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Adam Michael Johansen

Personal Details

First Name:Adam
Middle Name:Michael
Last Name:Johansen
Suffix:
RePEc Short-ID:pjo193
http://www2.warwick.ac.uk/fac/sci/statistics/staff/academic/johansen/

Affiliation

Department of Statistics
University of Warwick

Coventry, United Kingdom
http://www.warwick.ac.uk/go/statistics

: +44 (0)2476 523066
+44 (0)2476 524532
Coventry CV4 7AL
RePEc:edi:dswaruk (more details at EDIRC)

Research output

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Jump to: Articles

Articles

  1. Pieralberto Guarniero & Adam M. Johansen & Anthony Lee, 2017. "The Iterated Auxiliary Particle Filter," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 112(520), pages 1636-1647, October.
  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;The Institute of Statistical Mathematics, vol. 66(3), pages 577-609, June.
  3. 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;The Institute of Statistical Mathematics, vol. 66(3), pages 553-575, June.
  4. 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, September.
  5. Johansen, Adam M., 2009. "SMCTC: Sequential Monte Carlo in C++," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 30(i06).
  6. Johansen, Adam M. & Doucet, Arnaud, 2008. "A note on auxiliary particle filters," Statistics & Probability Letters, Elsevier, vol. 78(12), pages 1498-1504, September.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. 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, September.

    Cited by:

    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;The Institute of Statistical Mathematics, vol. 66(3), pages 553-575, June.

  2. Johansen, Adam M., 2009. "SMCTC: Sequential Monte Carlo in C++," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 30(i06).

    Cited by:

    1. Christophe Andrieu & Arnaud Doucet & Roman Holenstein, 2010. "Particle Markov chain Monte Carlo methods," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(3), pages 269-342.

  3. Johansen, Adam M. & Doucet, Arnaud, 2008. "A note on auxiliary particle filters," Statistics & Probability Letters, Elsevier, vol. 78(12), pages 1498-1504, September.

    Cited by:

    1. 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;The Institute of Statistical Mathematics, vol. 66(3), pages 577-609, June.
    2. Audrone Virbickaite & Hedibert F. Lopes & Maria Concepción Ausín & Pedro Galeano, 2018. "Particle Learning for Bayesian Semi-Parametric Stochastic Volatility Model," DEA Working Papers 88, Universitat de les Illes Balears, Departament d'Economía Aplicada.
    3. Creal, D., 2009. "A survey of sequential Monte Carlo methods for economics and finance," Serie Research Memoranda 0018, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.

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