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Research

Dr Alex Gibberd

Lecturer in Statistics

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  1. Journal article
  2. 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

  3. 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

  4. 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

  5. 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

  6. 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

  7. Published

    Interpretable brain age prediction using linear latent variable models of functional connectivity

    Monti, R. P., Gibberd, A., Roy, S., Nunes, M., Lorenz, R., Leech, R., Ogawa, T., Kawanabe, M. & Hyvärinen, A., 10/06/2020, In: PLoS ONE. 15, 6, 25 p., e0232296.

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

  8. E-pub ahead of print

    Consistent multiple changepoint estimation with fused Gaussian graphical models

    Gibberd, A. & Roy, S., 17/03/2020, (E-pub ahead of print) In: Annals of the Institute of Statistical Mathematics. 27 p.

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

  9. 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

  10. Published

    Hedging parameter selection for basis pursuit

    Chretien, S., Gibberd, A. & Roy, S., 4/05/2018, In: arXiv. 12 p.

    Research output: Contribution to Journal/Magazine › Journal article

  11. 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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