20022020

Research output per year

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Research Output

Estimating Quantile Families of Loss Distributions for Non-Life Insurance Modelling via L-Moments

Peters, G., Chen, W. & Gerlach, R., 20 May 2016, In : Risks. 4, 2, p. 14

Research output: Contribution to journalArticle

Estimation of Cointegrated Spaces: A Numerical Case Study on Efficiency, Accuracy and Influence of the Model Noise

Marówka, M., Peters, G., Kantas, N. & Bagnarosa, G., 16 Feb 2017, SSRN, 28 p.

Research output: Working paper

Estimation of correlated and quantized spatial random fields in wireless sensor networks

Nevat, I., Peters, G. W. & Collings, I. B., Jun 2013, 2013 IEEE International Conference on Communications (ICC). IEEE, p. 1931-1935

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Estimation of Spatially Correlated Random Fields in Heterogeneous Wireless Sensor Networks

Nevat, I., Peters, G. W., Septier, F. & Matsui, T., 15 May 2015, In : IEEE Transactions on Signal Processing. 63, 10, p. 2597-2609

Research output: Contribution to journalArticle

23 Citations (Scopus)

Event Detection in Sensor Networks with Non-Linear Amplifiers via Mixture Series Expansion

Zhang, P., Nevat, I., Peters, G. W. & Clavier, L., 15 Sep 2016, In : IEEE Sensors Journal. 16, 18, p. 6939-6946 8 p.

Research output: Contribution to journalArticle

5 Citations (Scopus)

Event Detection in Wireless Sensor Networks in Random Spatial Sensors Deployments

Zhang, P., Nevat, I., Peters, G. W., Xiao, G. & Tan, H-P., 15 Nov 2015, In : IEEE Transactions on Signal Processing. 63, 22, p. 6122-6135

Research output: Contribution to journalArticle

15 Citations (Scopus)

Explicit solutions to correlation matrix completion problems, with an application to risk management and insurance

Georgescu, D. I., Higham, N. J. & Peters, G. W., 14 Mar 2018, In : Royal Society Open Science. 5, 3, 172348.

Research output: Contribution to journalArticle

Open Access
File
2 Citations (Scopus)
28 Downloads (Pure)

Factor-augmented Bayesian cointegration models: a case-study on the soybean crush spread

Marowka, M., Peters, G. W., Kantas, N. & Bagnarosa, G., Apr 2020, In : Journal of the Royal Statistical Society. Series C: Applied Statistics. 69, 2, p. 483-500 18 p.

Research output: Contribution to journalArticle

Feynman-Kac Particle Integration with Geometric Interacting Jumps

Del Moral, P., Jacob, P. E., Lee, A., Murray, L. & Peters, G. W., 3 Sep 2013, In : Stochastic Analysis and Applications. 31, 5, p. 830-871

Research output: Contribution to journalArticle

5 Citations (Scopus)

Financial Big Data Solutions for State Space Panel Regression in Interest Rates Dynamics

Toczydlowska, D. & Peters, G. W., 18 Jul 2018, In : Econometrics. 6, 3, 34.

Research output: Contribution to journalArticle

Open Access
File
1 Citation (Scopus)
43 Downloads (Pure)

Forecasting covariance for optimal carry trade portfolio allocations

Ames, M., Bagnarosa, G., Peters, G. W., Shevchenko, P. & Matsui, T., 19 Jun 2017, 2017 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). IEEE, p. 5910-5914 5 p. (IEEE International Conference on Acoustics, Speech and Signal Processing).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Full Bayesian analysis of claims reserving uncertainty

Peters, G. W., Targino, R. S. & Wüthrich, M. V., 1 Mar 2017, In : Insurance: Mathematics and Economics. 73, p. 41-53 13 p.

Research output: Contribution to journalArticle

Fundamental Aspects of Operational Risk and Insurance Analytics: A Handbook of Operational Risk

Peters, G., Shevchenko, P. & Cruz, M., 1 Feb 2015, 1 ed. New York: John Wiley and Sons Inc. 928 p. (Wiley Handbooks in Financial Engineering and Econometrics)

Research output: Book/ReportBook

47 Citations (Scopus)

General Quantile Time Series Regressions for Applications in Population Demographics

Peters, G., 2018, In : Risks. 6, 3, 97.

Research output: Contribution to journalArticle

Open Access
File
1 Citation (Scopus)
13 Downloads (Pure)
Open Access
File
18 Downloads (Pure)

Heavy-tailed features and dependence in limit order book volume profiles in futures markets

Richards, K-A., Peters, G. W. & Dunsmuir, W., 1 Sep 2015, In : International Journal of Financial Engineering. 2, 3, p. 1550033

Research output: Contribution to journalArticle

Herd immunity effect of the HPV vaccination program in Australia under different assumptions regarding natural immunity against re-infection

Korostil, I. A., Peters, G. W., Law, M. G. & Regan, D. G., 8 Apr 2013, In : Vaccine. 31, 15, p. 1931-1936 6 p.

