviour of Densities Related
to the Supremum of a Stable Process
R. A. Doney, M. S. Savov
- No 22 (12 December 2008)
A Class of Unbiased Location Invariant
Hill-Type Estimators for Heavy Tailed Distributions
L. Jiaona, P. Zuoxiang, S. Nadarajah
- No 21 (12 December 2008)
Edgeworth Expansions for Functions of Weighted
Empirical Distributions with Applications to Nonparametric Confidence
Intervals
Christopher S. Withers, Saralees Nadarajah
- No 20 (12 December 2008)
Integer Valued AR Processes with
Explanatory Variables
V. Enciso-Mora, P. Neal, T. Subba Rao
- No 19 (12 December 2008)
Analytic Bias Reduction for k-Sample
Functionals
Christopher S. Withers, Saralees Nadarajah
- No 18 (12 December 2008)
Accurate Tests and Intervals Based on
Linear Cusum Statistics
Christopher S. Withers, Saralees Nadarajah
- No 17 (11 December 2008)
Semiparametric Mean-Covariance Regression
Analysis for Longitudinal Data
C. Leng, W. Zhang, J. Pan
- No 16 (11 December 2008)
Nonparametric Regression of Covariance
Structures in Longitudinal Studies
J. Pan, H. Ye, R. Li
- No 15 (10 November 2008)
Comparison of Methods for Statistical Analysis
of Combination Studies
A. N. Donev
- No 14 (7 October 2008)
Corrected Bootstrap Iterative Method of
Estimating the Optimal Smoothing Parameter in Kernel Density Estimation
Peter J. Foster, Andreas Vrahimis
- No 13 (6 October 2008)
Statistical Analysis of an Endemic Disease from
a Capture-Recapture Experiment
Yinghui Wei, Peter Neal
- No 12 (24 September 2008)
Optimal Supplier Choice with Discounting
B. Goldengorin, J. Keane, V. Kuzmenko, M. K-S. Tso
- No 11 (23 September 2008)
Maximum Entropy for Periodically Correlated
Processes from Nonconsecutive Autocovariance Coefficients
Georgi N. Boshnakov, Sophie Lambert-Lacroix
- No 10 (27 May 2008)
Selling a Stock at the Ultimate Maximum
J. du Toit, G. Peskir
- No 9 (30 April 2008)
The Generalized Coupon Collector Problem
John Moriarty, Peter Neal
- No 8 (20 February 2008)
Small Time One-Sided LIL Behavior for
Levy Processes at Zero
Mladen Savov
- No 7 (15 February 2008)
Cylindrical Wiener Processes
Markus Riedle
- No 6 (11 February 2008)
Generation of Time Series Models with
Given Spectral Properties
Georgi N. Boshnakov, Bisher M. Iqelan
- No 5 (31 January 2008)
Stochastic Calculus for Dirichlet Processes
Z.-Q. Chen, P. J. Fitzsimmons, K. Kuwae, T. S. Zhang
- No 4 (31 January 2008)
Large Deviations for Perturbed Reflected
Diffusion Processes
Lijun Bo, Tusheng Zhang
- No 3 (31 January 2008)
The Substitution Theorem for Semilinear
Stochastic Partial Differential Equations
Salah-Eldin A. Mohammed, Tusheng Zhang
- No 2 (1 January 2008)
The British Call Option
G. Peskir, F. Samee
- No 1 (1 January 2008)
The British Put Option
G. Peskir, F. Samee
2007
- No 27 (19 December 2007)
Renewal Theorems and Stability
for the Reflected Process
Ron Doney, Ross Maller, Mladen Savov
- No 26 (19 December 2007)
Small Time Two-Sided LIL Behavior
for Levy Processes at Zero
Mladen Savov
- No 25 (19 December 2007)
Curve Crossing for the Reflected
Levy Process at Zero and Infinity
Mladen Savov
- No 24 (18 December 2007)
Geometric Brownian Motion with Delay:
Mean Square Characterisation
