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Adam Michael Johansen

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This is information that was supplied by Adam Johansen in registering through RePEc. If you are Adam Michael Johansen , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Adam
Middle Name: Michael
Last Name: Johansen
Suffix:

RePEc Short-ID: pjo193

Email:
Homepage: http://www2.warwick.ac.uk/fac/sci/statistics/staff/academic/johansen/
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Affiliation

Department of Statistics
University of Warwick
Location: Coventry, United Kingdom
Homepage: http://www.warwick.ac.uk/go/statistics
Email:
Phone: +44 (0)2476 523066
Fax: +44 (0)2476 524532
Postal: Coventry CV4 7AL
Handle: RePEc:edi:dswaruk (more details at EDIRC)

Works

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Articles

  1. Christopher Nam & John Aston & Adam Johansen, 2014. "Parallel sequential Monte Carlo samplers and estimation of the number of states in a Hidden Markov Model," Annals of the Institute of Statistical Mathematics, Springer, vol. 66(3), pages 553-575, June.
  2. Axel Finke & Adam Johansen & Dario Spanò, 2014. "Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers," Annals of the Institute of Statistical Mathematics, Springer, vol. 66(3), pages 577-609, June.
  3. Christopher F. H. Nam & John A. D. Aston & Adam M. Johansen, 2012. "Quantifying the uncertainty in change points," Journal of Time Series Analysis, Wiley Blackwell, vol. 33(5), pages 807-823, 09.
  4. Johansen, Adam M. & Doucet, Arnaud, 2008. "A note on auxiliary particle filters," Statistics & Probability Letters, Elsevier, vol. 78(12), pages 1498-1504, September.
  5. Adam M. Johansen, . "SMCTC: Sequential Monte Carlo in C++," Journal of Statistical Software, American Statistical Association, vol. 30(i06).

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