Publications

Our Faculty members are frequent contributors to world-renowned journals and serve on editorial boards of top IS, OR and Statistics academic journals.

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Business Statistics

Critical Branching Random Walks with Small Drift

Zheng, Xinghua
Stochastic Processes and their Applications, v. 120, (9), 2010, p. 1821-1836
Business Statistics

Bayesian Nonparametric Estimation and Consistency of Mixed Multinomial Logit Choice Models

De Blasi, Pierpaolo; James, Lancelot.; Lau, John W.
Bernoulli, v. 16, (3), 2010, p. 679-704
Business Statistics

Optimal Incentive Contracts under Relative Income Concerns

Goukasian, L.; Wan, Xuhu
Mathematics and Financial Economics, v. 4, (1), 2010, p. 57-86
Business Statistics

Lamperti-type laws

James, Lancelot
Annals of Applied Probability, v. 20, (4), 2010, p. 1303-1340
Business Statistics

Spatial Epidemics and Local Times for Critical Branching Random Walks in Dimensions 2 and 3

Lalley, Steven P.; Zheng, Xinghua
Probability Theory and Related Fields, v. 148, (3-4), 2010, p. 527-566
Business Statistics

Dirichlet Mean Identities and Laws of a Class of Subordinators

James, Lancelot
Bernoulli, v. 16, (2), 2010, p. 361-388
Business Statistics

On the Posterior Distribution of Classes of Random Means

James, Lancelot; Lijoi, Antonio; Prunster, Igor
Bernoulli, v. 16, (1), 2010, , p. 155-180
Business Statistics

The Random Conductance Model with Cauchy Tails

Barlow, Martin T.; Zheng, Xinghua
The Annals of Applied Probability, v. 20, (3), 2010, p. 869-889
Business Statistics

Dynamic Modeling of Tail Risk: Applications to China, Hong Kong and other Asian Markets

So, Mike Ka Pui; Tse, A.S.L.
Asia-Pacific Financial Markets, v. 16, (3), 2009, p. 183-210
Business Statistics

Simplified Specifications of a Multivariate Generalized Autoregressive Conditional Heteroscedasticity Model

Yip, Iris W.H.; So, Mike Ka Pui
Mathematics and computers in simulation, v. 80, (2), 2009, p. 327-340