J. A. D. Appleby, X. Mao, M. Riedle
- No 23 (18 December 2007)
Cost-Cautious Designs for
Confirmatory Bioassay
A. N. Donev, R. Tobias, F. Monadjemi
- No 22 (17 December 2007)
Reflected Brownian Motion in a Wedge:
Sum-of-Exponential Stationary Densities
A. B. Dieker, J. Moriarty
- No 21 (11 December 2007)
Modelling of Mean-Covariance Structures
in Linear Mixed Models for Censored Data
Y. Bao, J. Pan
- No 20 (11 December 2007)
Analysis of Longitudinal Data Using
Cubic Smoothing Splines
T. Nummi, S. Kaaria, J. Pan
- No 19 (6 December 2007)
An Extension of Almost Sure Central
Limit Theorem for Order Statistics
T. Bin, P. Zuoxiang, S. Nadarajah
- No 18 (6 December 2007)
Almost Sure Convergence of Sample Range
T. Zhongquan, P. Zuoxiang, S. Nadarajah
- No 17 (6 December 2007)
Nonparametric Confidence Intervals
for the Integral of a Function of an Unknown Density
C. S. Withers, S. Nadarajah
- No 16 (6 December 2007)
Tilted Edgeworth Expansions for
Asymptotically Normal Vectors
C. S. Withers, S. Nadarajah
- No 15 (5 December 2007)
The Law of the Hitting Times to Points
by a Stable Levy Process with No Negative Jumps
Goran Peskir
- No 14 (30 November 2007)
The SIS Great Circle Epidemic Model
Peter Neal
- No 13 (30 November 2007)
Network Epidemic Models with Two
Levels of Mixing
Frank Ball, Peter Neal
- No 12 (30 November 2007)
Bayesian Analysis for Emerging
Infectious Diseases
C. Jewel, T. Kypraios, P. Neal, G. Roberts
- No 11 (16 November 2007)
Using Non-Linear Least Squares to Fit
Covariance Models for Longitudinal Data
Peter Foster, Ahmed Mami
- No 10 (15 October 2007)
Predicting the Last Zero of Brownian
Motion with Drift
J. du Toit, G. Peskir, A. N. Shiryaev
- No 9 (15 October 2007)
Stochastic Integration for Levy Processes
with Values in Banach Spaces
Markus Riedle, Onno van Gaans
- No 8 (10 October 2007)
On the Free Energy of a Directed Polymer
in a Brownian Environment
John Moriarty, Neil O'Connell
- No 7 (5 October 2007)
Solutions of Affine Stochastic Functional
Differential Equations in the State Space
Markus Riedle
- No 6 (18 September 2007)
A Note on the Supremum of a Stable Process
R. A. Doney
- No 5 (29 May 2007)
Optimal Scaling of Random Walk Metropolis
Algorithms with Discontinuous Target Densities
Peter Neal, Gareth Roberts, Wai Kong Yuen
- No 4 (14 May 2007)
Predicting the Time of the Ultimate Maximum
for Brownian Motion with Drift
J. du Toit, G. Peskir
- No 3 (3 April 2007)
Non-Gaussian Maximum Entropy Processes
G. N. Boshnakov, B. Iqelan
- No 2 (28 February 2007)
The Stable Manifold Theorem for Semilinear
Stochastic Evolution Equations and Stochastic Partial Differential
Equations
Salah-Eldin A. Mohammed, Tusheng Zhang, Huaizhong Zhao
- No 1 (28 February 2007)
Perturbation of Symmetric Markov Processes
Z.-Q. Chen, P. J. Fitzsimmons, K. Kuwae, T. S. Zhang
2006
- No 29 (31 December 2006)
The Law of the Supremum of a Stable Levy
Process with No Negative Jumps
V. Bernyk, R. C. Dalang, G. Peskir
- No 28 (31 December 2006)
Optimal Stopping Games and Nash Equilibrium
Goran Peskir
- No 27 (31 December 2006)
Global Flows for Stochastic Differential Equations Without Global Lipschitz Conditions
S. Fang, P. Imkeller, T. Zhang
