Results for Maximum likelihood

Publications & Outputs

1. Online parameter estimation for the McKean–Vlasov stochastic differential equation

   Sharrock, L., Kantas, N., Parpas, P. & Pavliotis, G. A., 31/08/2023, In: Stochastic Processes and their Applications. 162, p. 481-546 66 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

2. Risk preferences, gender effects and Bayesian econometrics

   Alam, J., Georgalos, K. & Rolls, H., 31/10/2022, In: Journal of Economic Behavior and Organization. 202, p. 168-183 16 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

3. Whetstone: Reliable monitoring of cloud services

   Zhang, H., Luna, J., Trapero, R. & Suri, N., 18/06/2018, 2018 IEEE International Conference on Smart Computing (SMARTCOMP). IEEE, p. 115-122 8 p.

   Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Conference contribution/Paper › peer-review

4. Statistics of extreme ocean environments: Non-stationary inference for directionality and other covariate effects

   Jones, M., Randell, D., Ewans, K. & Jonathan, P., 1/06/2016, In: Ocean Engineering. 119, p. 30-46 17 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

5. Fast computation of large scale marginal extremes with multi-dimensional covariates

   Raghupathi, L., Randell, D., Ewans, K. & Jonathan, P., 1/03/2016, In: Computational Statistics and Data Analysis. 95, p. 243-258 16 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

6. Endogeneity in stochastic frontier models: copula approach without external instruments

   Tran, K. C. & Tsionas, E. G., 08/2015, In: Economics Letters. 133, p. 85-88 4 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

7. Refined instrumental variable estimation: maximum likelihood optimization of a unified Box-Jenkins model

   Young, P., 02/2015, In: Automatica. 52, p. 35-46 12 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

8. Heterogeneity in ordered choice models: a review with applications to self assessed health

   Greene, W., Harris, M. N., Hollingsworth, B. & Weterings, T. A., 2014, In: Journal of Economic Surveys. 28, 1, p. 109-133 25 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review

9. Omnidirectional return values for storm severity from directional extreme value models: The effect of physical environment and sample size

   Randell, D., Zanini, E., Vogel, M., Ewans, K. & Jonathan, P., 2014, ASME 2014 33rd International Conference on Ocean, Offshore and Arctic Engineering: Volume 4A: Structures, Safety and Reliability. ASME, 10 p. V04AT02A013

   Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Conference contribution/Paper › peer-review

10. Maximum likelihood estimation of stochastic frontier models by the Fourier transform

    Tsionas, M., 09/2012, In: Journal of Econometrics. 170, 1, p. 234-248 15 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

11. Technical and allocative efficiency in European banking

    Brissimis, S. N., Delis, M. D. & Tsionas, M., 1/07/2010, In: European Journal of Operational Research. 204, 1, p. 153-163 11 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

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