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Number of items: 4.


Apps, EM
(2018) Assessing the Impact of Risk Contagion on Value-at-Risk and the Alternative Application of a Bayesian Factor Based Approach. PhD thesis, University of Liverpool.


Bu, Ruijun ORCID: 0000-0002-3947-3038, McCabe, Brendan and Hadri, Kaddour
(2008) Maximum likelihood estimation of higher-order integer-valued autoregressive processes. Journal of Time Series Analysis, 29 (6). 973 - 994.


Bu, Ruijun ORCID: 0000-0002-3947-3038 and McCabe, Brendan
(2008) Model selection, estimation and forecasting in INAR(p) models: A likelihood-based Markov Chain approach. International Journal of Forecasting, 24 (1). 151 - 162.


Rao, Yao ORCID: 0000-0003-1341-3456 and McCabe, Brendan
(2016) Real-time surveillance for abnormal events: the case of influenza outbreaks. STATISTICS IN MEDICINE, 35 (13). 2206 - 2220.

This list was generated on Thu Nov 19 20:45:10 2020 GMT.