Jennifer So-Kuen Chan

Available identifiers

zbMath Open chan.jennifer-so-kuenMaRDI QIDQ452661

List of research outcomes

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

Research outcomes over time

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