Anthony E. Brockwell

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Fractional growth portfolio investment2024-10-31Paper
Correction: Sequential Monte Carlo pricing of American-style options under stochastic volatility models
The Annals of Applied Statistics
2011-06-10Paper
Sequentially interacting Markov chain Monte Carlo methods
The Annals of Statistics
2011-01-19Paper
Sequential Monte Carlo pricing of American-style options under stochastic volatility models
The Annals of Applied Statistics
2010-06-23Paper
Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series
Journal of Time Series Analysis
2008-06-18Paper
A Threshold Autoregressive Model for Wholesale Electricity Prices
Journal of the Royal Statistical Society Series C: Applied Statistics
2007-09-07Paper
A regulator for a class of unknown continuous-time nonlinear systems
Systems & Control Letters
2002-03-03Paper


Research outcomes over time


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