- No 26 (31 December 2006)
Stochastic Calculus for Dirichlet Processes
Z.-Q. Chen, P. J. Fitzsimmons, K. Kuwae, T. S. Zhang
- No 25 (31 December 2006)
Large Deviations for Stochastic Nonlinear Beam Equations
Tusheng Zhang
- No 24 (31 December 2006)
Skewed Bessel Function Distribution with Application to Rainfall Data
S. Nadarajah, H. M. Srivastava, A. K. Gupta
- No 23 (31 December 2006)
Explicit Expressions for Moments of Log Normal Order Statistics
Saralees Nadarajah
- No 22 (31 December 2006)
Optimal Order Allocation with Discount Pricing
B. Goldengorin, J. Keane and V. Kuzmenko, M. Tso
- No 21 (31 December 2006)
Computing Percentage Points of the Largest Among Student's T Random Variables
Saralees Nadarajah
- No 20 (31 December 2006)
Repeated Integrals of the Univariate Normal as a Finite Series with the Remainder in Terms of Moran's Functions
C. S. Withers, S. Nadarajah
- No 19 (20 December 2006)
Optimal Scaling for Random Walk Metropolis on Spherically Constrained Target Densities
P. Neal, G. Roberts
- No 18 (7 December 2006)
Efficient Order Selection Algorithms for Integer Valued ARMA Processes
V. Enciso-Mora, P. Neal, T. Subba Rao
- No 17 (28 November 2006)
Texture Classification and
Verification Using Bispectral Estimates at All the
Frequencies on a Lattice
Jingsong Yuan
- No 16 (1 November 2006)
On the Principle of Smooth
Fit for Killed Diffusions
Farman Samee
- No 15 (29 October 2006)
Optimal Stopping Games for
Markov Processes
E. Ekstrom, G. Peskir
- No 14 (5 October 2006)
Bayesian Analysis for Joint
Modelling of Longitudinal and Survival Data via Modelling
of Random Effects Covariances
Y. Bao, J. Pan, G. Li
- No 13 (5 October 2006)
Quasi-Monte Carlo Estimation in
Generalized Linear Mixed Models
J. Pan, R. Thompson
- No 12 (4 October 2006)
Online Pricing with Discounts
by a Location Model
B. Goldengorin, J. Keane, V. Kuzmenko, M. Tso
- No 11 (15 August 2006)
On Multivariate, Multiple Nonlinear
Regression Models with Stationary Correlated Errors
Gy. Terdik, T. Subba Rao, S. Rao Jammalamadaka
- No 10 (27 July 2006)
Identification of Vessels from Engine
Sounds by Spectral Comparison and Verification
J. Yuan
- No 9 (7 April 2006)
Coupling of Two SIR Epidemic Models
with Variable Susceptibility and Infectivity
Peter Neal
- No 8 (13 March 2006)
Passage of Levy Processes across Power
Law Boundaries at Small Times
J. Bertoin, R. A. Doney, R. A. Maller
- No 7 (7 March 2006)
Principle of Smooth Fit and Diffusions
with Angles
Goran Peskir
- No 6 (31 January 2006)
Prediction with Mixture Autoregressive Models
Georgi N. Boshnakov
- No 5 (31 January 2006)
Some Measures for Asymmetry of Distributions
Georgi N. Boshnakov
- No 4 (10 January 2006)
Convexity Preserving Jump Diffusion
Models for Option Pricing
Erik Ekstrom, Johan Tysk
- No 3 (10 January 2006)
Bounds for Perpetual American Option
Prices in a Jump Diffusion Model
Erik Ekstrom
- No 2 (6 January 2006)
Regression Models for Covariance
Structures in Longitudinal Studies
Jianxin Pan, Gilbert MacKenzie
- No 1 (6 January 2006)
Modelling Conditional Covariance in the
Linear Mixed Model
Jianxin Pan, Gilbert MacKenzie
2005
- No 25 (14 November 2005)
