Publication Search Results
Exact matches for:
- Author = Finlay R [web profile page]
1.
Finlay R, Seneta E
Richard Finlay and Eugene Seneta:
A scalar-valued infinitely divisible random field with Pólya autocorrelation,
Statistics and Probability Letters,
122
(2017),
141–146.
2.
Finlay R, Seneta E
Richard Finlay and Eugene Seneta:
Random Fields with Pólya Correlation Structure,
Journal of Applied Probability,
51
(2014),
1037–1050.
3.
Finlay R, Seneta E, Wang D
Richard Finlay, Eugene Seneta and Dingcheng Wang:
An inverse gamma activity time process with noninteger parameters and a self-similar limit,
Journal of Applied Probability,
49
(2012),
no. 2,
441–450.
MR2994726
4.
Finlay R, Seneta E
Richard Finlay, Eugene Seneta:
A Generalized Hyperbolic model for a risky asset with dependence,
Statistics and Probability Letters,
82
(2012),
2164–2169.
MR2979752
5.
Finlay R, Fung T, Seneta E
Richard Finlay, Thomas Fung, Eugene Seneta:
Autocorrelation Functions,
International Statistical Review,
79
(2011),
no. 2,
255–271.
6.
Finlay R, Seneta E
Richard Finlay and Eugene Seneta:
Option pricing with VG-like Models,
International Journal of Theoretical and Applied Finance,
11
(2008),
no. 8,
943–955.
MR2492088
7.
Finlay R, Seneta E
Richard Finlay and Eugene Seneta:
Stationary-Increment Variance-Gamma and \(t\) Models: Simulation and Parameter Estimation.,
International Statistical Review,
76
(2008),
no. 2,
167–186.
8.
Finlay R, Seneta E
Richard Finlay and Eugene Seneta:
A Gamma activity time process with noninteger parameter and self-similar limit,
Journal of Applied Probability,
44
(2007),
no. 3,
950–959.
MR2382937
9.
Finlay R, Seneta E
Richard Finlay and Eugene Seneta:
Stationary-increment student and variance-gamma processes,
Journal of Applied Probability,
43
(2006),
441–453.
MR2248575
| Number of matches: 9 |