James, Lancelot F.
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2

Stochastic volatility models based on OU-Gamma time change 

, In: Journal of business & economic statistics
theory and estimation 
Copies: Zentrale;
 
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3

Stochastic Volatility Models Based on OU-Gamma Time Change:..:

James, Lancelot F. ; Müller, Gernot ; Zhang, Zhiyuan
Journal of Business & Economic Statistics.  36 (2018)  1 - p. 75-87 , 2018
 
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BAYESIAN POISSON CALCULUS FOR LATENT FEATURE MODELING VIA G..:

James, Lancelot F.
The Annals of Statistics.  45 (2017)  5 - p. 2016-2045 , 2017
 
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5

Stochastic Volatility Models Based on OU-Gamma Time Change:..:

James, Lancelot F. ; Müller, Gernot ; Zhang, Zhiyuan
Journal of Business & Economic Statistics.  36 (2017)  1 - p. 75-87 , 2017
 
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7

QUANTILE CLOCKS:

James, Lancelot F. ; Zhang, Zhiyuan
The Annals of Applied Probability.  21 (2011)  5 - p. 1627-1662 , 2011
 
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The double CFTP method:

Devroye, Luc ; James, Lancelot F.
ACM Transactions on Modeling and Computer Simulation.  21 (2011)  2 - p. 1-20 , 2011
 
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The double CFTP method:

Devroye, Luc ; James, Lancelot F.
ACM Transactions on Modeling and Computer Simulation (TOMACS).  21 (2011)  2 - p. 1-20 , 2011
 
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13

LAMPERTI-TYPE LAWS:

James, Lancelot F.
The Annals of Applied Probability.  20 (2010)  4 - p. 1303-1340 , 2010
 
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