Browsing by Author Chan, Jennifer

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Issue DateTitleAuthor(s)Citation
2008Analysis of covariance structures in time seriesChan, Jennifer; Choy, S.T. Boris; Mathematics & StatisticsAnalysis of covariance structures in time series, Journal of Data Science, vol.6, 4, 2008,pp 573-589
2015Autoregressive conditional duration model with an extended weibull error distributionChan, Jennifer; Choy, Sai Tsang Boris; Yatigammana, Rasika; Mathematics & Statistics; Business Analytics; Business AnalyticsAutoregressive conditional duration model with an extended weibull error distribution, Studies in Computational Intelligence, vol.622, N/A, 2015,pp 83-107
2016Autoregressive Conditional Duration Model with an Extended Weibull Error DistributionChan, Jennifer; Choy, Sai Tsang Boris; Yatigammana, Rasika; Mathematics & Statistics; Business Analytics; Business AnalyticsAutoregressive Conditional Duration Model with an Extended Weibull Error Distribution in Causal Inference in Econometrics, Springer, 2016, pp. 83-107
2016Bayesian analysis of Cannabis offences using generalized Poisson geometric process model with flexible dispersionChan, Jennifer; Wan, Wai Yin; Mathematics & StatisticsBayesian analysis of Cannabis offences using generalized Poisson geometric process model with flexible dispersion, Journal of Statistical Computation and Simulation, vol.86, 16, 2016,pp 3315-3336
2007Bayesian analysis of constant elasticity of variance modelsChan, Jennifer; Choy, S.T. Boris; Lee, Anna B W; Mathematics & StatisticsBayesian analysis of constant elasticity of variance models, Applied Stochastic Models In Business And Industry, vol.23,(1),2007,pp 83-96
2013Bayesian analysis of loss reserving using dynamic models with generalized beta distributionChan, Jennifer; Dong, Xiaodan; Mathematics & Statistics; Mathematics & StatisticsBayesian analysis of loss reserving using dynamic models with generalized beta distribution, Insurance: Mathematics and Economics, vol.53, N/A, 2013,pp 355-365
2011Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributionsChan, Jennifer; Wan, Wai; Mathematics & Statistics; Mathematics & StatisticsBayesian analysis of robust Poisson geometric process model using heavy-tailed distributions, Computational Statistics & Data Analysis, vol.55, 1, 2011,pp 687-702
2011Bayesian approach to analysing longitudinal bivariate binary data with informative dropoutChan, Jennifer; Wan, Wai; Mathematics & Statistics; Mathematics & StatisticsBayesian approach to analysing longitudinal bivariate binary data with informative dropout, Computational Statistics, vol.26, 1, 2011,pp 121-144
2012A Bayesian conditional autoregressive geometric process model for range dataChan, Jennifer; Choy, Boris; Lam, Connie; Chen, Cathy W S; Yu, Philip L. H.; Mathematics & Statistics; Business Analytics; Mathematics & StatisticsA Bayesian conditional autoregressive geometric process model for range data, Computational Statistics and Data Analysis, vol.56, 11, 2012,pp 3006-3019
2016Bayesian informative dropout model for longitudinal binary data with random effects using conditional and joint modeling approachesChan, Jennifer; Mathematics & StatisticsBayesian informative dropout model for longitudinal binary data with random effects using conditional and joint modeling approaches, Biometrical Journal, vol.58, 3, 2016,pp 549-569
2010Binary geometric process model for the modeling of longitudinal binary data with trendChan, Jennifer; Leung, Doris Y P; Mathematics & StatisticsBinary geometric process model for the modeling of longitudinal binary data with trend, Computational Statistics, vol.25, N/A,pp 505-536
2011A comparison of estimators for regression models with change pointsChan, Jennifer; Gerlach, Richard; Chen, Cathy W S; Hsieh, William; Mathematics & Statistics; Operations Management and EconometricsA comparison of estimators for regression models with change points, Statistics and Computing, vol.21, 3, 2011,pp 395-414
2017Efficient modelling and forecasting with range based volatility models and its applicationAllen, David; Chan, Jennifer; Peiris, Mahatelge Shelton; Ng, K H; Ng, Kooi Huat; Mathematics & Statistics; Mathematics & Statistics; Mathematics & StatisticsEfficient modelling and forecasting with range based volatility models and its application, North American Journal of Economics and Finance, vol.42, N/A, 2017,pp 448-460
2014An Innovative Financial Time Series Model: The Geometric Process ModelChan, Jennifer; Choy, Sai Tsang Boris; Lam, Connie; Mathematics & Statistics; Business Analytics; Mathematics & StatisticsAn Innovative Financial Time Series Model: The Geometric Process Model in Modeling Dependence in Econometrics, Springer, 2014, pp. 81-99
2014Modeling Electricity Price Using A Threshold Conditional Autoregressive Geometric Process Jump ModelChan, Jennifer; Choy, Sai Tsang Boris; Lam, Connie; Mathematics & Statistics; Business Analytics; Mathematics & StatisticsModeling Electricity Price Using A Threshold Conditional Autoregressive Geometric Process Jump Model, Communications in Statistics - Theory and Methods, vol.43, 10-12, 2014,pp 2505-2515
2013Modelling Stochastic Volatility using Generalized t distributionChan, Jennifer; Choy, Boris; Wang, Joanna; Mathematics & Statistics; Business Analytics; Mathematics & StatisticsModelling Stochastic Volatility using Generalized t distribution, Journal of Statistical Computation and Simulation, vol.83, 2, 2013,pp 340-354
2014Multivariate generalized Poisson geometric process model with scale mixtures of normal distributionsChan, Jennifer; Wan, Wai; Mathematics & Statistics; Mathematics & StatisticsMultivariate generalized Poisson geometric process model with scale mixtures of normal distributions, Journal of Multivariate Analysis, vol.127, N/A, 2014,pp 72-87
2009A New Approach for Handling Longitudinal Count Data with Zero-Inflation and Overdispersion: Poisson Geometric Process ModelChan, Jennifer; Wan, Wai; Mathematics & Statistics; Mathematics & StatisticsA New Approach for Handling Longitudinal Count Data with Zero-Inflation and Overdispersion: Poisson Geometric Process Model, Biometrical Journal, vol.51,(4),2009,pp 556-570
2009Nonignorable dropout models for longitudinal binary data with random effects: An application of Monte Carlo approximation through the Gibbs outputChan, Jennifer; Choy, Sai Tsang Boris; Wan, Wai; Leung, Doris Y P; Mathematics & Statistics; Business Analytics; Mathematics & StatisticsNonignorable dropout models for longitudinal binary data with random effects: An application of Monte Carlo approximation through the Gibbs output, Computational Statistics and Data Analysis, vol.53, 12, 2009,pp 4530-4545
2014A Poisson geometric process approach for predicting drop-out and committed first-time blood donorsChan, Jennifer; Wan, W Y; Yu, Philip L. H.; Mathematics & StatisticsA Poisson geometric process approach for predicting drop-out and committed first-time blood donors, Journal of Applied Statistics, vol.41, 7, 2014,pp 1486-1503