John W. Lau

Available identifiers

zbMath Open lau.john-weiMaRDI QIDQ454764

List of research outcomes

Publication	Date of Publication	Type
A hidden Markov regime-switching smooth transition model	2023-03-30	Paper
Inverse clustering of Gibbs Partitions via independent fragmentation and dual dependent coagulation operators	2022-11-21	Paper
Remaining useful life prediction: A multiple product partition approach	2022-10-18	Paper
Thinned completely random measures with applications in competing risks models	2022-02-01	Paper
Gibbs partitions, Riemann–Liouville fractional operators, Mittag–Leffler functions, and fragmentations derived from stable subordinators	2021-06-28	Paper
Variational inference for multiplicative intensity models	2020-03-27	Paper
Climate inference on daily rainfall across the Australian continent, 1876--2015	2019-08-15	Paper
Contribution of HIV-1 genomes that do not integrate to the basic reproductive ratio of the virus	2019-05-23	Paper
Viterbi-Based Estimation for Markov Switching GARCH Model	2017-10-05	Paper
Filtering a Double Threshold Model With Regime Switching	2017-09-08	Paper
Stick-breaking representation and computation for normalized generalized gamma processes	2015-10-15	Paper
A conjugate class of random probability measures based on tilting and with its posterior analysis	2014-02-04	Paper
A Monte Carlo Markov chain algorithm for a class of mixture time series models	2012-12-06	Paper
Bayesian non-parametric mixtures of GARCH(1,1) models	2012-10-10	Paper
Bayesian nonparametric estimation and consistency of mixed multinomial logit choice models	2011-09-02	Paper
Modelling long-term investment returns via Bayesian infinite mixture time series models	2011-02-22	Paper
Bayesian mixture of autoregressive models	2009-06-16	Paper
On Bayesian Mixture Credibility	2009-06-15	Paper
https://portal.mardi4nfdi.de/entity/Q3599223	2009-02-03	Paper
Pricing currency options under two-factor Markov-modulated stochastic volatility models	2009-01-16	Paper
Pricing participating products under a generalized jump-diffusion model	2008-08-20	Paper
On option pricing under a completely random measure via a generalized Esscher transform	2008-08-18	Paper
Pricing risky debts under a Markov-modulated Merton model with completely random measures	2008-06-11	Paper
On valuing participating life insurance contracts with conditional heteroscedasticity	2008-06-11	Paper
Pricing Options Under a Generalized Markov-Modulated Jump-Diffusion Model	2007-09-21	Paper
Gibbs Partitions (EPPF's) Derived From a Stable Subordinator are Fox H and Meijer G Transforms	2007-08-04	Paper
Bayesian semi-parametric modeling for mixed proportional hazard models with right censoring	2006-06-30	Paper
Coagulation Fragmentation Laws Induced By General Coagulations of Two-Parameter Poisson-Dirichlet Processes	2006-01-25	Paper
A Class of Generalized Hyperbolic Continuous Time Integrated Stochastic Volatility Likelihood Models	2005-03-03	Paper

Research outcomes over time

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