Inference on stochastic processes, quasi-likelihood methods and applications, state space models, time series analysis and their applications, the theory of stochastic analysis and its applications in finance, time series analysis, long-memory processes, statistical finance, bioinformatics, confidential data analysis and the applications of non parametric analysis
Phone: 02 4421 4336
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Is the Basis of the Stock Index Futures Markets Nonlinear?
Applied Statistics Education and Research Collaboration (ASEARC) - Conference Papers (2011)
A considerable amount of papers use a cost-carry model in modelling the relationship between future and spot index prices. The ...
Seasonal adjustment of an aggregate series using univariate and multivariate ...
Faculty of Informatics - Papers (Archive) (2011)
Time series resulting from aggregation of several sub-series can be seasonally adjusted directlyor indirectly. With model-based seasonal adjustment, the sub-series ...
Estimating Shared Copy Number Aberrations for Array CGH Data: the ...
Centre for Statistical & Survey Methodology Working Paper Series (2010)
Motivation: Existing methods for estimating copy number variations in array comparative genomic hybridization (aCGH) data are limited to estimations of ...
The probability distribution of distance TSS-TLS is organism characteristic and ...
Faculty of Science - Papers (Archive) (2006)
Transcription is a complicated process which involves the interactions of promoter cis-elements with multiple trans-protein factors. The specific interactions rely ...