Robert Rigby

London Metropolitan University

166-220 Holloway Road

London EC3N 2EY, N7 8HN

United Kingdom

SCHOLARLY PAPERS

8

DOWNLOADS

615

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (8)

1.

Markov-Switching Multifractal Models within GAMLSS

26th International Workshop on Statistical Modelling (IWSM), 2011
Number of pages: 4 Posted: 13 Apr 2011
London Metropolitan University - Department of Computing, Communications Technology & Mathematics (CCTM), London Metropolitan University, London Metropolitan University and ABM Analytics Ltd
Downloads 277 (118,032)

Abstract:

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Markov-Switching Multifractal models, GAMLSS; oil returns

2.

Beyond Location and Dispersion Models: The Generalized Structural Time Series Model with Applications

Number of pages: 33 Posted: 13 Mar 2015
London Metropolitan University - Department of Computing, Communications Technology & Mathematics (CCTM), London Metropolitan University, London Metropolitan University, ABM Analytics Ltd and Erasmus University Rotterdam (EUR) - Erasmus Medical Center (MC)
Downloads 139 (222,665)
Citation 2

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non-Gaussian parameter-driven time series, fast local estimation algorithm, time-varying skewness, time-varying kurtosis.

3.

Forecasting Film Revenues Using GAMLSS

26th International Workshop on Statistical Modelling (IWSM), València, 2011
Number of pages: 6 Posted: 13 Mar 2011 Last Revised: 11 Apr 2011
London Metropolitan University, London Metropolitan University, London Metropolitan University, London Metropolitan Business School and ABM Analytics Ltd
Downloads 108 (268,740)
Citation 1

Abstract:

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GAMLSS, film revenues, box-office revenues

4.

Estimation of Nonparametric Density from Sparse Summary Information: Densities of Undiscovered Oil

USAEE Working Paper No. 13-124
Number of pages: 10 Posted: 10 May 2013
Erasmus University Rotterdam (EUR) - Erasmus Medical Center (MC), ABM Analytics Ltd, London Metropolitan University and London Metropolitan University
Downloads 51 (410,456)

Abstract:

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nonparametric density, smoothing penalties, constraint-based

5.

Exploring the Production of Natural Gas Using ACEGES

Number of pages: 24 Posted: 21 May 2012
ABM Analytics Ltd, Nagasaki University, London Metropolitan University and London Metropolitan University
Downloads 40 (452,774)

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natural gas production, natural gas scenario generation, ACEGES, GAMLSS, expectile smoothing

6.

Modelling Skewness and Kurtosis with the Bcpe Density in Gamlss

Journal of Applied Statistics, 2012
Posted: 10 Jan 2012
ABM Analytics Ltd, London Metropolitan University, London Metropolitan University, London Metropolitan Business School and London Metropolitan University

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GAMLSS, BCPE distribution, film return

7.

The ACEGES Laboratory for Energy Policy: Exploring the Production of Crude Oil

Energy Policy, 2011
Posted: 11 Jun 2011
ABM Analytics Ltd, London Metropolitan University, London Metropolitan University and Bocconi University

Abstract:

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Oil depletion, Oil scenario generation, ACEGES

8.

Non-Parametric Modelling of Heavy Tails and Skewness of Box-Office Revenues

4th International Conference on Computational and Financial Econometrics (CFE'10), University of London & LSE
Posted: 07 Aug 2010
ABM Analytics Ltd, London Metropolitan University, London Metropolitan University, London Metropolitan University and London Metropolitan Business School

Abstract:

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BCPE distribution, non-parametric regression model, motion picture industry, GAMLSS