Volume 12, Issue 1

January 2002

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9 articles in this issue

It's been great—and the future looks even better
David J. Hand
Editorial Introduction Pages: 5 - 5
Editorial
R. Wayne Oldford
Editorial Board Pages: 7 - 7
Calculating the density and distribution function for the singly and doubly noncentral F
Ronald W. Butler
Marc S. Paolella
OriginalPaper Pages: 9 - 16
Over-relaxation methods and coupled Markov chains for Monte Carlo simulation
Piero Barone
Giovanni Sebastiani
Julian Stander
OriginalPaper Pages: 17 - 26
On Bayesian model and variable selection using MCMC
Petros Dellaportas
Jonathan J. Forster
Ioannis Ntzoufras
OriginalPaper Pages: 27 - 36
Option pricing under model and parameter uncertainty using predictive densities
F. O. Bunnin
Y. Guo
Y. Ren
OriginalPaper Pages: 37 - 44
Wavelet packet transfer function modelling of nonstationary time series
Guy P. Nason
Theofanis Sapatinas
OriginalPaper Pages: 45 - 56
Numerical maximum likelihood estimation for the g-and-k and generalized g-and-h distributions
G. D. Rayner
H. L. MacGillivray
OriginalPaper Pages: 57 - 75
Marginal maximum a posteriori estimation using Markov chain Monte Carlo
Arnaud Doucet
Simon J. Godsill
Christian P. Robert
OriginalPaper Pages: 77 - 84

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