- Research Activities Nalini Ravishanker
- Corrections in A First Course in Linear Model Theory by Ravishanker and Dey
- Corrections in A First Course in Linear Model Theory by Ravishanker and Dey
- Pricing for Volatility Risk in Long Term Care Guy Rolland Rasoanaivo, Jeyaraj Vadiveloo, Charles Vinsonhaler and
- Bayesian Modeling of ARFIMA Processes by Markov Chain Monte Carlo Methods
- Exact Likelihood Function Forms for an ARFIMA Process
- Bayesian Inference for Vector ARMA models with Stable Innovations Zuqiang Qiou
- A DYNAMIC LINEAR MODEL APPROACH FOR COMPOSITIONAL TIME SERIES ANALYSIS
- Multivariate Survival Analysis with Positive Stable Zuqiang Qiou
- Multivariate Survival Models with a Mixture of Positive Stable NALINI RAVISHANKER
- Frailty Models with Multivariate Survival Data Madhuja Mallick and Nalini Ravishanker
- DIFFERENTIAL GEOMETRY OF ARFIMA PROCESSES Nalini Ravishanker
- Lectures for STAT280/380 Applied Time Series
- ST235: Fall 2002. Solution to Exam 1 1(a) N has a Geometric(0.2) distribution, so that E(N) = 1/p = 1/0.2 = 5
- ST235: Fall 2002. Solution to Exam 2 1(a) P(T4 < T1) = /2 = 1/2, since T1 and T4 have independent exponential
- Corrections in text in Chapter 7 1. In property 2 of Result 7.1.2, replace 0
- Monte Carlo EM Estimation for Multivariate Stable Distributions
- Bayesian Inference for Time series with In nite Variance Stable Innovations
- BAYESIAN ANALYSIS OF AUTOREGRESSIVE FRACTIONALLY INTEGRATED MOVING AVERAGE PROCESSES
- A Review of Probability Distributions 1. Normal distribution. The pdf of the normal distribution with mean
- Bayesian Analysis of Multivariate ARFIMA Processes Nalini Ravishanker
- A Note on Matrix multiplication. For arbitrary matrices A and B of respective dimensions m n and n p,
- ST235: Some Examples in Queueing 1. M/M/1 Queue: See Example 6.5. This is a queue with exponential inter-
- Linear Model theory plays a fundamental role in the foundation of mathemat-ical and applied statistics. It has a base in distribution theory and statistical
- Corrections in A First Course in Linear Model Theory by Ravishanker and Dey
- ST235: A Note on Poisson Processes Definition 1 of a PP: A stochastic process {N(t), t 0} is a PP with rate
- Corrections in text in Chapter 4 1. p. 96: line 6, in the last row of the X # matrix, change ``n'' to ``N ''.
- ST235: Some Applications of Brownian Motion in Pricing Stock The Black-Scholes optionn pricing formula helps us to study the experiment
- Spectrum Based Techniques for Clustering Financial Time Series
- COMPOSITIONAL TIME SERIES ANALYSIS OF MORTALITY PROPORTIONS
- A First Course in Linear Model Theory Nalini Ravishanker Dipak K. Dey
- ST280/380: Template Exam 1. The following output is based on a regression of Y on independent vari-
- Bayesian Prediction for Vector ARFIMA Processes Nalini Ravishanker
- Inference for Long Memory Time Series with Application to Weather Derivatives Pricing
- Corrections in text in Chapters 13 1. p. 40, line -3: Also, since X is nonsingular...
- Analysis of the error in using insurance mortality to price long term care products
- STAT4825/5825: Applied Time Series Spring 2012 Time and Place: Tu Th 12:30 -2:00 pm; CLAS 202
