| Publication | Date of Publication | Type |
|---|
Maximum leave-one-out likelihood method for the location parameter of variance gamma distribution with unbounded density
Journal of Statistical Computation and Simulation | 2024-01-23 | Paper |
ECM algorithm for estimating vector ARMA model with variance gamma distribution and possible unbounded density
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2023-10-20 | Paper |
Stochastic modelling of volatility and inter-relationships in the Australian electricity markets
Communications in Statistics. Simulation and Computation | 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
Studies in Nonlinear Dynamics & Econometrics | 2023-04-27 | Paper |
Efficient estimation of financial risk by regressing the quantiles of parametric distributions: an application to CARR models
Studies in Nonlinear Dynamics & Econometrics | 2023-04-17 | Paper |
Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications
Studies in Nonlinear Dynamics & Econometrics | 2023-03-30 | Paper |
New loss reserve models with persistence effects to forecast trapezoidal losses in run-off triangles
ASTIN Bulletin | 2022-11-04 | Paper |
ECM algorithm for auto-regressive multivariate skewed variance gamma model with unbounded density
Methodology and Computing in Applied Probability | 2021-01-18 | Paper |
Robust Bayesian analysis of loss reserving data using scale mixtures distributions
Journal of Applied Statistics | 2020-12-03 | Paper |
A Poisson geometric process approach for predicting drop-out and committed first-time blood donors
Journal of Applied Statistics | 2020-10-28 | Paper |
A new approach for handling longitudinal count data with zero-inflation and overdispersion: Poisson geometric process model
Biometrical Journal | 2020-09-28 | Paper |
Forecasting trade durations via ACD models with mixture distributions
Quantitative Finance | 2020-09-16 | Paper |
Bayesian analysis of Cannabis offences using generalized Poisson geometric process model with flexible dispersion
Journal of Statistical Computation and Simulation | 2020-04-01 | Paper |
Multivariate long-memory cohort mortality models
ASTIN Bulletin | 2020-02-03 | Paper |
MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION
ASTIN Bulletin | 2018-06-06 | Paper |
Risk margin quantile function via parametric and non-parametric Bayesian approaches
ASTIN Bulletin | 2018-06-04 | Paper |
Bayesian informative dropout model for longitudinal binary data with random effects using conditional and joint modeling approaches
Biometrical Journal | 2016-05-19 | Paper |
Classification in segmented regression problems
Computational Statistics and Data Analysis | 2016-01-12 | Paper |
Bayesian analysis of loss reserving using dynamic models with generalized beta distribution
Insurance Mathematics & Economics | 2015-01-28 | Paper |
Bayesian approach to analysing longitudinal bivariate binary data with informative dropout
Computational Statistics | 2015-01-28 | Paper |
Modeling electricity price using a threshold conditional autoregressive geometric process jump model
Communications in Statistics. Theory and Methods | 2014-08-18 | Paper |
Multivariate generalized Poisson geometric process model with scale mixtures of normal distributions
Journal of Multivariate Analysis | 2014-04-07 | Paper |
Modelling stochastic volatility using generalized \(t\) distribution
Journal of Statistical Computation and Simulation | 2013-06-03 | Paper |
A comparison of estimators for regression models with change points
Statistics and Computing | 2012-12-31 | Paper |
A Bayesian conditional autoregressive geometric process model for range data
Computational Statistics and Data Analysis | 2012-12-30 | Paper |
Stochastic volatility models with leverage and heavy-tailed distributions: a Bayesian approach using scale mixtures
Computational Statistics and Data Analysis | 2012-09-15 | Paper |
Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions
Computational Statistics and Data Analysis | 2012-09-15 | Paper |
Binary geometric process model for the modeling of longitudinal binary data with trend
Computational Statistics | 2011-11-26 | Paper |
Nonignorable dropout models for longitudinal binary data with random effects: an application of Monte Carlo approximation through the Gibbs output
Computational Statistics and Data Analysis | 2010-04-01 | Paper |
Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution
ASTIN Bulletin | 2009-09-13 | Paper |
Statistical inference for geometric processes with gamma distributions
Computational Statistics and Data Analysis | 2008-11-26 | Paper |
SCALE MIXTURES DISTRIBUTIONS IN STATISTICAL MODELLING
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics | 2008-10-15 | Paper |
Bayesian analysis of constant elasticity of variance models
Applied Stochastic Models in Business and Industry | 2007-12-16 | Paper |
Monte Carlo approximation through Gibbs output in generalized linear mixed models
Journal of Multivariate Analysis | 2005-08-05 | Paper |
Analysis of data from a series of events by a geometric process model
Acta Mathematicae Applicatae Sinica. English Series | 2005-01-25 | Paper |
Three ways of implementing the EM algorithm when parameters are not identifiable
Biometrical Journal | 2001-10-14 | Paper |
Maximum Likelihood Estimation for Probit-Linear Mixed Models with Correlated Random Effects
Biometrics | 1997-10-23 | Paper |
