Applied Mathematics and Quantitative Methods list of working papers 2009
(please click on paper's number to read the abstracts)


Other Papers are available here

Working Paper
Author
Subject
6/09

R.T. Baillie, C. Morana

Investigating Inflation Dynamics and Structural Change with an Adaptive ARFIMA Approach (Download)
22/09 A. Lijoi, I. Pruenster
Distributional Properties of means of Random Probability Measures (Download), (Published in Statistics Surveys, 3, 2009, 47-95).
23/09 A. Lijoi, I. Pruenster Models Beyond the Dirichlet Process (Download), (Published in "Bayesian Nonparametrics", Hjort, N.L., Holmes, C.C., Müller, P. Walker, S.G. Eds., Cambridge University Press, 2010, 80-136).
25/09 R. H. Mena, S. G. Walker
On a Construction of Markov Models in Continuous Time (Download)
26/09 R. H. Mena, M. Ruggiero, S. G. Walker Geometric Stick-Breaking Processes for Continuous-Time Nonparametric Modeling (Download)