Items where department is "Statistics"

University Structure (106206) LSE (106206) Academic Departments (62869) Statistics (1716)
Number of items: 69.
2011
  • Alessi, Lucia, Barigozzi, Matteo, Capasso, Marco (2011). Nonfundamentalness in structural econometric models: a review. International Statistical Review, 79(1), 16-47. https://doi.org/10.1111/j.1751-5823.2011.00131.x
  • Barigozzi, Matteo, Fagiolo, Giorgio, Mangioni, Giuseppe (2011). Identifying the community structure of the international-trade multi-network. Physica A: Statistical Mechanics and Its Applications, 390(11), 2051-2066. https://doi.org/10.1016/j.physa.2011.02.004
  • Barigozzi, Matteo, Moneta, Alessio (2011). The rank of a system of Engel curves: how many common factors? (Papers on economics and evolution 1101). Max Planck Institute of Economics.
  • Barigozzi, Matteo, Speciale, Biagio (2011). Immigrants' legal status, permanence in the destination country and the distribution of consumption expenditure. Applied Economics Letters, 18(14), 1341-1347. https://doi.org/10.1080/13504851.2010.537618
  • Barrieu, Pauline, Fehr, Max (2011). Integrated EUA and CER price modeling and application for spread option pricing. (Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment working papers 40). Centre for Climate Change Economics and Policy and Grantham Research Institute on Climate Change and the Environment.
  • Bartholomew, David J., Knott, Martin, Moustaki, Irini (2011). Latent variable models and factor analysis: a unified approach. John Wiley & Sons.
  • Baurdoux, Erik J., Kyprianou, Andreas E., Pardo, J.C. (2011). The Gapeev-Kuhn stochastic game driven by a spectrally positive Levy process. Stochastic Processes and Their Applications, 121(6), 1266-1289. https://doi.org/10.1016/j.spa.2011.02.002
  • Baurdoux, Erik J., Van Schaik, K. (2011). Further calculations for the McKean stochastic game for a spectrally negative levy process: from a point to an interval. Journal of Applied Probability, 48(1), 200-216. https://doi.org/10.1239/jap/1300198145
  • Bayraktar, Erhan, Kardaras, Constantinos, Xing, Hao (2011). Strict local martingale deflators and valuing American call-type options. Finance and Stochastics, 16(2), 275-291. https://doi.org/10.1007/s00780-011-0155-y
  • Bogacka, Barbara, Patan, Maciej, Johnson, Patrick, J, Youdim, K, Atkinson, Anthony C. (2011). Optimum design of experiments for enzyme inhibition kinetic models. Journal of Biopharmaceutical Statistics, 21(3), 555-572. https://doi.org/10.1080/10543406.2010.489979
  • Bruynooghe, Daniel (2011). Differential cumulants, hierarchical models and monomial ideals [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Campi, Luciano, Owen, Mark P. (2011). Multivariate utility maximization with proportional transaction costs. Finance and Stochastics, 15(3), 461-499. https://doi.org/10.1007/s00780-010-0125-9
  • Campi, Luciano, Cetin, Umut, Danilova, Albina (2011). Dynamic Markov bridges motivated by models of insider trading. Stochastic Processes and Their Applications, 121(3), 534-567. https://doi.org/10.1016/j.spa.2010.11.004
  • Che, Xiaonan (2011). Markov type models for large-valued interbank payment systems [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Chen, Dan (2011). Three essays on pricing and hedging in incomplete markets [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Cho, Haeran, Fryzlewicz, Piotr (2011). Multiscale interpretation of taut string estimation and its connection to Unbalanced Haar wavelets. Statistics and Computing, 21, 671-681. https://doi.org/10.1007/s11222-010-9200-5
  • Christodoulaki, Olga, Cho, Haeran, Fryzlewicz, Piotr (2011). A reflection of history: fluctuations in Greek sovereign risk between 1914 and 1929. (GreeSE 50). Hellenic Observatory, London School of Economics and Political Science.