Multivariate non-linear regression with
applications: A frequency domain approach
Gy. Terdik, T. Subba Rao, S. Rao Jammalamadaka
- No 24 (10 October 2005)
On the value of optimal stopping games
Erik Ekstrom, Stephane Villeneuve
- No 23 (9 October 2005)
A boundary point lemma for
Black-Scholes type operators
Erik Ekstrom, Johan Tysk
- No 22 (9 October 2005)
Properties of option prices in a
jump diffusion model
Erik Ekstrom, Johan Tysk
- No 21 (9 October 2005)
Modelling of covariance structures in
generalised estimating equations for longitudinal data
Huajun Ye, Jianxin Pan
- No 20 (9 October 2005)
Modelling heterogeneous covariances in
the growth curve models
Jianxin Pan, Dietrich von Rosen
- No 19 (7 October 2005)
Stochastic evolution equations driven
by compensated Poisson measures: existence, uniqueness and large
deviation estimates
Michael Rockner, Tusheng Zhang
- No 18 (3 October 2005)
Overshoots and undershoots of Levy
processes
R. A. Doney, A. E. Kyprianou
- No 17 (3 October 2005)
Almost sure relative stability of the
overshoot of power law boundaries
R. A. Doney, R. A. Maller
- No 16 (3 October 2005)
Curve crossing for the reflected
process
Ron Doney, Ross Maller
- No 15 (3 October 2005)
On Levy processes conditioned to stay
positive
L. Chaumont, R. A. Doney
- No 14 (3 October 2005)
A functional limit theorem for random walk
conditioned to stay non-negative
A. Bryn-Jones, R. A. Doney
- No 13 (27 September 2005)
Isotropic flow of homeomorphisms on S^d
with respect to the metric H^{d+2/2}
Shizan Fang, Tusheng
Zhang
- No 12 (27 September 2005)
Backward stochastic partial differential
equations with jumps and application to optimal control of random
jump fields
Bernt Oksendal, Frank Proske, Tusheng Zhang
- No 11 (27 September 2005)
On the spectral density estimation of
periodically correlated (Cyclostationary) time series
A. R. Nematollahi, T. Subba Rao
- No 10 (26 September 2005)
MCMC for integer valued ARMA
processes
Peter Neal, T. Subba Rao
- No 9 (26 September 2005)
Multiple randomised Reed-Frost epidemics
and epidemics upon random graphs
Peter Neal
- No 8 (26 September 2005)
Stochastic and deterministic analysis of
sis household epidemics
Peter Neal
- No 7 (23 September 2005)
Testing nonstationary time series for
Gaussianity and linearity using the evolutionary bispectrum:
An application to internet traffic data
T. Subba Rao,
Eleni P. Tsolaki
- No 6 (23 September 2005)
Higher order cumulants of random vectors
and applications to statistical inference and time series
S. Rao Jammalamadaka, T. Subba Rao, Gyorgy
Terdik
- No 5 (23 September 2005)
Statistical analysis and time series
models for minimum/maximum temperatures in the Antarctic
Peninsula
Gillian L. Hughes, Tata Subba Rao
- No 4 (23 September 2005)
Recursive estimation and order determination
of space-time autoregressive processes
Ana Monica C. Antunes,
Barry G. Quinn, T. Subba Rao
- No 3 (1 September 2005)
On reflecting Brownian motion with
drift
Goran Peskir
- No 2 (1 September 2005)
The trap of complacency in predicting
the maximum
Jacques du Toit, Goran Peskir
- No 1 (1 September 2005)
On the fundamental solution of the
Kolmogorov-Shiryaev equation
Goran Peskir
