Items where Author is "Gibberd, Alex"

Journal Article

Chan, Tak-Shing T. and Gibberd, Alex (2024) Feasible model-based principal component analysis : Joint estimation of rank and error covariance matrix. Computational Statistics and Data Analysis, 201: 108042. ISSN 0167-9473

Mosley, Luke and Chan, Tak-Shing and Gibberd, Alex (2024) The sparse dynamic factor model : a regularised quasi-maximum likelihood approach. Statistics and Computing, 34: 68. ISSN 0960-3174

Qiao, W and Bu, D. and Gibberd, Alex and Liao, Y and Wen, T and Li, E. (2023) When “time varying” volatility meets “transaction cost” in portfolio selection. Journal of Empirical Finance, 73. pp. 220-237. ISSN 0927-5398

Ferentinos, Konstantinos and Gibberd, Alex and Guin, Benjamin (2023) Stranded houses? : The price effect of a minimum energy efficiency standard. Energy Economics, 120: 106555. ISSN 0140-9883

Mosley, Luke and Eckley, Idris and Gibberd, Alex (2022) Sparse temporal disaggregation. Journal of the Royal Statistical Society: Series A Statistics in Society, 185 (4). pp. 2203-2233. ISSN 0964-1998

Cohen, Edward and Gibberd, Alex (2022) Wavelet Spectra for Multivariate Point Processes. Biometrika, 109 (3). 837–851. ISSN 0006-3444

Monti, Ricardo Pio and Gibberd, Alex and Roy, Sandipan and Nunes, Matthew and Lorenz, Romy and Leech, Robert and Ogawa, Takeshi and Kawanabe, Motoaki and Hyvärinen, Aapo (2020) Interpretable brain age prediction using linear latent variable models of functional connectivity. PLoS ONE, 15 (6): e0232296. ISSN 1932-6203

Nelson, James and Gibberd, Alex and Nafornita, Corina and Kingsbury, Nick (2018) The locally stationary dual-tree complex wavelet model. Statistics and Computing, 28 (6). pp. 1139-1154. ISSN 0960-3174

Chretien, Stephane and Gibberd, Alex and Roy, Sandipan (2018) Hedging parameter selection for basis pursuit. arXiv.

Contribution in Book/Report/Proceedings

Chan, Tak-Shing and Gibberd, Alex (2023) Identifying Metering Hierarchies with Distance Correlation and Dominance Constraints. In: Proceedings - 21st IEEE International Conference on Machine Learning and Applications, ICMLA 2022 :. 2022 21st IEEE International Conference on Machine Learning and Applications (ICMLA) . IEEE, BHS, pp. 1551-1558. ISBN 9781665462846

Gibberd, Alex and Cohen, Edward (2018) Temporally Smoothed Wavelet Coherence for Multivariate Point-Processes and Neuron-Firing. In: 2018 52nd Asilomar Conference on Signals, Systems, and Computers :. IEEE, pp. 1220-1224. ISBN 9781538692189

Gibberd, Alex and Noble, Jordan and Cohen, Edward (2018) Characterising Dependency in Computer Networks using Spectral Coherence. In: Proceedings of the International Conference on Time Series and Forecasting :. ITISE, ESP, pp. 1147-1157. ISBN 9788417293574

Thesis

Mosley, Luke and Gibberd, Alex (2023) High-Dimensional Methods for Timely and Interpretable Economic Statistics. PhD thesis, Lancaster University.