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Ensor, Katherine Bennett

Author ID: ensor.katherine-bennett Recent zbMATH articles by "Ensor, Katherine Bennett"
Published as: Ensor, Katherine B.; Ensor, Katherine Bennett; Ensor, Katherine; Ensor, K. B.
External Links: MGP · ORCID · Wikidata · GND
Documents Indexed: 11 Publications since 1988
Co-Authors: 10 Co-Authors with 11 Joint Publications
250 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

7 Publications have been cited 29 times in 28 Documents Cited by Year
Simulating the maximum of a random walk. Zbl 0974.60030
Ensor, Katherine Bennett; Glynn, Peter W.
14
2000
Filtering and estimation for a class of stochastic volatility models with intractable likelihoods. Zbl 1409.62184
Vankov, Emilian R.; Guindani, Michele; Ensor, Katherine B.
5
2019
Tests for harmonic components in the spectra of categorical time series. Zbl 0906.62099
McGee, Monnie; Ensor, Katherine
4
1998
Multivariate time-series analysis with categorical and continuous variables in an LSTR model. Zbl 1150.62043
Davis, Ginger M.; Ensor, Katherine B.
2
2007
The effect of order estimation on estimating the peak frequency of an autoregressive spectral density. Zbl 0651.62087
Ensor, Katherine B.; Newton, H. Joseph
2
1988
Estimating the term structure with a semiparametric Bayesian hierarchical model: an application to corporate bonds. Zbl 1232.62137
Cruz-Marcelo, Alejandro; Ensor, Katherine B.; Rosner, Gary L.
1
2011
Stochastic optimization via grid search. Zbl 0894.60022
Ensor, Katherine Bennett; Glynn, Peter W.
1
1997
Filtering and estimation for a class of stochastic volatility models with intractable likelihoods. Zbl 1409.62184
Vankov, Emilian R.; Guindani, Michele; Ensor, Katherine B.
5
2019
Estimating the term structure with a semiparametric Bayesian hierarchical model: an application to corporate bonds. Zbl 1232.62137
Cruz-Marcelo, Alejandro; Ensor, Katherine B.; Rosner, Gary L.
1
2011
Multivariate time-series analysis with categorical and continuous variables in an LSTR model. Zbl 1150.62043
Davis, Ginger M.; Ensor, Katherine B.
2
2007
Simulating the maximum of a random walk. Zbl 0974.60030
Ensor, Katherine Bennett; Glynn, Peter W.
14
2000
Tests for harmonic components in the spectra of categorical time series. Zbl 0906.62099
McGee, Monnie; Ensor, Katherine
4
1998
Stochastic optimization via grid search. Zbl 0894.60022
Ensor, Katherine Bennett; Glynn, Peter W.
1
1997
The effect of order estimation on estimating the peak frequency of an autoregressive spectral density. Zbl 0651.62087
Ensor, Katherine B.; Newton, H. Joseph
2
1988

Citations by Year

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