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Applied Science & Technology Full Text (H.W. Wilson)

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Joint coverage probability in a simulation study on continuous-time Markov chain parameter estimation.

• Authors : Benoit, Julia S.¹ (AUTHOR); Chan, Wenyaw² (AUTHOR) ; Doody, Rachelle S.³ (AUTHOR)

Subjects: *CONTINUOUS time models; *MARKOV processes; *PARAMETER estimation

• Source: Journal of Applied Statistics. Dec2015, Vol. 42 Issue 12, p2531-2538. 8p. 4 Charts, 1 Graph.

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Applied Science & Technology Full Text (H.W. Wilson)

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Multivariate survival mixed models for genetic analysis of longevity traits.

• Authors : Maia, Rafael Pimentel; Madsen, Per; Labouriau, Rodrigo

Subjects: QUANTITATIVE genetics; HAZARD function (Statistics); PIECEWISE constant approximation

• Source: Journal of Applied Statistics; Jun2014, Vol. 41 Issue 6, p1286-1306, 21p

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A new method for estimating Sharpe ratio function via local maximum likelihood.

• Authors : Xu, Wenchao; Lin, Hongmei; Tong, Tiejun

Subjects: SHARPE ratio; TREASURY bills; DERIVATIVES (Mathematics)

• Source: Journal of Applied Statistics; Jan2024, Vol. 51 Issue 1, p34-52, 19p

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Stochastic cusp catastrophe model and its Bayesian computations.

• Authors : Chen, Ding-Geng; Gao, Haipeng; Ji, Chuanshu

Subjects: CATASTROPHE modeling; STOCHASTIC differential equations; CUSP forms (Mathematics)

• Source: Journal of Applied Statistics; Oct-Dec 2021, Vol. 48 Issue 13-15, p2714-2733, 20p, 2 Diagrams, 4 Charts, 5 Graphs

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An MCMC computational approach for a continuous time state-dependent regime switching diffusion process.

• Authors : Hibbah, El Houcine; El Maroufy, Hamid; Fuchs, Christiane

Subjects: DIFFUSION processes; GIBBS sampling; MARKOV chain Monte Carlo

• Source: Journal of Applied Statistics; Jun2020, Vol. 47 Issue 8, p1354-1374, 21p, 2 Charts, 3 Graphs

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Jumps beyond the realms of cricket: India's performance in One Day Internationals and stock market movements.

• Authors : Gkillas, Konstantinos; Gupta, Rangan; Lau, Chi Keung Marco

Subjects: STOCK exchanges; INTERNATIONAL markets; CRICKET (Sport)INDIA

• Source: Journal of Applied Statistics; May2020, Vol. 47 Issue 6, p1109-1127, 19p, 5 Charts

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The change in real interest rate persistence in OECD countries: evidence from modified panel ratio tests.

• Authors : Apergis, Nicholas; Christou, Christina; Payne, James E.

Subjects: INTEREST rates; MONETARY policy; BUDGET deficitsOECD countries

• Source: Journal of Applied Statistics; Jan2015, Vol. 42 Issue 1, p202-213, 12p, 7 Charts

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A general class of test statistics for Van Valen's Red Queen hypothesis.

• Authors : Wiltshire, Jelani; Huffer, Fred W.; Parker, William C.

Subjects: NONPARAMETRIC estimation; SURVIVAL analysis (Biometry); HYPOTHESIS

• Source: Journal of Applied Statistics; Sep2014, Vol. 41 Issue 9, p2028-2043, 16p, 1 Diagram, 6 Charts

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