Research output: Contribution to journalArticle

8 Citations (Scopus)

How to Utilize Sensor Network Data to Efficiently Perform Model Calibration and Spatial Field Reconstruction

Peters, G. W., Nevat, I. & Matsui, T., 2015, Modern Methodology and Applications in Spatial-Temporal Modeling. Springer, p. 25-62 38 p. (JSS Research Series in Statistics).

Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

HPV Modelling Goes Bayesian: Inference via Advanced Markov Chain Monte Carlo Methods

Peters, G. W., Korotsil, I. & Regan, D., 2013, Handbook on Human Papillomavirus: Prevalence, Detection and Management. Nova Science Publishers, p. 453-526 74 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

Impact of insurance for operational risk: Is it worthwhile to insure or be insured for severe losses?

Peters, G. W., Byrnes, A. D. & Shevchenko, P. V., 1 Mar 2011, In : Insurance: Mathematics and Economics. 48, 2, p. 287-303

Research output: Contribution to journalArticle

14 Citations (Scopus)

Improving SMC sampler estimate by recycling all past simulated particles

Nguyen, T. L. T., Septier, F., Peters, G. W. & Delignon, Y., 28 Aug 2014, 2014 IEEE Workshop on Statistical Signal Processing (SSP). IEEE, p. 117-120 4 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Citation (Scopus)

Interspecific relationships and environmentally driven catchabilities estimated from fisheries data

Hosack, G. R., Peters, G. W. & Ludsin, S. A., Mar 2014, In : Canadian Journal of Fisheries and Aquatic Sciences. 71, 3, p. 447-463 17 p.

Research output: Contribution to journalArticle

4 Citations (Scopus)

Joint Channel and Doppler Offset Estimation in Dynamic Cooperative Relay Networks

Nevat, I., Peters, G. W., Doucet, A. & Yuan, J., Dec 2014, In : IEEE Transactions on Wireless Communications. 13, 12, p. 6570-6579

Research output: Contribution to journalArticle

5 Citations (Scopus)

Joint localization and clock offset estimation via time-of-arrival with ranging offset

Nevat, I., Septier, F., Avnit, K., Peters, G. W. & Clavier, L., 3 Dec 2018, 2018 26th European Signal Processing Conference (EUSIPCO). IEEE, p. 672-676 5 p. (European Signal Processing Conference).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Citation (Scopus)
25 Citations (Scopus)

Likelihood-free Bayesian inference for α-stable models

Peters, G. W., Sisson, S. A. & Fan, Y., Nov 2012, In : Computational Statistics and Data Analysis. 56, 11, p. 3743-3756

Research output: Contribution to journalArticle

25 Citations (Scopus)
3 Citations (Scopus)

Localization in mobile wireless sensor networks via sequential global optimization

Nevat, I., Peters, G. W. & Collings, I. B., 11 Dec 2013, 2013 IEEE 24th Annual International Symposium on Personal, Indoor, and Mobile Radio Communications (PIMRC). IEEE, p. 281-285 5 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Location-aware cooperative spectrum sensing via Gaussian Processes

Nevat, I., Peters, G. W. & Collings, I. B., 9 Mar 2012, 2012 Australian Communications Theory Workshop (AusCTW). IEEE, p. 19-24 6 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

18 Citations (Scopus)

Location of Things: Geospatial Tagging for IoT Using Time-of-Arrival

Nevat, I., Peters, G. W., Avnit, K., Septier, F. & Clavier, L., Jun 2016, In : IEEE Transactions on Signal and Information Processing over Networks. 2, 2, p. 174-185 12 p.

Research output: Contribution to journalArticle

12 Citations (Scopus)

Location spoofing detection for VANETs by a single base station in Rician fading channels

Yan, S., Malaney, R., Nevat, I. & Peters, G. W., 2 Jul 2015, 2015 IEEE 81st Vehicular Technology Conference (VTC Spring). IEEE, 7145917

Research output: Chapter in Book/Report/Conference proceedingConference contribution

4 Citations (Scopus)

Location Verification Systems Based on Received Signal Strength With Unknown Transmit Power

Yan, S., Peters, G. W., Nevat, I. & Malaney, R., Mar 2018, In : IEEE Communications Letters. 22, 3, p. 650-653

Research output: Contribution to journalArticle

6 Citations (Scopus)

Location Verification Systems for VANETs in Rician Fading Channels

Yan, S., Malaney, R., Nevat, I. & Peters, G. W., Jul 2016, In : IEEE Transactions on Vehicular Technology. 65, 7, p. 5652-5664 13 p.

