A. J. Lawrance

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Person:626607

Available identifiers

zbMath Open lawrance.anthony-jMaRDI QIDQ626607

List of research outcomes





PublicationDate of PublicationType
Exploratory graphics for financial time series volatility2024-11-14Paper
Interval interpretation for the internal rate of return2024-10-02Paper
Chaos communication: a case of statistical engineering2018-10-02Paper
Performance Analysis and Optimization of Multi-User Differential Chaos-Shift Keying Communication Systems2017-11-20Paper
Exact calculation of bit error rates in communication systems with chaotic modulation2017-08-25Paper
Nonlinear dynamics of trajectories generated by fully-stretching piecewise linear maps2014-09-29Paper
Chaos Communication: An Overview of Exact, Optimum and Approximate Results Using Statistical Theory2013-03-22Paper
Chaos communication performance: theory and computation2011-02-18Paper
Likelihood-based demodulation in multi-user chaos shift keying communication2009-06-17Paper
SENSITIVE PARAMETER DEPENDENCE OF AUTOCORRELATION FUNCTION IN PIECEWISE LINEAR MAPS2008-05-16Paper
Bit error probability and bit outage rate in chaos communication2006-10-12Paper
THE DYNAMICS AND STATISTICS OF BIVARIATE CHAOTIC MAPS IN COMMUNICATIONS MODELING2005-03-08Paper
BINARY TIME SERIES GENERATED BY CHAOTIC LOGISTIC MAPS2004-06-09Paper
Statistical aspects of chaotic maps with negative dependence in a communications setting2002-06-27Paper
Curved Chaotic Map Time Series Models and Their Stochastic Reversals1999-03-14Paper
https://portal.mardi4nfdi.de/entity/Q48567401995-12-03Paper
https://portal.mardi4nfdi.de/entity/Q43223291995-11-28Paper
Uniformly distributed first-order autoregressive time series models and multiplicative congruential random number generators1993-04-01Paper
REVERSED RESIDUALS IN AUTOREGRESSIVE TIME SERIES ANALYSIS1992-09-27Paper
https://portal.mardi4nfdi.de/entity/Q38237021989-01-01Paper
A comparison of asymptotically equivalent test statistics for regression transformation1989-01-01Paper
Higher-Order Residual Analysis for Nonlinear Time Series with Autoregressive Correlation Structures1987-01-01Paper
The score statistic for regression transformation1987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38236821987-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37023331985-01-01Paper
Simple Dependent Pairs of Exponential and Uniform Random Variables1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q37833971982-01-01Paper
A Mixed Exponential Time Series Model1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39592661982-01-01Paper
A new autoregressive time series model in exponential variables (NEAR(1))1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39082591981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38717741980-01-01Paper
The mixed exponential solution to the first-order autoregressive model1980-01-01Paper
Partial and Multiple Correlation for Time Series1979-01-01Paper
The rate and variance functions arising from the interaction of two stationary point processes1979-01-01Paper
An exponential moving-average sequence and point process (EMA1)1977-01-01Paper
On Conditional and Partial Correlation1976-01-01Paper
Properties of the bivariate delayed Poisson process1975-01-01Paper
Theory of interevent interval distributions for stationary point processes1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56782551972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56492041972-01-01Paper
Selective interaction of a poisson and renewal process: the dependency structure of the intervals between responses1971-01-01Paper
Selective interaction of a Poisson and renewal process: the spectrum of the intervals between responses1971-01-01Paper
Selective interaction of a stationary point process and a renewal process1970-01-01Paper
Selective interaction of a Poisson and renewal process: first-order stationary point results1970-01-01Paper

Research outcomes over time

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