| Publication | Date of Publication | Type |
|---|
On Bayesian model selection for INGARCH models viatrans-dimensional Markov chain Monte Carlo methods
Statistical Modelling | 2025-01-22 | Paper |
Proposer of the vote of thanks to Narayanan, Kosmidis and Dellaportas and contribution to the discussion of `Flexible marked spatio-temporal point processes with applications to event sequences from association football'
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2025-01-14 | Paper |
Bayesian inference for transportation origin-destination matrices: the Poisson-inverse Gaussian and other Poisson mixtures
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-01-02 | Paper |
A Randomized Pairwise Likelihood Method for Complex Statistical Inferences
Journal of the American Statistical Association | 2024-11-01 | Paper |
An integer-valued time series model for multivariate surveillance
Statistics in Medicine | 2024-10-29 | Paper |
Observation-driven exponential smoothing
Stat | 2024-06-03 | Paper |
The multilateral spatial integer-valued process of order 1
Statistica Neerlandica | 2024-04-23 | Paper |
Finite mixtures of censored Poisson regression models
Statistica Neerlandica | 2023-12-12 | Paper |
Football tracking data: a copula-based hidden Markov model for classification of tactics in football
Annals of Operations Research | 2023-07-13 | Paper |
Infinite mixtures of multivariate normal-inverse Gaussian distributions for clustering of skewed data
Journal of Classification | 2023-01-30 | Paper |
Copula-based bivariate finite mixture regression models with an application for insurance claim count data
Test | 2023-01-13 | Paper |
| The unilateral spatial autogressive process for the regular lattice two-dimensional spatial discrete data | 2021-10-26 | Paper |
Clustering discrete-valued time series
Advances in Data Analysis and Classification. ADAC | 2021-06-28 | Paper |
Clustering discrete-valued time series
Advances in Data Analysis and Classification. ADAC | 2021-06-28 | Paper |
A parametric time series model with covariates for integers in Z
Statistical Modelling | 2020-10-08 | Paper |
Regression in a copula model for bivariate count data
Journal of Applied Statistics | 2020-09-29 | Paper |
| Bootstrap techniques for mortality models | 2020-09-22 | Paper |
An EM algorithm for fitting a new class of mixed exponential regression models with varying dispersion
ASTIN Bulletin | 2020-08-31 | Paper |
| Mixture modelling of discrete data | 2019-11-12 | Paper |
A bivariate INAR(1) process with application
Statistical Modelling | 2019-09-17 | Paper |
On some distributions arising from a generalized trivariate reduction scheme
Statistical Methodology | 2019-03-13 | Paper |
Multivariate Poisson hidden Markov models with a case study of modelling seismicity
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2018-11-27 | Paper |
Allowing for time and cross dependence assumptions between claim counts in ratemaking models
Insurance Mathematics & Economics | 2018-11-19 | Paper |
Some properties of multivariate INAR(1) processes
Computational Statistics and Data Analysis | 2018-11-02 | Paper |
Confidence intervals of the premiums of optimal bonus malus systems
Scandinavian Actuarial Journal | 2018-08-31 | Paper |
Clustering with the multivariate normal inverse Gaussian distribution
Computational Statistics and Data Analysis | 2018-08-15 | Paper |
A finite mixture of multiple discrete distributions for modelling heaped count data
Computational Statistics and Data Analysis | 2018-08-07 | Paper |
A posteriori ratemaking using bivariate Poisson models
Scandinavian Actuarial Journal | 2018-07-13 | Paper |
Model-based clustering using copulas with applications
Statistics and Computing | 2016-11-15 | Paper |
Validation tests for the innovation distribution in INAR time series models
Computational Statistics | 2015-03-05 | Paper |
Clustering dependencies via mixtures of copulas
Communications in Statistics. Simulation and Computation | 2014-05-30 | Paper |
On composite likelihood estimation of a multivariate INAR(1) model
Journal of Time Series Analysis | 2013-10-09 | Paper |
Inference procedures for the variance gamma model and applications
Journal of Statistical Computation and Simulation | 2013-06-03 | Paper |
On Estimation of the Bivariate Poisson INAR Process
Communications in Statistics. Simulation and Computation | 2013-05-13 | Paper |
Flexible bivariate INAR(1) processes using copulas
Communications in Statistics: Theory and Methods | 2013-05-13 | Paper |
A finite mixture of bivariate Poisson regression models with an application to insurance ratemaking
Computational Statistics and Data Analysis | 2012-12-30 | Paper |
Bayesian multivariate Poisson models for insurance ratemaking
Insurance Mathematics & Economics | 2011-08-01 | Paper |
Tests of fit for normal inverse Gaussian distributions
Statistical Methodology | 2011-05-20 | Paper |
Treating missing values in INAR(1) models: An application to syndromic surveillance data
Journal of Time Series Analysis | 2011-02-22 | Paper |
