Research papers listed below are voluntarily deposited by a researcher in the Department of Statistics and Actuarial Science, with the series number reflecting the Year and Month of submission. If you would like to connect with the author(s) of one of these papers, visit our contact pages.
2026-04-005: Yanxin Liu and Kenneth Q. Zhou. The Long Shadow of Pandemic: Understanding the lingering effects of cause-specific mortality shocks.
2026-04-004: Xiyue Han and Alexander Schied. Estimating the roughness exponent of stochastic volatility from discrete observations of the realized variance.
2026-04-003: Xiyue Han and Alexander Schied. Universal portfolios in continuous time: an approach in pathwise Itô calculus.
2026-04-002: Peng Liu and Alexander Schied. Lambda Value-at-Risk under ambiguity and risk sharing
2026-04-001: Yang Liu, Alexander Schied, and Zhenyu Shen. Dynamic Lagrange Multipliers in a Non-concave Utility Framework.
2025-03-011: Z. Ziang, et al. Model-based Smoothing with Integrated Wiener Processes and Overlapping Splines.
2025-03-010: D. Li, et al. Poisson Cluster Process Models for Detecting Ultra-Diffuse Galaxies.
2025-03-009: S. Perrault, et al. Case-crossover designs and overdispersion with application in air pollution epidemiology.
2025-03-008: B. Bilodeau*, A. Stringer*, Y. Tang*. Stochastic Convergence Rates and Applications of Adaptive Quadrature in Bayesian Inference.
2025-03-007: A. Stringer, et al. Semi-parametric benchmark dose analysis with monotone additive models.
2025-03-006: A. Stringer: Exact Gradient Evaluation for Adaptive Quadrature Approximate Marginal Likelihood in Mixed Models for Grouped Data.
2025-03-005: B. Bilodeau*, A. Stringer*, Y. Tang*. Asymptotics of numerical integration for two-level mixed models.
2025-03-004: A. Stringer. Inference for generalized additive mixed models via penalized marginal likelihood.
2025-03-003: Seamus Somerstep, et al. CARROT: A Cost Aware Rate Optimal Router.
2025-03-002: Jingyue Huang, Changbao Wu and Leilei Zeng. Pseudo Empirical Likelihood Methods for Causal Inference.
2025-03-001: Jingyue Huang, Changbao Wu and Leilei Zeng. Sample Empirical Likelihood Methods for Causal Inference.