Follow
Ross Maller
Ross Maller
Research School of Finance, Actuarial Studies & Statistics, The Australian National University
Verified email at anu.edu.au
Title
Cited by
Cited by
Year
Survival Analysis with Long-Term Survivors
RA Maller, X Zhou
Wiley Series in Probability and Statistics, 1996
8791996
A continuous-time GARCH process driven by a Lévy process: stationarity and second-order behaviour
C Klüppelberg, A Lindner, R Maller
Journal of Applied Probability 41 (3), 601-622, 2004
3562004
Ruin probabilities and overshoots for general Lévy insurance risk processes
C Klüppelberg, AE Kyprianou, RA Maller
The Annals of Applied Probability 14 (4), 1766-1801, 2004
2382004
Stability of perpetuities
CM Goldie, RA Maller
The Annals of Probability 28 (3), 1195-1218, 2000
1922000
Estimating the proportion of immunes in a censored sample
RA Maller, S Zhou
Biometrika 79 (4), 731-739, 1992
1711992
Effects of nutritional experience in early and adult life on the performance and dietary habits of sheep
GW Arnold, RA Maller
Applied Animal Ethology 3 (1), 5-26, 1977
1551977
The recidivism of sex offenders in the Western Australian prison population
RG Broadhurst, RA Maller
The British Journal of Criminology 32 (1), 54-80, 1992
1391992
Some factors involved in natural weaning processes in sheep
GW Arnold, SR Wallace, RA Maller
Applied Animal Ethology 5 (1), 43-50, 1979
1361979
Ornstein–Uhlenbeck processes and extensions
RA Maller, G Müller, A Szimayer
Handbook of financial time series, 421-437, 2009
1252009
Exponential mixture models with long-term survivors and covariates
ME Ghitany, RA Maller, S Zhou
Journal of Multivariate Analysis 49 (2), 218-241, 1994
1131994
A best choice among asset pricing models? The conditional capital asset pricing model in Australia
N Durack, RB Durand, RA Maller
Accounting & Finance 44 (2), 139-162, 2004
1122004
Testing for the presence of immune or cured individuals in censored survival data
RA Maller, S Zhou
Biometrics, 1197-1205, 1995
1121995
Continuous time volatility modelling: COGARCH versus Ornstein–Uhlenbeck models
Y Kabanov, R Liptser, J Stoyanov, C Klüppelberg, A Lindner, R Maller
From Stochastic Calculus to Mathematical Finance: The Shiryaev Festschrift …, 2006
1012006
Lévy integrals and the stationarity of generalised Ornstein–Uhlenbeck processes
A Lindner, R Maller
Stochastic processes and their applications 115 (10), 1701-1722, 2005
1002005
Daily movement patterns of the spiny lobster Jasus edwardsii (Hutton) on a shallow reef in northern New Zealand
AB MacDiarmid, B Hickey, RA Maller
Journal of Experimental Marine Biology and Ecology 147 (2), 185-205, 1991
991991
GARCH modelling in continuous time for irregularly spaced time series data
RA Maller, G Müller, A Szimayer
932008
Testing for sufficient follow-up and outliers in survival data
RA Maller, S Zhou
Journal of the American Statistical Association 89 (428), 1499-1506, 1994
851994
Stability and attraction to normality for Lévy processes at zero and at infinity
RA Doney, RA Maller
Journal of Theoretical Probability 15, 751-792, 2002
822002
Some aspects of competition between sheep for supplementary feed
GW Arnold, RA Maller
Animal Science 19 (3), 309-319, 1974
821974
The recidivism of prisoners released for the first time: Reconsidering the effectiveness question
RG Broadhurst, RA Mailer
Australian & New Zealand Journal of Criminology 23 (2), 88-104, 1990
801990
The system can't perform the operation now. Try again later.
Articles 1–20