UB Paderborn / Katalog / Suche / in CDI

Complex spatial dynamics of oncolytic viruses in vitro: mathematical and experimental approaches

PLoS computational biology, 2012-06, Vol.8 (6), p.e1002547-e1002547

2012

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Remaining useful life prediction: A multiple product partition approach

Communications in statistics. Simulation and computation, 2022-09, Vol.51 (9), p.5288-5307

2022

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Pricing Options Under a Generalized Markov-Modulated Jump-Diffusion Model

Stochastic analysis and applications, 2007-06, Vol.25 (4), p.821-843

2007

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Classifying machinery condition using oil samples and binary logistic regression

Mechanical systems and signal processing, 2015-08, Vol.60-61, p.316-325

2015

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Bayesian Model-Based Clustering Procedures

Journal of computational and graphical statistics, 2007-09, Vol.16 (3), p.526-558

2007

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Gibbs partitions, Riemann–Liouville fractional operators, Mittag–Leffler functions, and fragmentations derived from stable subordinators

Journal of applied probability, 2021-06, Vol.58 (2), p.314-334

2021

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Bayesian Non-Parametric Mixtures of GARCH(1,1) Models

Journal of Probability and Statistics, 2012-01, Vol.2012, p.1-16

2012

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A hidden Markov regime-switching smooth transition model

Studies in nonlinear dynamics and econometrics, 2018-09, Vol.22 (4)

2018

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A conjugate class of random probability measures based on tilting and with its posterior analysis

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2013-11, Vol.19 (5B), p.2590-2626

LAU, JOHN W.

2013

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Nearest-Neighbor Interactions, Habitat Fragmentation, and the Persistence of Host-Pathogen Systems

The American naturalist, 2013-09, Vol.182 (3), p.E94-E111

2013

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Filtering a Double Threshold Model With Regime Switching

IEEE transactions on automatic control, 2013-12, Vol.58 (12), p.3185-3190

2013

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Pricing currency options under two-factor Markov-modulated stochastic volatility models

Insurance, mathematics & economics, 2008-12, Vol.43 (3), p.295-302

2008

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Stick-Breaking Representation and Computation for Normalized Generalized Gamma Processes

Sankhya. Series. A, 2015-08, Vol.77 (2), p.300-329

2015

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Bayesian nonparametric estimation and consistency of mixed multinomial logit choice models

Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability, 2010-08, Vol.16 (3), p.679-704

2010

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Bayesian mixture of autoregressive models

Computational statistics & data analysis, 2008-09, Vol.53 (1), p.38-60

2008

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Viterbi-Based Estimation for Markov Switching GARCH Model

Applied mathematical finance., 2012-07, Vol.19 (3), p.219-231

2012

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A Monte Carlo Markov chain algorithm for a class of mixture time series models

Statistics and computing, 2011, Vol.21 (1), p.69-81

2011

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Variational inference for multiplicative intensity models

Statistics & probability letters, 2020-06, Vol.161, p.108720, Article 108720

2020

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Pricing Participating Products under a Generalized Jump‐Diffusion Model

International journal of stochastic analysis, 2008, Vol.2008 (1)

2008

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On option pricing under a completely random measure via a generalized Esscher transform

Insurance, mathematics & economics, 2008-08, Vol.43 (1), p.99-107

2008

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Bayesian semi-parametric modeling for mixed proportional hazard models with right censoring

Statistics & probability letters, 2006-04, Vol.76 (7), p.719-728

Lau, John W.

2006

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Modelling long-term investment returns via Bayesian infinite mixture time series models

Scandinavian actuarial journal, 2008-12, Vol.2008 (4), p.243-282

2008

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Pricing Risky Debts Under a Markov-modudated Merton Model with Completely Random Measures

Computational economics, 2008-04, Vol.31 (3), p.255-288

2008

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On Valuing Participating Life Insurance Contracts with Conditional Heteroscedasticity

Asia-Pacific financial markets, 2007-09, Vol.14 (3), p.255-275

2007

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CLIMATE INFERENCE ON DAILY RAINFALL ACROSS THE AUSTRALIAN CONTINENT, 1876–2015

The annals of applied statistics, 2019-06, Vol.13 (2), p.683-712

2019

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Complex spatial dynamics of oncolytic viruses in vitro: mathematical and experimental approaches

Remaining useful life prediction: A multiple product partition approach

Pricing Options Under a Generalized Markov-Modulated Jump-Diffusion Model

Classifying machinery condition using oil samples and binary logistic regression

Bayesian Model-Based Clustering Procedures

Gibbs partitions, Riemann–Liouville fractional operators, Mittag–Leffler functions, and fragmentations derived from stable subordinators

Bayesian Non-Parametric Mixtures of GARCH(1,1) Models

A hidden Markov regime-switching smooth transition model

A conjugate class of random probability measures based on tilting and with its posterior analysis

Nearest-Neighbor Interactions, Habitat Fragmentation, and the Persistence of Host-Pathogen Systems

Filtering a Double Threshold Model With Regime Switching

Pricing currency options under two-factor Markov-modulated stochastic volatility models

Stick-Breaking Representation and Computation for Normalized Generalized Gamma Processes

Bayesian nonparametric estimation and consistency of mixed multinomial logit choice models

Bayesian mixture of autoregressive models

Viterbi-Based Estimation for Markov Switching GARCH Model

A Monte Carlo Markov chain algorithm for a class of mixture time series models

Variational inference for multiplicative intensity models

Pricing Participating Products under a Generalized Jump‐Diffusion Model

On option pricing under a completely random measure via a generalized Esscher transform

Bayesian semi-parametric modeling for mixed proportional hazard models with right censoring

Modelling long-term investment returns via Bayesian infinite mixture time series models

Pricing Risky Debts Under a Markov-modudated Merton Model with Completely Random Measures

On Valuing Participating Life Insurance Contracts with Conditional Heteroscedasticity

CLIMATE INFERENCE ON DAILY RAINFALL ACROSS THE AUSTRALIAN CONTINENT, 1876–2015

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