| Publication | Date of Publication | Type |
|---|
| Maximum leave-one-out likelihood method for the location parameter of variance gamma distribution with unbounded density | 2024-01-23 | Paper |
| ECM algorithm for estimating vector ARMA model with variance gamma distribution and possible unbounded density | 2023-10-20 | Paper |
| Stochastic modelling of volatility and inter-relationships in the Australian electricity markets | 2023-09-18 | Paper |
| Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model | 2023-04-27 | Paper |
| Efficient estimation of financial risk by regressing the quantiles of parametric distributions: an application to CARR models | 2023-04-17 | Paper |
| Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications | 2023-03-30 | Paper |
| NEW LOSS RESERVE MODELS WITH PERSISTENCE EFFECTS TO FORECAST TRAPEZOIDAL LOSSES IN RUN-OFF TRIANGLES | 2022-11-04 | Paper |
| ECM algorithm for auto-regressive multivariate skewed variance gamma model with unbounded density | 2021-01-18 | Paper |
| Robust Bayesian analysis of loss reserving data using scale mixtures distributions | 2020-12-03 | Paper |
| A Poisson geometric process approach for predicting drop-out and committed first-time blood donors | 2020-10-28 | Paper |
| A New Approach for Handling Longitudinal Count Data with Zero‐Inflation and Overdispersion: Poisson Geometric Process Model | 2020-09-28 | Paper |
| Forecasting trade durations via ACD models with mixture distributions | 2020-09-16 | Paper |
| Bayesian analysis of Cannabis offences using generalized Poisson geometric process model with flexible dispersion | 2020-04-01 | Paper |
| MULTIVARIATE LONG-MEMORY COHORT MORTALITY MODELS | 2020-02-03 | Paper |
| MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION | 2018-06-06 | Paper |
| RISK MARGIN QUANTILE FUNCTION VIA PARAMETRIC AND NON-PARAMETRIC BAYESIAN APPROACHES | 2018-06-04 | Paper |
| Bayesian informative dropout model for longitudinal binary data with random effects using conditional and joint modeling approaches | 2016-05-19 | Paper |
| Classification in segmented regression problems | 2016-01-12 | Paper |
| Bayesian approach to analysing longitudinal bivariate binary data with informative dropout | 2015-01-28 | Paper |
| Bayesian analysis of loss reserving using dynamic models with generalized beta distribution | 2015-01-28 | Paper |
| Modeling Electricity Price Using A Threshold Conditional Autoregressive Geometric Process Jump Model | 2014-08-18 | Paper |
| Multivariate generalized Poisson geometric process model with scale mixtures of normal distributions | 2014-04-07 | Paper |
| Modelling stochastic volatility using generalizedtdistribution | 2013-06-03 | Paper |
| A comparison of estimators for regression models with change points | 2012-12-31 | Paper |
| A Bayesian conditional autoregressive geometric process model for range data | 2012-12-30 | Paper |
| Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions | 2012-09-15 | Paper |
| Stochastic volatility models with leverage and heavy-tailed distributions: a Bayesian approach using scale mixtures | 2012-09-15 | Paper |
| Binary geometric process model for the modeling of longitudinal binary data with trend | 2011-11-26 | Paper |
| Nonignorable dropout models for longitudinal binary data with random effects: an application of Monte Carlo approximation through the Gibbs output | 2010-04-01 | Paper |
| Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution | 2009-09-13 | Paper |
| Statistical inference for geometric processes with gamma distributions | 2008-11-26 | Paper |
| SCALE MIXTURES DISTRIBUTIONS IN STATISTICAL MODELLING | 2008-10-15 | Paper |
| Bayesian analysis of constant elasticity of variance models | 2007-12-16 | Paper |
| Monte Carlo approximation through Gibbs output in generalized linear mixed models | 2005-08-05 | Paper |
| Analysis of data from a series of events by a geometric process model | 2005-01-25 | Paper |
| Three Ways of Implementing the EM Algorithm when Parameters are not Identifiable | 2001-10-14 | Paper |
| Maximum Likelihood Estimation for Probit-Linear Mixed Models with Correlated Random Effects | 1997-10-23 | Paper |
