Catalina Stefanescu

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Refereed Articles

 

  • Likelihood Inference for Exchangeable Continuous Data: Use of the Farlie-Gumbel-Morgenstern Model, with B.W. Turnbull. Statistical Methodology, forthcoming (2009).  PDF

 

  •  The Credit Rating Process and Estimation of Transition Probabilities: A Bayesian Approach, with R. Tunaru and S. Turnbull, Journal of Empirical Finance, 16, 216-234 (2009). PDF

 

  • A More Powerful Average Bioequivalence Analysis for the 2 x 2 Crossover, with D.V. Mehrotra, Communications in Statistics - Simulation and Computation, 37, 212-221 (2008).  PDF

 

  • Multivariate Frailty Models for Exchangeable Survival Data with Covariates, with B. W. Turnbull, Technometrics, 48, 411-417 (2006).  PDF

 

  • The Analysis of Stratified 2 x 2 Contingency Tables, with V. W. Berger and Y.Y. Zhou, Biometrical Journal, 48, 992-1007 (2006).   PDF

 

  • On the Multivariate Probit Model for Exchangeable Binary Data with Covariates, with B. W. Turnbull, Biometrical Journal, 47, 206-218 (2005). PDF  

 

  • Likelihood Inference for Exchangeable Binary Data with Varying Cluster Sizes, with B. W. Turnbull, Biometrics, 59, 18-24 (2003). PDF  

 

  • Leukemia Clusters and TCE Waste Sites in Upstate New York: How Adding Covariates Changes the Story. Environmetrics, 12, 659--672 (2001), with C. Ahrens, N. Altman, G. Casella, M. Eaton, G. Hwang and J. Staudenmayer. PDF  

 

  • Computational Complementarity for Mealy Automata. European Association for Theoretical Computer Science Bulletin, 66, 139-149 (1998), with C. Calude and E. Calude. Ps  

 

  • Simulation of a Multitype Galton-Watson Chain, Simulation Practice and Theory, 6, n. 7, 657-663 (1998). 

 

  • A Markov Process of Sequential Allocation, Journal of Universal Computer Science, 1, n. 12, 821-827 (1995). Ps  

 


  

Under review
 

 

  • Upgrades, Upsells and Pricing in Revenue Management, with G. Gallego.  PDF

 

  • Modelling the Loss Distribution, with S. Chava and S. Turnbull. PDF

 

  • Multivariate Demand: Modeling and Estimation from Censored Sales. PDF

 

 

Work in progress

 

  • Modelling Mergers Activity.  

 

  • Credit Rating Transitions and Non-Markovian Effects, with S. Turnbull.

 

  • Product Design for Revenue Management, with G. Gallego.

 

  • Cox Model Versus Generalized Logrank Test for Time-to-Event Data with Ties, with D.V. Mehrotra.  
     
      
      

Other articles
 

  • Probits, with V.W. Berger, S.B. Hershberger. In The Encyclopedia of Behavioral Statistics , B. Everitt and D. Howell (Editors), John Wiley & Sons, 2005. PDF  

 

  • Yates' Correction, with V.W. Berger, S.B. Hershberger. In The Encyclopedia of Behavioral Statistics , B. Everitt and D. Howell (Editors), John Wiley & Sons, 2005. PDF  

 

  • Revenue Management With Correlated Demand Forecasting, with A.V. de Miguel, K. Fridgeirsdottir, S. Zenios. 2004 Proceedings of the American Statistical Association , Business and Economics Statistics Section, Alexandria, VA: American Statistical Association.  
      
      

Technical reports
 

  • Modelling Stochastic Volatility in Time Series of Stock Returns: Empirical Evidence. TR OR-1318, Cornell University (2001).

 

  • Likelihood Inference for Exchangeable Binary Data With Varying Cluster Sizes, with B. Turnbull. TR OR-1329, Cornell University (2002).
      
      

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