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DSI - Foundations

  1. Published

    A non-iterative (trivial) method for posterior inference in stochastic volatility models

    Tsionas, M. G., 1/07/2017, In: Statistics and Probability Letters. 126, p. 83-87 5 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  2. Published

    Neglected chaos in international stock markets: Bayesian analysis of the joint return-volatility dynamical system

    Tsionas, M. & Michaelides, P. G., 15/09/2017, In: Physica A: Statistical Mechanics and its Applications. 482, p. 95-107 13 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  3. Published

    A structural vector autoregressive model of technical efficiency and delays with an application to Chinese airlines

    Tsionas, M. G., Chen, Z. & Wanke, P., 07/2017, In: Transportation Research Part A: Policy and Practice. 101, p. 1-10 10 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  4. E-pub ahead of print

    A Bayesian approach to find Pareto optima in multiobjective programming problems using Sequential Monte Carlo algorithms

    Tsionas, E., 3/06/2017, (E-pub ahead of print) In: Omega: The International Journal of Management Science.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  5. Published

    Note on Posterior Inference for the Bingham Distribution

    Tsionas, E., 2018, In: Communications in Statistics - Theory and Methods. 47, 12, p. 3022-3028 7 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  6. Published

    Bayesian local influence analysis: With an application to stochastic frontiers

    Tsionas, M. G., 04/2018, In: Economics Letters. 165, p. 54-57 4 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  7. Published

    A Novel Model of Costly Technical Efficiency

    Tsionas, M. & Izzeldin, M., 16/07/2018, In: European Journal of Operational Research. 268, 2, p. 653-664 12 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  8. E-pub ahead of print

    Bayesian CV@R/super-quantile regression

    Tsionas, E. & Izzeldin, M., 20/03/2018, (E-pub ahead of print) In: Journal of Applied Statistics.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  9. Published

    Smooth Approximations to Monotone Concave Functions in Production Analysis: An Alternative to Nonparametric Concave Least Squares

    Tsionas, E. & Izzeldin, M., 16/12/2018, In: European Journal of Operational Research. 271, 3, p. 797-807 11 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  10. Published

    “When, Where, and How” of Efficiency Estimation: Improved Procedures for Stochastic Frontier Modeling

    Tsionas, E., 2017, In: Journal of the American Statistical Association. 112, 519, p. 948-965 17 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

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