  • Curtice, John, Fisher, Stephen D., Kuha, Jouni (2011). Confounding the commentators: how the 2010 exit poll got it (more or less) right. Journal of Elections, Public Opinion and Parties, 21(2), 211-235. https://doi.org/10.1080/17457289.2011.562612
  • Dassios, Angelos, Nagaradjasarma, Jayalaxshmi (2011). Pricing of Asian options on interest rates in the CIR model. Department of Statistics, London School of Economics and Political Science.
  • Dassios, Angelos, Wu, Shanle (2011). Barrier strategies with Parisian delay. Department of Statistics, London School of Economics and Political Science.
  • Dassios, Angelos, Wu, Shanle (2011). Brownian excursions in a corridor and related Parisian options. Department of Statistics, London School of Economics and Political Science.
  • Dassios, Angelos, Wu, Shanle (2011). Brownian excursions outside a corridor and two-sided Parisian options. Department of Statistics, London School of Economics and Political Science.
  • Dassios, Angelos, Wu, Shanle (2011). Double-barrier Parisian options. Journal of Applied Probability, 48(1), 1-20. https://doi.org/10.1239/jap/1300198132
  • Dassios, Angelos, Zhao, Hongbiao (2011-05-26) A dynamic contagion process and an application to credit risk [Poster]. LSE Research Day 2011: The Early Career Researcher, London, United Kingdom, GBR.
  • Dassios, Angelos, Zhao, Hongbiao (2011). A dynamic contagion process. Advances in Applied Probability, 43(3), 814-846. https://doi.org/10.1239/aap/1316792671
  • Dureau, Joseph, Kalogeropoulos, Konstantinos (2011-05-26) Inference on epidemic models with time-varying parameters: methodology and preliminary applications [Poster]. LSE Research Day 2011: The Early Career Researcher, London, United Kingdom, GBR.
  • Durrant, Gabriele B., D'Arrigo, Julia, Steele, Fiona (2011). Using field process data to predict best times of contact conditioning on household and interviewer influences. Journal of the Royal Statistical Society. Series A: Statistics in Society, 174(4), 1029-1049. https://doi.org/10.1111/j.1467-985X.2011.00715.x
  • Fryzlewicz, Piotr, Subba Rao, Suhasini (2011). Mixing properties of ARCH and time-varying ARCH processes. Bernoulli, 17(1), 320-346. https://doi.org/10.3150/10-BEJ270
  • Fryzlewicz, Piotr, Oh, H. S. (2011). Thick pen transformation for time series. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 73(4), 499-529. https://doi.org/10.1111/j.1467-9868.2011.00773.x
  • Geneletti, Sara, Dawid, A. Philip (2011). Defining and identifying the effect of treatment on the treated. In McKay Illari, Phyllis, Russo, Federica, Williamson, Jon (Eds.), Causality in the Sciences (pp. 728-749). Oxford University Press.
  • Geneletti, Sara, Gallo, Valentina, Porta, Miquel, Khoury, Muin J., Vineis, Paolo (2011). Assessing causal relationships in genomics: from Bradford-Hill criteria to complex gene-environment interactions and directed acyclic graphs. Emerging Themes in Epidemiology, 8(5). https://doi.org/10.1186/1742-7622-8-5
  • Geneletti, Sara, Mason, Alexina, Best, Nicky (2011). Adjusting for selection effects in epidemiologic studies: why sensitivity analysis is the only “solution”. Epidemiology, 22(1), 36-39. https://doi.org/10.1097/EDE.0b013e3182003276
  • Giammarino, Flavia, Barrieu, Pauline (2011-05-26) Indifference pricing with uncertainty averse preferences [Poster]. LSE Research Day 2011: The Early Career Researcher, London, United Kingdom, GBR.
