Gareth W. Peters

Available identifiers

zbMath Open peters.gareth-williamMaRDI QIDQ654836

List of research outcomes

Publication	Date of Publication	Type
Statistical causality for multivariate nonlinear time series via Gaussian process models	2023-02-17	Paper
Dynamic quantile function models	2022-09-30	Paper
Bayesian Spatial Field Reconstruction With Unknown Distortions in Sensor Networks	2022-09-23	Paper
Cyber risk frequency, severity and insurance viability	2022-09-14	Paper
Stochastic measure distortions induced by quantile processes for risk quantification and valuation	2021-12-10	Paper
Option pricing with polynomial chaos expansion stochastic bridge interpolators and signed path dependence	2021-11-15	Paper
Asymptotic distribution of the score test for detecting marks in Hawkes processes	2021-11-11	Paper
Privacy considerations in participatory data collection via spatial Stackelberg incentive mechanisms	2021-11-09	Paper
Multiple barrier-crossings of an Ornstein-Uhlenbeck diffusion in consecutive periods	2021-10-06	Paper
Efficient and accurate evaluation methods for concordance measures via functional tensor characterizations of copulas	2021-01-18	Paper
MULTIVARIATE LONG-MEMORY COHORT MORTALITY MODELS	2020-02-03	Paper
Quantile Diffusions for Risk Analysis	2019-12-23	Paper
Understanding the interplay between covariance forecasting factor models and risk‐based portfolio allocations in currency carry trades	2019-05-28	Paper
Spatial Field Reconstruction and Sensor Selection in Heterogeneous Sensor Networks With Stochastic Energy Harvesting	2019-02-12	Paper
Parameter Estimation in Sensor Networks Under Probabilistic Censoring	2019-02-08	Paper
Efficient Sequential Monte-Carlo Samplers for Bayesian Inference	2019-02-07	Paper
A Bayesian Perspective on Multiple Source Localization in Wireless Sensor Networks	2019-02-07	Paper
Liquidity commonality does not imply liquidity resilience commonality: a functional characterisation for ultra-high frequency cross-sectional LOB data	2018-09-19	Paper
Random Field Reconstruction With Quantization in Wireless Sensor Networks	2018-08-22	Paper
Distributed Detection in Sensor Networks Over Fading Channels With Multiple Antennas at the Fusion Centre	2018-08-22	Paper
Estimation of Spatially Correlated Random Fields in Heterogeneous Wireless Sensor Networks	2018-08-22	Paper
Event Detection in Wireless Sensor Networks in Random Spatial Sensors Deployments	2018-08-22	Paper
Channel Estimation in OFDM Systems With Unknown Power Delay Profile Using Transdimensional MCMC	2018-07-09	Paper
Bayesian Symbol Detection in Wireless Relay Networks via Likelihood-Free Inference	2018-07-09	Paper
RISK MARGIN QUANTILE FUNCTION VIA PARAMETRIC AND NON-PARAMETRIC BAYESIAN APPROACHES	2018-06-04	Paper
Some recent developments in Markov Chain Monte Carlo for cointegrated time series	2018-03-07	Paper
Tensor approximation of generalized correlated diffusions and functional copula operators	2018-03-01	Paper
Full Bayesian analysis of claims reserving uncertainty	2017-11-23	Paper
Capacity Bounds for Additive Symmetric $\alpha $ -Stable Noise Channels	2017-10-19	Paper
Optimal exercise strategies for operational risk insurance via multiple stopping times	2017-08-14	Paper
Model selection and adaptive Markov chain Monte Carlo for Bayesian cointegrated VAR models	2016-02-11	Paper
Bayesian cointegrated vector autoregression models incorporating \(\alpha\)-stable noise for inter-day price movements via approximate Bayesian computation	2016-02-08	Paper
Sequential Monte Carlo samplers for capital allocation under copula-dependent risk models	2015-05-26	Paper
A copula based Bayesian approach for paid-incurred claims models for non-life insurance reserving	2015-02-03	Paper
Calibration and filtering for multi factor commodity models with seasonality: incorporating panel data from futures contracts	2015-01-28	Paper
Parameter Estimation for Hidden Markov Models with Intractable Likelihoods	2014-12-09	Paper
An Introduction to Stochastic Particle Integration Methods: With Applications to Risk and Insurance	2014-10-31	Paper
Feynman-Kac Particle Integration with Geometric Interacting Jumps	2013-10-18	Paper
Likelihood-free Bayesian inference for \(\alpha\)-stable models	2012-12-30	Paper
On sequential Monte Carlo, partial rejection control and approximate Bayesian computation	2012-12-07	Paper
Chain ladder method: Bayesian bootstrap versus classical bootstrap	2012-02-10	Paper
Analytic loss distributional approach models for operational risk from the \(\alpha\)-stable doubly stochastic compound processes and implications for capital allocation	2011-12-21	Paper
Impact of insurance for operational risk: is it worthwhile to insure or be insured for severe losses?	2011-08-01	Paper
Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models	2011-01-20	Paper
Sharp Propagation of Chaos Estimates for Feynman–Kac Particle Models	2007-10-19	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Gareth W. Peters