John W. Lau

Available identifiers

zbMath Open lau.john-weiMaRDI QIDQ454764

List of research outcomes

Publication	Date of Publication	Type
A hidden Markov regime-switching smooth transition model	2023-03-30	Paper
Inverse clustering of Gibbs Partitions via independent fragmentation and dual dependent coagulation operators	2022-11-21	Paper
Remaining useful life prediction: A multiple product partition approach	2022-10-18	Paper
Thinned completely random measures with applications in competing risks models	2022-02-01	Paper
Gibbs partitions, Riemann–Liouville fractional operators, Mittag–Leffler functions, and fragmentations derived from stable subordinators	2021-06-28	Paper
Variational inference for multiplicative intensity models	2020-03-27	Paper
Climate inference on daily rainfall across the Australian continent, 1876--2015	2019-08-15	Paper
Contribution of HIV-1 genomes that do not integrate to the basic reproductive ratio of the virus	2019-05-23	Paper
Viterbi-Based Estimation for Markov Switching GARCH Model	2017-10-05	Paper
Filtering a Double Threshold Model With Regime Switching	2017-09-08	Paper
Stick-breaking representation and computation for normalized generalized gamma processes	2015-10-15	Paper
A conjugate class of random probability measures based on tilting and with its posterior analysis	2014-02-04	Paper
A Monte Carlo Markov chain algorithm for a class of mixture time series models	2012-12-06	Paper
Bayesian non-parametric mixtures of GARCH(1,1) models	2012-10-10	Paper
Bayesian nonparametric estimation and consistency of mixed multinomial logit choice models	2011-09-02	Paper
Modelling long-term investment returns via Bayesian infinite mixture time series models	2011-02-22	Paper
Bayesian mixture of autoregressive models	2009-06-16	Paper
On Bayesian Mixture Credibility	2009-06-15	Paper
https://portal.mardi4nfdi.de/entity/Q3599223	2009-02-03	Paper
Pricing currency options under two-factor Markov-modulated stochastic volatility models	2009-01-16	Paper
Pricing participating products under a generalized jump-diffusion model	2008-08-20	Paper
On option pricing under a completely random measure via a generalized Esscher transform	2008-08-18	Paper
Pricing risky debts under a Markov-modulated Merton model with completely random measures	2008-06-11	Paper
On valuing participating life insurance contracts with conditional heteroscedasticity	2008-06-11	Paper
Pricing Options Under a Generalized Markov-Modulated Jump-Diffusion Model	2007-09-21	Paper
Gibbs Partitions (EPPF's) Derived From a Stable Subordinator are Fox H and Meijer G Transforms	2007-08-04	Paper
Bayesian semi-parametric modeling for mixed proportional hazard models with right censoring	2006-06-30	Paper
Coagulation Fragmentation Laws Induced By General Coagulations of Two-Parameter Poisson-Dirichlet Processes	2006-01-25	Paper
A Class of Generalized Hyperbolic Continuous Time Integrated Stochastic Volatility Likelihood Models	2005-03-03	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: John W. Lau