Anthony E. Brockwell: search on Z-Library

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1

Sequential Monte Carlo pricing of American-style options under stochastic volatility models

Rambharat, Bhojnarine R., Brockwell, Anthony E.

Journal:

The Annals of Applied Statistics

Year:

2010

Language:

english

File:

PDF, 522 KB

english, 2010

2

Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series

Mihaela ŞErban, Anthony Brockwell, John Lehoczky, Sanjay Srivastava

Journal:

Journal of Time Series Analysis

Year:

2007

Language:

english

File:

PDF, 2.11 MB

english, 2007

3

SEQUENTIAL MONTE CARLO PRICING OF AMERICAN-STYLE OPTIONS UNDER STOCHASTIC VOLATILITY MODELS

Bhojnarine R. Rambharat and Anthony E. Brockwell

Journal:

The Annals of Applied Statistics

Year:

2010

Language:

english

File:

PDF, 3.06 MB

english, 2010

4

Correction: Sequential Monte Carlo pricing of American-style options under stochastic volatility models

Rambharat, Bhojnarine R., Brockwell, Anthony E.

Journal:

The Annals of Applied Statistics

Year:

2011

File:

PDF, 28 KB

2011

5

Malignancy rates in patients with rheumatoid arthritis treated with tocilizumab

Rubbert-Roth, Andrea, Sebba, Anthony, Brockwell, Laura, Kelman, Ariella, Porter-Brown, Benjamin, Pulley, Jennifer, Napalkov, Pavel, van Vollenhoven, Ronald F

Journal:

Year:

2016

Language:

english

File:

PDF, 1.31 MB

english, 2016

6

Stability of a Trajectory-Based Control Law for an Unknown Nonlinear Non-Minimum Phase System

Anthony Brockwell, Rob Evans, Iven Mareels

Journal:

Asian Journal of Control

Year:

2001

Language:

english

File:

PDF, 78 KB

english, 2001

7

A threshold autoregressive model for wholesale electricity prices

B. Ricky Rambharat, Anthony E. Brockwell, Duane J. Seppi

Journal:

Journal of the Royal Statistical Society: Series C (Applied Statistics)

Year:

2005

Language:

english

File:

PDF, 194 KB

english, 2005

8

A regulator for a class of unknown continuous-time nonlinear systems

Anthony Brockwell

Journal:

Systems & Control Letters

Year:

2001

Language:

english

File:

PDF, 270 KB

english, 2001

9

Storage device performance prediction with CART models

Wang, Mengzhi, Au, Kinman, Ailamaki, Anastassia, Brockwell, Anthony, Faloutsos, Christos, Ganger, Gregory R.

Journal:

ACM SIGMETRICS Performance Evaluation Review

Year:

2004

Language:

english

File:

PDF, 115 KB

english, 2004

10

Sequentially interacting Markov chain Monte Carlo methods

Brockwell, Anthony, Del Moral, Pierre, Doucet, Arnaud

Journal:

The Annals of Statistics

Year:

2010

Language:

english

File:

PDF, 242 KB

english, 2010

11

State-space models for optical imaging

Kary L. Myers, Anthony E. Brockwell, William F. Eddy

Journal:

Statistics in Medicine

Year:

2007

Language:

english

File:

PDF, 165 KB

english, 2007

12

A Threshold Autoregressive Model for Wholesale Electricity Prices

B. Ricky Rambharat, Anthony E. Brockwell and Duane J. Seppi

Journal:

Journal of the Royal Statistical Society: Series C (Applied Statistics)

Year:

2005

Language:

english

File:

PDF, 1.40 MB

english, 2005

13

Adaptive, unsupervised stream mining

Spiros Papadimitriou, Anthony Brockwell, Christos Faloutsos

Journal:

The VLDB Journal

Year:

2004

Language:

english

File:

PDF, 837 KB

english, 2004

14

Mechanically unfolding proteins: The effect of unfolding history and the supramolecular scaffold

Rebecca C. Zinober, David J. Brockwell, Godfrey S. Beddard, Anthony W. Blake, Peter D. Olmsted, Sheena E. Radford, D. Alastair Smith

Journal:

Protein Science

Year:

2002

Language:

english

File:

PDF, 112 KB

english, 2002

15

Force mode atomic force microscopy as a tool for protein folding studies

Robert B. Best, David J. Brockwell, José L. Toca-Herrera, Anthony W. Blake, D.Alastair Smith, Sheena E. Radford, Jane Clarke

Journal:

Analytica Chimica Acta

Year:

2003

Language:

english

File:

PDF, 507 KB

english, 2003

16

A Gridding Method for Bayesian Sequential Decision Problems

Brockwell, Anthony E, Kadane, Joseph B

Journal:

Journal of Computational and Graphical Statistics

Year:

2003

Language:

english

File:

PDF, 2.00 MB

english, 2003

17

SEQUENTIALLY INTERACTING MARKOV CHAIN MONTE CARLO METHODS

Anthony Brockwell, Pierre Del Moral and Arnaud Doucet

Journal:

The Annals of Statistics

Year:

2010

Language:

english

File:

PDF, 1.64 MB

english, 2010

18

Identification of Regeneration Times in MCMC Simulation, With Application to Adaptive Schemes

Brockwell, Anthony E, Kadane, Joseph B

Journal:

Journal of Computational and Graphical Statistics

Year:

2005

Language:

english

File:

PDF, 525 KB

english, 2005

19

Correction to "Statistical Performance Evaluation of Biometric Authentication Systems Using Random Effects Models" [Apr 07 517-530]

Mitra, Sinjini, Savvides, Marios, Brockwell, Anthony

Journal:

IEEE Transactions on Pattern Analysis and Machine Intelligence

Year:

2007

Language:

english

File:

PDF, 36 KB

english, 2007

20

The Effect of Core Destabilization on the Mechanical Resistance of I27

Brockwell, David J., Beddard, Godfrey S., Clarkson, John, Zinober, Rebecca C., Blake, Anthony W., Trinick, John, Olmsted, Peter D., Smith, D. Alastair, Radford, Sheena E.

Journal:

Biophysical Journal

Year:

2002

Language:

english

File:

PDF, 316 KB

english, 2002

21

Identification of Regeneration Times in MCMC Simulation, with Application to Adaptive Schemes

Anthony E. Brockwell and Joseph B. Kadane

Journal:

Journal of Computational and Graphical Statistics

Year:

2005

Language:

english

File:

PDF, 1.83 MB

english, 2005

22

A Gridding Method for Bayesian Sequential Decision Problems

Anthony E. Brockwell and Joseph B. Kadane

Journal:

Journal of Computational and Graphical Statistics

Year:

2003

Language:

english

File:

PDF, 664 KB

english, 2003

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