  • Giammarino, Flavia (2011). Indifference pricing with uncertainty averse preferences [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Ginsburg, Carren, Steele, Fiona, Richter, Linda M., Norris, Shane A. (2011). Modelling residential mobility: factors associated with the movement of children in Greater Johannesburg, South Africa. Population, Space and Place, 17(5), 611-626. https://doi.org/10.1002/psp.614
  • Hamrick, Jeff, Huang, Yifei, Kardaras, Constantinos, Taqqu, Murad S. (2011). Maximum penalized quasi-likelihood estimation of the diffusion function. Quantitative Finance, 11(11), 1675-1684. https://doi.org/10.1080/14697688.2011.615212
  • Jackson, Jonathan, Bradford, Ben, Hough, Mike, Kuha, Jouni, Stares, Sally, Widdop, S., Fitzgerald, R., Yordanova, M., Galev, T. (2011). Developing European indicators of trust in justice. European Journal of Criminology, 8(4), 267-285. https://doi.org/10.1177/1477370811411458
  • Jackson, Jonathan, Pooler, Tia, Hohl, Katrin, Kuha, Jouni, Bradford, Ben, Hough, Mike (2011). Trust in justice: topline results from round 5 of the European Social Survey. (ESS topline results series 1). European Commission.
  • Kallsen, Jan, Rheinlander, Thorsten (2011). Asymptotic utility-based pricing and hedging for exponential utility. Statistics and Decisions, 28(1), 17-36. https://doi.org/10.1524/stnd.2011.1027
  • Kalogeropoulos, Konstantinos, Dellaportas, Petros, Roberts, Gareth O. (2011). Likelihood based inference for correlated diffusions. Canadian Journal of Statistics, 39(1), 52-72. https://doi.org/10.1002/cjs.10096
  • Kardaras, Constantinos, Platen, Eckhard (2011). On the semimartingale property of discounted asset-price processes. Stochastic Processes and Their Applications, 121(11), 2678-2691. https://doi.org/10.1016/j.spa.2011.06.010
  • Kardaras, Constantinos, Žitković, Gordan (2011). Stability of the utility maximization problem with random endowment in incomplete markets. Mathematical Finance, 21(2), 313-333. https://doi.org/10.1111/j.1467-9965.2010.00433.x
  • Khare, Shree, Smith, Leonard A. (2011). Data assimilation: a fully nonlinear approach to ensemble formation using indistinguishable states. Monthly Weather Review, 139(7), 2080-2097. https://doi.org/10.1175/2010MWR3186.1
  • Kotecha, Meena (2011-09-05 - 2011-09-06) Promoting student led education [Paper]. CETL-MSOR Conference 2011, Coventry University, United Kingdom, GBR.
  • Kotecha, Meena (2011). Enhancing mathematics teaching in India. Mathematics Today, 47(2), p. 78.
  • Kotecha, Meena (2011). Enhancing students’ engagement through effective feedback, assessment and engaging activities. MSOR Connections, 11(2), 4-6. https://doi.org/10.11120/msor.2011.11020004
  • Koukounari, Artemis, Toure, Seydou, Donnelly, Christl A, Ouedraogo, Amadou, Yoda, Bernadette, Ky, Cesaire, Kabore, Martin, Bosque-Oliva, Elisa, Basanez, Maria-Gloria & Fenwick, Alan et al (2011). Integrated monitoring and evaluation and environmental risk factors for urogenital schistosomiasis and active trachoma in Burkina Faso before preventative chemotherapy using sentinel sites. BMC Infectious Diseases, 11(1), p. 191. https://doi.org/10.1186/1471-2334-11-191
  • Kuha, Jouni, Firth, David (2011). On the index of dissimilarity for lack of fit in loglinear and log-multiplicative models. Computational Statistics and Data Analysis, 55(1), 375-388. https://doi.org/10.1016/j.csda.2010.05.005
  • Lam, Clifford, Yao, Qiwei, Bathia, Neil (2011). Estimation of latent factors for high-dimensional time series. Biometrika, 98(4), 901-18. https://doi.org/10.1093/biomet/asr048
  • Ligtvoet, Rudy, Ark, L. Andries, Bergsma, Wicher P., Sijtsma, Klaas (2011). Polytomous latent scales for the investigation of the ordering of items. Psychometrika, 76(2), 200-216. https://doi.org/10.1007/s11336-010-9199-8
  • Ling, Shiqing, Tong, Howell (2011). Score based goodness-of-fit tests for time series. Statistica Sinica, 21(4), 1807-1829. https://doi.org/10.5705/ss.2009.090
  • Morettin, Pedro A., Norberg, Ragnar (2011). Foreword: special issue on statistical modeling in insurance and finance. Applied Stochastic Models in Business and Industry, 27(1), p. 1. https://doi.org/10.1002/asmb.832
  • Ng, K.W., Tong, Howell (2011). Inversion of Bayes formula and measures of Bayesian information gain and pairwise dependence. Statistics and Its Interface, 4(1), 95-103.
