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Single copies of Research Reports and Annual Reports are available free of charge from:
Department of Statistics Room B611 London School of Economics Houghton Street London WC2A 2AE.
Telephone: 020 7955 7650 Fax: 020 7955 7416
123 K. W. Ng and H. Tong Inverse Bayes, Information Gain and a Dependence Index| (PDF) November 2005
122 S. Ling, H. Tong and D. Li Ergodicity and Invertibility of Threshold MA (1) Models| (PDF) November 2005
121 A. C Atkinson, M. Riani and Andrea Cerioli Random Start Forward Searches with Envelopes for Detecting Clusters in Multivariate Data| (PDF) October 2005
120 D. Ucinski and A. C. Atkinson Experimental Design for Processes Over Time: How Many Time Series| (PDF) June 2005 119 M. Wang and Q. Yao Modelling multivariate volatilities: an ad hoc approach| (PDF) June 2005
118 Z. Lu, D. Tjostheim and Q. Yao Adaptive varying-coefficient linear models for stochastic processes: asymptotic theory| (PDF) June 2005
117 J. Fan, M. Wang and Q. Yao Modelling multivariate volatilities via conditionally uncorrelated components| (PDF) June 2005
116 W. Polonik and Q. Yao Testing for multivariate volatility functions using minimum volume sets and inverse regression| (PDF) June 2005
115 Anthony C. Atkinson DT-Optimum designs for model discrimination and parameter estimation| (PDF) February 2005
114 Ragnar Norberg Dynamic Greeks| ( LSE Research Online) January 2005
113 Ragnar Norberg Interest Guarantees in Banking| (LSE Research Online) January 2005
112 R. Norberg and M. Steffensen What is the Time Value of a Stream of Investments?| (LSE Research Online) January 2005