| Publication | Date of Publication | Type |
|---|
A new method for jump detection: analysis of jumps in the S\&P 500 financial index
Journal of the Royal Statistical Society. Series C. Applied Statistics | 2026-03-13 | Paper |
Alfred Frederick Bissell, 1927--2019
Journal of the Royal Statistical Society. Series A. Statistics in Society | 2025-01-22 | Paper |
A fractional Hawkes process. II: Further characterization of the process
Physica A | 2023-03-17 | Paper |
A fractional Hawkes process II: Further characterization of the process
(available as arXiv preprint) | 2022-11-04 | Paper |
A fractional Hawkes process
(available as arXiv preprint) | 2021-08-30 | Paper |
Information transition in trading and its effect on market efficiency: an entropy approach
Financial Mathematics and Fintech | 2021-03-22 | Paper |
An elementary derivation of moments of Hawkes processes
Advances in Applied Probability | 2020-07-16 | Paper |
Performance of information criteria for selection of Hawkes process models of financial data
Quantitative Finance | 2018-11-14 | Paper |
Performance of information criteria for selection of Hawkes process models of financial data
Quantitative Finance | 2018-11-14 | Paper |
A slightly depressing jump model: intraday volatility pattern simulation
Quantitative Finance | 2018-11-14 | Paper |
Applications of a multivariate Hawkes process to joint modeling of sentiment and market return events
Quantitative Finance | 2018-11-14 | Paper |
The increasing failure rate property of consecutive-\(k\)-out-of-\(n\) systems
Probability in the Engineering and Informational Sciences | 2016-05-11 | Paper |
A note on the proof for the optimal consecutive-\(k\)-out-of-\(n:G\) line for \(n\leqslant 2k\)
Journal of Statistical Planning and Inference | 2008-03-11 | Paper |
Parameter Estimation and Censored Lives
Communications in Statistics: Theory and Methods | 2007-02-15 | Paper |
The optimal consecutive-\(k\)-out-of-\(n\):\(G\) line for \(n \leqslant 2k\)
Journal of Statistical Planning and Inference | 2005-02-23 | Paper |
Statistical assumptions underlying the fitting of the Michaelis-Menten equation
Journal of Applied Statistics | 2000-07-03 | Paper |
| scientific article; zbMATH DE number 1036296 (Why is no real title available?) | 1998-03-02 | Paper |
Generalised eigenproblems arising in aggregated markov processes allowing for time interval omission
Advances in Applied Probability | 1993-01-16 | Paper |
The distribution of apparent occupancy times in a two-state Markov process in which brief events cannot be detected
Advances in Applied Probability | 1993-01-16 | Paper |
Availability of an R-out-of-N system with spares and repairs
Journal of Applied Probability | 1992-06-25 | Paper |
Availability of a series system with replacement and repair
Journal of Applied Probability | 1990-01-01 | Paper |
Equilibrium distribution of finite-state Markov processes
IEEE Transactions on Reliability | 1990-01-01 | Paper |
Random Occurrence of Stripes in a Fabric
Applied Statistics | 1980-01-01 | Paper |
A cluster process representation of a self-exciting process
Journal of Applied Probability | 1974-01-01 | Paper |
| scientific article; zbMATH DE number 3403590 (Why is no real title available?) | 1972-01-01 | Paper |
| scientific article; zbMATH DE number 3413618 (Why is no real title available?) | 1972-01-01 | Paper |
Spectra of some self-exciting and mutually exciting point processes
Biometrika | 1971-01-01 | Paper |
| scientific article; zbMATH DE number 3378360 (Why is no real title available?) | 1971-01-01 | Paper |
A CROSS‐OVER TRIAL WITH CATEGORIZED RESPONSE
British Journal of Mathematical and Statistical Psychology | 1971-01-01 | Paper |
Bunching in a semi-Markov process
Journal of Applied Probability | 1970-01-01 | Paper |
Gap-acceptance in road traffic
Journal of Applied Probability | 1968-01-01 | Paper |
| scientific article; zbMATH DE number 3233420 (Why is no real title available?) | 1966-01-01 | Paper |
Time-Dependent Solution of a Priority Queue with Bulk Arrival
Operations Research | 1965-01-01 | Paper |
Queueing for gaps in traffic
Biometrika | 1965-01-01 | Paper |
