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Research Reports 2001

83 K. S. Chan, H. Tong and N. C. Stenseth
Analyzing Short Time Series Data From Periodically Fluctuating Rodent Populations by Threshold Models: A Nearest Block Bootstrap Approach|
(PostScript 318KB)
June 2001

82 K. S. Chan and H. Tong
A Note on the Equivalence of Two Approaches for Specifying a Markov Process|
(PostScript 91KB)
May 2001

68 Anthony C. Atkinson
The Comparison of Designs for Sequential Clinical Trials with Covariate Information|
(PDF 373KB)
December 2001

67 Anthony C. Atkinson
Horwitz' Rule, Transforming Both Sides and the Design of Experiments for Mechanistic Models|
(PDF 267KB)
December 2001

66 Peter Hall and Qiwei Yao
Data Tilting for Time Series|
(PDF 237KB)
November 2001

65 Peter Hall and Qiwei Yao
Inference in Components of Variance Models With Low Replication|
(PDF 235KB)
Figures| (PDF 26KB)
November 2001

64 Peter Hall and Qiwei Yao
Inference in Arch and Garch Models With Heavy-Tailed Errors|
(PDF 286KB)
Figures| (PDF 16KB)
November 2001

63 Martin Knott
A Measure of Independence for a Multivariate Normal Distribution and Some Connections with Factor Analysis|
(PDF 120KB)
November 2001

62 Siem Jan Koopman and James Durbin
Filtering and Smoothing of State Vector for Diffuse State Space Models|
(PostScript 474KB)
October 2001

61 James Durbin and Siem Jan Koopman
A Simple and Efficient Simulation Smoother for State Space Time Series Analysis| (PostScript 744KB)
October 2001

60 Jeremy Penzer
Put-K-Shocks-in Time Series Diagnostics|
(PostScript 332KB)
October 2001

59 Jeremy Penzer
Critical Values for Time Series Diagnostics|
(PostScript 254KB)
March 2001

58 Irini Moustaki
A General Class of Latent Variable Models for Ordinal Manifest Variables with Covariate Effects on the Manifest and Latent Variables|
(PDF 644KB)
January 2001

 

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