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- A. S. Hurn, J. Jeisman, K. A. Lindsay
- 2006

Maximum-likelihood estimates of the parameters of stochastic differential equations are consistent and asymptotically efficient, but unfortunately difficult to obtain if a closed form expression forâ€¦ (More)

- K. A. Lindsay, E G Wheldon, Charles Deehan, T. E. Wheldon
- The British journal of radiology
- 2001

Radiobiological modelling of the risk of radiation-induced tumours following high dose radiation implies a general form for the dose-response relationship. Generally, risk will rise with radiationâ€¦ (More)

- K. A. Lindsay, David J. Maxwell, J. R. Rosenberg, Gayle Tucker
- Mathematical biosciences
- 2007

Quantitative models for characterising the detailed branching patterns of dendritic trees aim to explain these patterns either in terms of growth models based on principles of dendritic developmentâ€¦ (More)

- R Altenberger, K. A. Lindsay, J. M. Ogden, J. R. Rosenberg
- Journal of neuroscience methods
- 2001

By solving the partial differential equations for an axonal segment using a finite element method, the interaction between membrane kinetics and axonal inhomogeneities, measured by their influence onâ€¦ (More)

During periods of market stress, electricity prices can rise dramatically. This paper treats these abnormal episodes or price spikes as count events and attempts to build a model of the spikingâ€¦ (More)

This paper develops a quasi-maximum likelihood (QML) procedure for estimating the parameters of multi-dimensional stochastic differential equations. The transitional density is taken to be aâ€¦ (More)

Finding the minimum of an objective function, such as a least squares or negative log-likelihood function, with respect to the unknown model parameters is a problem often encountered in econometrics.â€¦ (More)

- E G Wheldon, K. A. Lindsay, T. E. Wheldon
- International journal of radiation biology
- 2000

PURPOSE
To investigate the role of cellular repopulation in the dose-response relationship for radiation carcinogenesis resulting from high doses of radiation.
METHOD
A two-stage mathematical modelâ€¦ (More)

This paper describes a maximum likelihood method for estimating the parameters of Hestonâ€™s model of stochastic volatility using data on an underlying market index and the prices of options written onâ€¦ (More)

- A. S. Hurn, J. Jeisman, K. A. Lindsay
- 2005

Maximum likelihood (ML) estimates of the parameters of SDEs are consistent and asymptotically efficient, but unfortunately difficult to obtain if a closed form expression for the transitionalâ€¦ (More)