Research output: Contribution to journalArticle

17 Citations (Scopus)

Location Verification Systems Under Spatially Correlated Shadowing

Yan, S., Nevat, I., Peters, G. W. & Malaney, R., Jun 2016, In : IEEE Transactions on Wireless Communications. 15, 6, p. 4132-4144 13 p.

Research output: Contribution to journalArticle

17 Citations (Scopus)
54 Citations (Scopus)

Market Resilience

Danielsson, J., Panayi, E., Peters, G. & Zigrand, J-P., 11 May 2018, SSRN, 51 p.

Research output: Working paper

Maximum a-posteriori estimation in linear models with a random Gaussian model matrix: A Bayesian-EM approach

Nevat, I., Peters, G. W. & Yuan, J., 12 May 2008, 2008 IEEE International Conference on Acoustics, Speech and Signal Processing. IEEE, p. 2889-2892 4 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Citations (Scopus)

Modeling Extreme Risks in Ecology

Burgman, M., Franklin, J., Hayes, K. R., Hosack, G. R., Peters, G. W. & Sisson, S. A., Nov 2012, In : Risk Analysis. 32, 11, p. 1956-1966 11 p.

Research output: Contribution to journalArticle

9 Citations (Scopus)

Modeling head-related transfer functions via spatial-temporal Gaussian process

Komatsu, T., Nishino, T., Peters, G. W., Matsui, T. & Takeda, K., 21 Oct 2013, 2013 IEEE International Conference on Acoustics, Speech, and Signal Processing. IEEE, p. 301-305 5 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Citation (Scopus)

Modeling room impulse response via composites of spatial-temporal Gaussian processes

Komatsu, T., Peters, G., Matsui, T., Nevat, I. & Takeda, K., 2 Jun 2013, In : Proceedings of Meetings on Acoustics. 19, 1, 040098.

Research output: Contribution to journalConference article

Modelling threshold exceedence levels for spatial stochastic processes observed by sensor networks

Peters, G., Nevat, I., Lin, S. & Matsui, T., 9 Jun 2014, 2014 IEEE Ninth International Conference on Intelligent Sensors, Sensor Networks and Information Processing (ISSNIP). IEEE, p. 1-7 7 p.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Citation (Scopus)

Model selection and adaptive Markov chain Monte Carlo for Bayesian cointegrated VAR models

Peters, G. W., Kannan, B., Lasscock, B. & Mellen, C., 2010, In : Bayesian Analysis. 5, 3, p. 465-491 27 p.

Research output: Contribution to journalArticle

7 Citations (Scopus)

Model Uncertainty in Claims Reserving within Tweedie's Compound Poisson Models

Peters, G. W., Shevchenko, P. V. & Wüthrich, M. V., May 2009, In : ASTIN Bulletin: The Journal of the IAA. 39, p. 1-33 33 p.

Research output: Contribution to journalArticle

34 Citations (Scopus)

Modern Methodology and Applications in Spatial-Temporal Modeling

Peters, G. W. (ed.) & Matsui, T. (ed.), 2015, Springer. 111 p. (JSS Research Series in Statistics)

Research output: Book/ReportBook

Monte Carlo and Quasi-Monte Carlo Methods 2012

Dick, J. (ed.), Kuo, F. Y. (ed.), Peters, G. W. (ed.) & Sloan, I. (ed.), 2013, 1 ed. Springer. 686 p. (Springer Proceedings in Mathematics & Statistics; vol. 65)

Research output: Book/ReportBook

2 Citations (Scopus)

Multimodal Data Fusion in Sensor Networks via Copula Processes

Liu, J., Nevat, I., Zhang, P. & Peters, G. W., 11 May 2017, 2017 IEEE Wireless Communications and Networking Conference (WCNC). IEEE, 7925557. (IEEE Wireless Communications and Networking Conference).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

3 Citations (Scopus)

Multimodal Data Fusion of Non-Gaussian Spatial Fields in Sensor Networks

Zhang, P., Peters, G. W. & Nevat, I., 3 Feb 2019, (Accepted/In press) 2019 IEEE International Conference on Communications (ICC): Ad Hoc and Sensor Networks Symposium. IEEE

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Multiple barrier-crossings of an Ornstein-Uhlenbeck diffusion in consecutive periods

Jiang, Y., Macrina, A. & Peters, G. W., 22 Sep 2020, In : Stochastic Analysis and Applications.

Research output: Contribution to journalArticle

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