• Publications
  • Influence
A Formation Mechanism for Catalytically Grown Helix-Shaped Graphite Nanotubes
The concept of a spatial-velocity hodograph is introduced to describe quantitatively the extrusion of a carbon tubule from a catalytic particle. The conditions under which a continuous tubularExpand
  • 792
  • 7
A Bayesian approach to bandwidth selection for multivariate kernel density estimation
TLDR
We provide Markov chain Monte Carlo (MCMC) algorithms for estimating optimal bandwidth matrices for multivariate kernel density estimation that is applicable to data of any dimension. Expand
  • 147
  • 6
  • PDF
A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
Multivariate kernel regression is an important tool for investigating the relationship between a response and a set of explanatory variables. It is generally accepted that the performance of a kernelExpand
  • 54
  • 5
  • PDF
The blue stragglers formed via mass transfer in old open clusters
In this paper, we present the simulations for the primordial blue stragglers in the old open cluster M 67 based on detailed modelling of the evolutionary processes. The principal aim is to discussExpand
  • 46
  • 5
  • PDF
A class of nonlinear stochastic volatility models and its implications for pricing currency options
TLDR
A class of stochastic volatility (SV) models is proposed by applying the Box-Cox transformation to the volatility equation, including the well-known lognormal (LN) SV model. Expand
  • 47
  • 4
  • PDF
Assessment of Local Influence in GARCH Processes
This paper investigates the problem of assessing local influence of small perturbations in GARCH processes. First, we examine the local influence on the Lagrange multiplier (LM) statistic. Second, weExpand
  • 25
  • 3
Box-Cox stochastic volatility models with heavy-tails and correlated errors
This paper presents a Markov chain Monte Carlo (MCMC) algorithm to estimate parameters and latent stochastic processes in the asymmetric stochastic volatility (SV) model, in which the Box-CoxExpand
  • 31
  • 3
  • PDF
Influence Diagnostics in Generalized Autoregressive Conditional Heteroscedasticity Processes
Influence diagnostics have become important tools for statistical analysis since the seminal work by Cook. In this article we present a curvature-based directional diagnostic, set up based on theExpand
  • 34
  • 3
Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC
We provide Markov chain Monte Carlo (MCMC) algorithms for computing the bandwidth matrix for multivariate kernel density estimation. Our approach is based on treating the elements of the bandwidthExpand
  • 40
  • 2
  • PDF
Implementation of cuff-less continuous blood pressure measurement system based on Android
TLDR
We implement a cuff-less continuous blood pressure monitoring device, which is consisted of two acquisition nodes and an Android smart-phone. Expand
  • 17
  • 2