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| Result Number | Material Type | Add to My Shelf Action | Record Details and Options |
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| 1 |
Material Type: Article
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explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approachLindgren, Finn ; Rue, Håvard ; Lindström, JohanJournal of the Royal Statistical Society. Series B, Statistical methodology, 2011-09, Vol.73 (4), p.423-498 [Peer Reviewed Journal]Oxford, UK: Blackwell Publishing LtdFull text available |
| 2 |
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Gaussian predictive process models for large spatial data setsBanerjee, Sudipto ; Gelfand, Alan E. ; Finley, Andrew O. ; Sang, HuiyanJournal of the Royal Statistical Society. Series B, Statistical methodology, 2008-09, Vol.70 (4), p.825-848 [Peer Reviewed Journal]Oxford, UK: Oxford, UK : Blackwell Publishing LtdFull text available |
| 3 |
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Mean-field backward stochastic differential equations and related partial differential equationsBuckdahn, Rainer ; Li, Juan ; Peng, ShigeStochastic processes and their applications, 2009-10, Vol.119 (10), p.3133-3154 [Peer Reviewed Journal]Amsterdam: Elsevier B.VFull text available |
| 4 |
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simple monotone process with application to radiocarbon-dated depth chronologiesHaslett, John ; Parnell, AndrewApplied statistics, 2008-09, Vol.57 (4), p.399-418 [Peer Reviewed Journal]Oxford, UK: Oxford, UK : Blackwell Publishing LtdFull text available |
| 5 |
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Regularly varying multivariate time seriesBasrak, Bojan ; Segers, JohanStochastic processes and their applications, 2009-04, Vol.119 (4), p.1055-1080 [Peer Reviewed Journal]Amsterdam: Elsevier B.VFull text available |
| 6 |
Material Type: Article
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Threshold bipower variation and the impact of jumps on volatility forecastingCorsi, Fulvio ; Pirino, Davide ; Renò, RobertoEconometrics, 2010-12, Vol.159 (2), p.276-288 [Peer Reviewed Journal]Amsterdam: Elsevier B.VFull text available |
| 7 |
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Probabilistic forecasts, calibration and sharpnessGneiting, Tilmann ; Balabdaoui, Fadoua ; Raftery, Adrian EJournal of the Royal Statistical Society. Series B, Statistical methodology, 2007-04, Vol.69 (2), p.243-268 [Peer Reviewed Journal]Oxford, UK: Oxford, UK : Blackwell Publishing LtdFull text available |
| 8 |
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A methodology to generate statistically dependent wind speed scenariosMorales, J.M. ; Mínguez, R. ; Conejo, A.J.Applied energy, 2010-03, Vol.87 (3), p.843-855 [Peer Reviewed Journal]Kidlington: Elsevier LtdFull text available |
| 9 |
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Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectationPeng, ShigeStochastic processes and their applications, 2008-12, Vol.118 (12), p.2223-2253 [Peer Reviewed Journal]Amsterdam: Elsevier B.VFull text available |
| 10 |
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Microstructure noise in the continuous case: The pre-averaging approachJacod, Jean ; Li, Yingying ; Mykland, Per A. ; Podolskij, Mark ; Vetter, MathiasStochastic processes and their applications, 2009-07, Vol.119 (7), p.2249-2276 [Peer Reviewed Journal]Amsterdam: Elsevier B.VFull text available |
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