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

Random Weighted Bootstrap Method for Recurrent Events with Informative Censoring

Chiang, CT; James, Lancelot; Wang, MC
Lifetime data analysis, v. 11, (4), 2005, p. 489-509
Business Statistics

Bayesian Poisson Process Partition Calculus with an Application to Bayesian Levy Moving Averages

James, Lancelot
The Annals of Statistics, v. 33, (4), 2005, p. 1771-1799
Business Statistics

Assessing and testing for threshold nonlinearity in stock returns

Chen, CWS; So, Mike Ka Pui; Gerlach, RH
Australian & New Zealand journal of statistics, v. 47, (4), 2005,p. 473-488
Business Statistics

Asymmetric Response and Interaction of US and Local News in Financial Markets

Chen, CWS; So, Mike Ka Pui; Gerlach, RH
Applied stochastic models in business and industry, v. 21, (3), 2005, p. 273-288
Business Statistics

Computational Methods for Multiplicative Intensity Models using Weighted Gamma Processes: Proportional Hazards, Marked Point Processes, and Panel Count Data

Ishwaran, Hemant; James, Lancelot
Journal of the American Statistical Association, v. 99, (465), 2004, p. 175-190
Business Statistics

Subset Threshold Autoregression

So, Mike Ka Pui; Chen, CWS
Journal of forecasting, v. 22, (1), 2003, p. 49-66
Business Statistics

Generalized Weighted Chinese Restaurant Processes for Species Sampling Mixture Models

Ishwaran, H.; James, Lancelot
Statistica Sinica, v. 13, (4), 2003, p. 1211-1235
Business Statistics

On Conditional Moments of Garch mMdels, with Applications to Multiple Period Value at Risk Estimation

Wong, CM; So, Mike Ka Pui
Statistica Sinica, v. 13, (4), 2003,p. 1015-1044
Business Statistics

A Simple Proof of the Almost Sure Discreteness of a Class of Random Measures

James, Lancelot
Statistics & probability letters, v. 65, (4), 2003, 15, p. 363-368
Business Statistics

Some Further Developments for Stick-Breaking Priors: Finite and Infinite Clustering and Classification

Ishwaran, Hemant; James, Lancelot
Sankhy?: The Indian Journal of Statistics, v. 65 no. 3 (2003), p. 577-592