Donald L. McLeish

Available identifiers

zbMath Open mcleish.donald-lMaRDI QIDQ453008

List of research outcomes

Publication	Date of Publication	Type
Phase Noise of a Class of Ring Oscillators Having Unsaturated Outputs With Focus on Cycle-to-Cycle Correlation	2021-08-26	Paper
Comparison of asymmetric stochastic volatility models under different correlation structures	2020-12-04	Paper
Likelihood Methods for Regression Models with Expensive Variables Missing by Design	2020-09-25	Paper
Common‐factor stochastic volatility modelling with observable proxy	2020-04-28	Paper
Simulating random variables using moment-generating functions and the saddlepoint approximation	2020-03-09	Paper
Maximum likelihood estimation of first-passage structural credit risk models correcting for the survivorship bias	2019-03-27	Paper
ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME-HOMOGENEOUS DIFFUSIONS	2017-03-13	Paper
Algorithms for Finding Copulas Minimizing Convex Functions of Sums	2016-12-16	Paper
Correction note for ``The large-maturity smile for the Heston model	2013-02-07	Paper
NEARLY EXACT OPTION PRICE SIMULATION USING CHARACTERISTIC FUNCTIONS	2013-01-16	Paper
Design and relative efficiency in two-phase studies	2012-09-18	Paper
A general method for debiasing a Monte Carlo estimator	2012-04-18	Paper
A particular diffusion model for incomplete longitudinal data: application to the multicenter AIDS cohort study	2011-07-27	Paper
Comment on ``Option pricing under the Merton model of the short rate by Kung and Lee	2010-11-30	Paper
Bounded Relative Error Importance Sampling and Rare Event Simulation	2010-06-21	Paper
Simulation of jump diffusions and the pricing of options	2009-01-16	Paper
Antithetic and Negatively Associated Random Variables and Function Maximization	2009-01-07	Paper
Estimation of regression parameters in missing data problems	2008-02-22	Paper
A calibration algorithm for simulation-based pricing models	2007-12-18	Paper
https://portal.mardi4nfdi.de/entity/Q3426055	2007-03-07	Paper
https://portal.mardi4nfdi.de/entity/Q5715915	2006-01-05	Paper
https://portal.mardi4nfdi.de/entity/Q4663823	2005-04-04	Paper
https://portal.mardi4nfdi.de/entity/Q4784424	2003-05-20	Paper
Highs and lows: Some properties of the extremes of a diffusion and applications in finance	2003-04-07	Paper
Designing the future: A simple algorithm for sequential design of a generalized linear model	2000-04-06	Paper
https://portal.mardi4nfdi.de/entity/Q4215580	1998-10-26	Paper
https://portal.mardi4nfdi.de/entity/Q4318611	1995-01-08	Paper
The theory and applications of statistical inference functions	1993-06-05	Paper
Conditioning for variance reduction in estimating the sensitivity of simulations	1993-05-16	Paper
https://portal.mardi4nfdi.de/entity/Q4027364	1993-02-21	Paper
A projected likelihood function for semiparametric models	1993-01-17	Paper
Sequential Designs in Bioassay	1990-01-01	Paper
Sensitivity analysis and the ``what if problem in simulation analysis	1989-01-01	Paper
Projection as a method for increasing sensitivity and eliminating nuisance parameters	1989-01-01	Paper
Generalizations of ancillarity, completeness and sufficiency in an inference function space	1988-01-01	Paper
Likelihood methods for the discrimination problem	1986-01-01	Paper
Fitting linear regression models to censored data by least squares and maximum likelihood methods	1986-01-01	Paper
The information in aggregate data from Markov chains	1984-01-01	Paper
Estimation for aggregate models: The aggregate Markov chain	1984-01-01	Paper
The estimation of extreme quantiles in logit bioassay	1983-01-01	Paper
The expected ratio of the sum of squares to the square of the sum	1982-01-01	Paper
A robust alternative to the normal distribution	1982-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3940657	1981-01-01	Paper
Central Limit Theorem for Absolute Deviations from the Sample Mean and Applications	1979-01-01	Paper
An extended martingale invariance principle	1978-01-01	Paper
Variations of the robbins—monro procedure for estimating ED(p)in the logit model	1978-01-01	Paper
On the invariance principle for nonstationary mixingales	1977-01-01	Paper
On conditional medians and a law of iterated logarithm for strongly multiplicative systems	1977-01-01	Paper
Functional and random central limit theorems for the Robbins-Munro process	1976-01-01	Paper
A maximal inequality and dependent strong laws	1975-01-01	Paper
An invariance principle for strongly multiplicative sequences	1975-01-01	Paper
A Central Limit Theorem with Conditioning on the Distant Past	1975-01-01	Paper
Invariance principles for dependent variables	1975-01-01	Paper
Dependent central limit theorems and invariance principles	1974-01-01	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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