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Research

Dr Alex Gibberd

Lecturer in Statistics

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  1. Published

    When “time varying” volatility meets “transaction cost” in portfolio selection

    Qiao, W., Bu, D., Gibberd, A., Liao, Y., Wen, T. & Li, E., 30/09/2023, In: Journal of Empirical Finance. 73, p. 220-237 18 p.

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

  2. Published

    Wavelet Spectra for Multivariate Point Processes

    Cohen, E. & Gibberd, A., 30/09/2022, In: Biometrika. 109, 3, p. 837–851 15 p.

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

  3. Published

    The Time-Varying Dependency Patterns of NetFlow Statistics

    Gibberd, A., Evangelou, M. & Nelson, J. D. B., 1/12/2016, 2016 IEEE 16th International Conference on Data Mining Workshops (ICDMW). IEEE, p. 288-294 7 p. (2016 IEEE 16th International Conference on Data Mining Workshops (ICDMW)).

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

  4. Published

    The sparse dynamic factor model: a regularised quasi-maximum likelihood approach

    Mosley, L., Chan, T-S. & Gibberd, A., 22/01/2024, In: Statistics and Computing. 34, 68.

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

  5. Published

    The locally stationary dual-tree complex wavelet model

    Nelson, J., Gibberd, A., Nafornita, C. & Kingsbury, N., 11/2018, In: Statistics and Computing. 28, 6, p. 1139-1154 16 p.

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

  6. Published

    Temporally Smoothed Wavelet Coherence for Multivariate Point-Processes and Neuron-Firing

    Gibberd, A. & Cohen, E., 28/10/2018, 2018 52nd Asilomar Conference on Signals, Systems, and Computers. IEEE, p. 1220-1224 5 p.

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

  7. Published

    Stranded houses? The price effect of a minimum energy efficiency standard

    Ferentinos, K., Gibberd, A. & Guin, B., 30/04/2023, In: Energy Economics. 120, 19 p., 106555.

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

  8. Published

    Sparsity in the multivariate wavelet framework: A comparative study using epileptic electroencephalography data

    Gibberd, A. J. & Nelson, J., 1/12/2015, 2nd IET International Conference on Intelligent Signal Processing 2015 (ISP). 6 p.

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

  9. Published

    Sparse temporal disaggregation

    Mosley, L., Eckley, I. & Gibberd, A., 31/10/2022, In: Journal of the Royal Statistical Society: Series A Statistics in Society. 185, 4, p. 2203-2233 31 p.

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

  10. Published

    Regularized Estimation of Piecewise Constant Gaussian Graphical Models: The Group-Fused Graphical Lasso

    Gibberd, A. & Nelson, J. D. B., 19/06/2017, In: Journal of Computational and Graphical Statistics. 26, 3, p. 623-634 12 p.

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

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