Journal Articles

  1. Currency exchange rate forecasts using quantile regression.. International Journal of Social, Behavioral, Educational, Economic, Business and Industrial Engineering 10(5), 1449-1452.
  2. A comparative study of monotone quantile regression methods for financial returns. International Journal of Theoretical and Applied Finance 19(3), 1650016-[16 pages].
  3. A General Quantile Function Model for Economic and Financial Time Series. Econometric Reviews 35(7), 1173-1193.
  4. Forecasting for Financial Stock Returns Using a Quantile Function Model. World Academy of Science, Engineering and Technology 9(9), 753-756.
  5. & Estimation of Non-Crossing Quantile Regression Curves. Australian & New Zealand Journal of Statistics 57(1), 139-162.
  6. & Wild state secrets: ultra-sensitive measurement of micro-movement can reveal internal processes in animals. Frontiers in Ecology and the Environment 12(10), 582-587.
  7. & Love Thy Neighbour: Automatic Animal Behavioural Classification of Acceleration Data Using the K-Nearest Neighbour Algorithm. PLoS ONE 9(2), e88609
  8. & Combining Forecasts via Simulations. Communications in Statistics - Simulation and Computation 43(6), 1318-1332.
  9. & A simulation method for finite non-stationary time series. Journal of Statistical Computation and Simulation 84(7), 1563-1579.
  10. & A quantile double AR model: estimation and forecasting. Journal of Forecasting 32-560.
  11. & Modelling beach-structure interaction using a Heaviside technique: application and validation.. Journal of Coastal Research, Special Issue(65), 410-415.
  12. Quantile function models for survival data analysis. Australian and New Zealand Journal of Statistics 55, 155-172.
  13. & Structural damage detection using quantile regression. Journal of Civil Structural Health Monitoring 3-31.
  14. & Extreme value prediction via a quantile function model. Coastal Engineering 77-98.
  15. & Statistical prediction of coastal and estuarine evolution. 'International Conference of Coastal Engineering 2012, USA 1(33)-133.
  16. & A new Bayesian approach to quantile autoregressive time series model estimation and forecasting. Journal of Time Series Analysis 33(4), 684-698.
  17. & A simple bootstrap method for time serie. Communications in Statistics – Simulation and Computation 41, 621-631.
  18. & Minimum sample size determination for generalized extreme value distribution.. Communications in Statistics – Simulation and Computation 40, 99-110.
  19. Multivariate time series simulation. Journal of Time Series Analysis 32(5), 566-679.
  20. & Barefoot statistician. Significance 7, 182-184.
  21. Multivariate quantile function models. Statistica Sinica 20(2), 481-496.
  22. Forecasting for quantile self-exciting threshold autoregressive time series models. Biometrika 97(1), 199-208.
  23. & Bayesian nonparametric quantile regression using splines. Computational Statistics and Data Analysis 54(4), 1138-1150.
  24. Polynomial power-Pareto quantile function models. Extremes 13(3), 291-314.
  25. Autoregression with non-Gaussian Innovations. Journal of Time Series Econometrics 1(2), 2-19.
  26. & Automated threshold selection methods for extreme wave analysis. Coastal Engineering 56, 1013-1021.
  27. & Quantile self-exciting threshold autoregressive time series models. journal of time series analysis 29(1), 186-202.
  28. & Statistical simulation of flood variables: incorporating short-term sequencing. Journal of Flood Risk Management 1(1), 3-10.
  29. A quantile approach to US GNP. Economic Modelling 24-979.
  30. A Non-monotone CFTP perfect simulation method. Statistica Sinica 15, 927-943.
  31. A forecasting procedure for nonlinear autoregressive time series models. Journal of Forecasting 24-351.
  32. Teaching Statistics using Adopted Textbooks?. MSOR Connections 5-2.
  33. Convergence Theory of a Numerical Method for Solving. SIAM Journal on Numerical Analysis 40-2351.
  34. & A Simple Diagnostic Method of Outlier Detection for Stationary Gaussian Time Series. Journal of Applied Statistics 30, 205-223.
  35. Monitoring the parameter changes in general ARIMA time series models. Journal of Applied Statistics 30-1001.
  36. & Perfect simulation for correlated poisson random variables conditioned to be positive. Statistics and Computing 12, 229-243.
  37. & Bayesian inference for ion channel gating mechanisms directly from single channel recordings, using Markov chain Monte Carlo.. Proceedings of the Royal society of London Series A - Mathematical Physical and Engineering Sciences 455-2932.
  38. An adaptive quasi-Newton method employing direct secant L-updates of matrix factorizations for solving the system of nonlinear equation. Numerical Mathematics 5(1)-30.

Book Chapters

  1. How rates of convergence for gibbs fields depend on the interaction and the kind of scanning used. In Zhenting Hou, Jerzy A. Filar and Anyue Chen (Ed.), Markov Process and Controlled Markov Chains. -498).