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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 ORCID: 0000-0002-9731-1766 and Hadri, Kaddour
(2008)
Maximum likelihood estimation of higher‐order integer‐valued autoregressive processes.
Journal of Time Series Analysis, 29 (6).
pp. 973-994.
Bu, Ruijun ORCID: 0000-0002-3947-3038 and McCabe, Brendan ORCID: 0000-0002-9731-1766
(2008)
Model selection, estimation and forecasting in INAR(p) models: A likelihood-based Markov Chain approach.
International Journal of Forecasting, 24 (1).
pp. 151-162.
Rao, Yao ORCID: 0000-0003-1341-3456 and McCabe, Brendan ORCID: 0000-0002-9731-1766
(2016)
Real-time surveillance for abnormal events: the case of influenza outbreaks.
STATISTICS IN MEDICINE, 35 (13).
pp. 2206-2220.
Rao, Yao ORCID: 0000-0003-1341-3456, Harris, David and McCabe, Brendan ORCID: 0000-0002-9731-1766
(2022)
A semi-parametric integer-valued autoregressive model with covariates.
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS, 71 (3).
pp. 495-516.