  • Park, Sujin (2011). Consistent estimator of ex-post covariation of discretely observed diffusion processes and its application to high frequency financial time series [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Peiris, J. S. Malik, Van Kerkhove, Maria D., Vandemaele, Katelijn A. H., Shinde, Vivek, Jaramillo-Gutierrez, Giovanna, Koukounari, Artemis, Donnelly, Christl A., Carlino, Luis O., Owen, Rhonda & Paterson, Beverly et al (2011). Risk factors for severe outcomes following 2009 influenza A (H1N1) infection: a global pooled analysis. PLoS Medicine, 8(7). https://doi.org/10.1371/journal.pmed.1001053
  • Petrushkin, H., Barsam, A., Mavrakakis, Miltiadis C., Parfitt, A., Jaye, P. (2011). Optic disc assessment in the emergency department: a comparative study between the PanOptic and direct ophthalmoscopes. Emergency Medicine Journal, Online, https://doi.org/10.1136/emermed-2011-200038
  • Ramezani, Majid, Bashiri, Mahdi, Atkinson, Anthony C. (2011). A goal programming-TOPSIS approach to multiple response optimization using the concepts of non-dominated solutions and prediction intervals. Expert Systems With Applications, 38(8), 9557-9563. https://doi.org/10.1016/j.eswa.2011.01.139
  • Ren, Yu (2011). The methodology of flowgraph models [Doctoral thesis]. London School of Economics and Political Science. picture_as_pdf
  • Rheinlander, Thorsten, Sexton, Jenny (2011). Hedging derivatives. World Scientific (Firm).
  • Schouten, Barry, Shlomo, Natalie, Skinner, Chris J. (2011). Indicators for monitoring and improving representativeness of response. Journal of Official Statistics, 27(2), 231-253.
  • Skinner, Chris J. (2011). Book review: 'advances in sampling theory - ratio method of estimation’ by Cingi, H. and Kadilar, C. Journal of the American Statistical Association, 106(493), 375-382. https://doi.org/10.1198/jasa.2011.br1103.
  • Skinner, Chris J., D'Arrigo, Julia (2011). Inverse probability weighting for clustered nonresponse. Biometrika, 98(4), 953-966. https://doi.org/10.1093/biomet/asr058
  • Smith, Leonard A., Stern, Nicholas (2011). Uncertainty in science and its role in climate policy. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, 369(1956), 4818-4841. https://doi.org/10.1098/rsta.2011.0149
  • Steele, Fiona (2011). Multilevel discrete-time event history analysis with applications to the analysis of recurrent employment transitions. Australian and New Zealand Journal of Statistics, 53(1), 1-20. https://doi.org/10.1111/j.1467-842X.2011.00604.x
  • Steele, Fiona, Durrant, Gabriele B. (2011). Alternative approaches to multilevel modelling of survey non-contact and refusal. International Statistical Review, 79(1), 70-91. https://doi.org/10.1111/j.1751-5823.2011.00133.x
  • Tao, Minjing, Wang, Yahzen, Yao, Qiwei, Zou, Jian (2011). Large volatility matrix inference via combining low-frequency and high-frequency approaches. Journal of the American Statistical Association, 106(495), 1025-1040. https://doi.org/10.1198/jasa.2011.tm10276
  • Tong, Howell (2011). Rejoinder from Howell Tong to the discussions on 'threshold models in time series analysis - 30 years on'. Statistics and Its Interface, 4(2), 135-136.
  • Yao, Qiwei (2011). Discussion of "Feature matching in time series modeling" by Y. Xia and H. Tong. Statistical Science, 26(1), 57-58. https://doi.org/10.1214/11-STS345D
  • Zhao, Hongbiao (2011). Portfolio credit risk of default and spread widening. The Author.