| Composite likelihood for time series models with a latent autoregressive process | 2011-02-10 | Paper |
A note on the exponential Poisson distribution: a nested EM algorithm
Computational Statistics and Data Analysis | 2010-03-30 | Paper |
Modeling multivariate count data using copulas
Communications in Statistics. Simulation and Computation | 2010-03-22 | Paper |
Bootstrap confidence intervals in mixtures of discrete distributions
Journal of Statistical Planning and Inference | 2009-10-30 | Paper |
Finite normal mixture copulas for multivariate discrete data modeling
Journal of Statistical Planning and Inference | 2009-09-14 | Paper |
Bayesian modelling of football outcomes: using the Skellam's distribution for the goal difference
IMA Journal of Management Mathematics | 2009-09-13 | Paper |
Copula model evaluation based on parametric bootstrap
Computational Statistics and Data Analysis | 2009-06-12 | Paper |
Confidence intervals of the hazard rate function for discrete distributions using mixtures
Computational Statistics and Data Analysis | 2009-05-29 | Paper |
Choosing initial values for the EM algorithm for finite mixtures
Computational Statistics and Data Analysis | 2008-11-04 | Paper |
Bayesian Assessment of the Distribution of Insurance Claim Counts Using Reversible Jump MCMC
North American Actuarial Journal | 2008-08-12 | Paper |
On modeling count data: a comparison of some well-known discrete distributions
Journal of Statistical Computation and Simulation | 2008-05-28 | Paper |
On modeling count data: a comparison of some well-known discrete distributions
Journal of Statistical Computation and Simulation | 2008-03-01 | Paper |
Analysis of defaulters' behaviour using the Poisson-mixture approach
IMA Journal of Management Mathematics | 2007-12-18 | Paper |
An EM algorithm for multivariate Poisson distribution and related models
Journal of Applied Statistics | 2007-09-11 | Paper |
Finite mixtures of multivariate Poisson distributions with application
Journal of Statistical Planning and Inference | 2007-06-26 | Paper |
A model for identifying and ranking dangerous accident locations: a case study in Flanders
Statistica Neerlandica | 2007-03-20 | Paper |
Mixed Poisson Distributions
International Statistical Review | 2007-02-12 | Paper |
EM Algorithm for Mixed Poisson and Other Discrete Distributions
ASTIN Bulletin | 2006-10-04 | Paper |
Bayesian estimation in Kibble's bivariate gamma distribution
The Canadian Journal of Statistics | 2006-09-11 | Paper |
Bayesian estimation of NIG models via Markov chain Monte Carlo methods
Applied Stochastic Models in Business and Industry | 2005-05-20 | Paper |
A multivariate Poisson mixture model for marketing applications
Statistica Neerlandica | 2005-04-23 | Paper |
Strategies for Efficient Computation of Multivariate Poisson Probabilities
Communications in Statistics. Simulation and Computation | 2005-01-17 | Paper |
A Simulation Approach to Nonparametric Empirical Bayes Analysis
International Statistical Review | 2005-01-03 | Paper |
Modelling losses using an exponential-inverse Gaussian distribution
Insurance Mathematics & Economics | 2004-11-29 | Paper |
| scientific article; zbMATH DE number 2111715 (Why is no real title available?) | 2004-10-28 | Paper |
ML estimation for multivariate shock models via an EM algorithm
Annals of the Institute of Statistical Mathematics | 2004-09-27 | Paper |
A zero frequency alternative method to the moment method of estimation in finite poisson mixtures
Journal of Statistical Computation and Simulation | 2004-02-15 | Paper |
Simulation from the bessel distribution with applications
Journal of Statistical Computation and Simulation | 2004-01-28 | Paper |
| scientific article; zbMATH DE number 2034486 (Why is no real title available?) | 2004-01-28 | Paper |
| scientific article; zbMATH DE number 1984179 (Why is no real title available?) | 2003-09-22 | Paper |
| scientific article; zbMATH DE number 1984193 (Why is no real title available?) | 2003-09-22 | Paper |
A Simple Rule for the Selection of Principal Components
Communications in Statistics: Theory and Methods | 2003-03-18 | Paper |
Robust inference for finite Poisson mixtures
Journal of Statistical Planning and Inference | 2002-11-14 | Paper |
An EM type algorithm for maximum likelihood estimation of the normal-inverse Gaussian distribution
Statistics & Probability Letters | 2002-09-05 | Paper |
| scientific article; zbMATH DE number 1424415 (Why is no real title available?) | 2000-09-24 | Paper |
Unsupervised stratification of cross-validation for accuracy estimation
Artificial Intelligence | 2000-06-04 | Paper |
On testing for the number of components in a mixed Poisson model
Annals of the Institute of Statistical Mathematics | 2000-01-11 | Paper |
Minimum Hellinger distance estimation for Poisson mixtures.
Computational Statistics and Data Analysis | 1999-01-12 | Paper |
| scientific article; zbMATH DE number 1424408 (Why is no real title available?) | 1998-01-01 | Paper |
