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Research Reports 2002

89 Ragnar Norberg
Anomalous PDEs in Markov chains: domains of validity and numerical solutions| (LSE Research Online)
November 2002

88 Ragnar Norberg
The Markov chain market| (LSE Research Online)
November 2002

87 P. Hall and Q. Yao
Estimation for Conditional Distribution Functions via Dimension Reduction|
(PDF 236KB)
September 2002

86 Qiwei Yao
Exponential Inequalities for Spatial Processes and Uniform Convergence Rates for Density Estimation| (PDF 171KB)
September 2002

85 W. Zhang, Q. Yao, H. Tong and N. C. Stenseth
Smoothing for Spatio-Temporal Models and its Application in Modelling Muskrat-Mink Interaction| (PostScript 403KB)
September 2002

84 Zhiqiang Zhang and Howell Tong
On Tail Behaviour of An ARCH (1) Process With a Mixture of Normal Noise|
(PostScript 220KB)
June 2002

81 Jiti Gao and Howell Tong
Model Selection and Inference in Semiparametric Regression|
(PostScript 417KB)
May 2002

80 Tak Kuen Siu, Howell Tong and Hailiang Yang
On Pricing Derivatives under GARCH Models: A Dynamic Gerber-Shiu's Approach|
(PostScript 305KB)
May 2002

79 W. S. Chan, M. W. Ng and H. Tong
On a simple graphical approach to modelling economic fluctuations with an application to UK price inflation 1265-2000|
(PostScript 192KB)
May 2002

78 K. S. Chan and Howell Tong
A note on testing for multi-modality with dependent data|
(PDF 260KB)
May 2002

77 Howell Tong
Nonlinear time series analysis since 1990: some personal reflections|
(PostScript 196KB)
May 2002

76 Irini Moustaki and Maria-Pia Victoria-Feser
Robust Estimation and Inference for Generalised Latent Trait Models
March 2002

75 Panagiotis Avramidis
Local Maximum Likelihood Estimation of Volatility Functions|
(PostScript 432 KB)
March 2002

74 Anthony C. Atkinson
The Forward Search|
(PostScript 1.03MB)
March 2002

73 Anthony C. Atkinson and Marco Riani
Forward Search Added Variable t Tests and the Effect of Masked Outliers on Model Selection and Response Transformation|
(PDF 332KB)
February 2002

72 Anthony C. Atkinson
The Distribution of Loss in Two-Treatment Biased-Coin Designs|
(PDF 810KB)
February 2002

71 Liang Peng and Qiwei Yao
Least Absolute Deviations Estimation for ARCH and GARCH Models|
(PDF 179KB)
January 2002

70 Qiwei Yao and Peter J. Brockwell
Gaussian Maximum Likelihood Estimation for ARMA Models II: Spatial Processes| (PDF 288 KB)
January 2002

69 Qiwei Yao and Peter J. Brockwell
Gaussian Maximum Likelihood Estimation for ARMA Models I: Time Series|
(PDF 226KB)
January 2002

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