Jonathan Stroud

7 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-4216-7103

McDonough School of Business, Georgetown University, Washington, DC

Publications

• Ensemble Kalman Methods for High-Dimensional Hierarchical Dynamic Space-Time Models — Journal of the American Statistical Association 2020 (name-matched, not ORCID-linked)
• Bayesian Modeling and Forecasting of 24-Hour High-Frequency Volatility — Journal of the American Statistical Association 2014 (name-matched, not ORCID-linked)
• An Ensemble Kalman Filter and Smoother for Satellite Data Assimilation — Journal of the American Statistical Association 2010 (name-matched, not ORCID-linked)
• Optimal Filtering of Jump Diffusions: Extracting Latent States from Asset Prices — The Review of Financial Studies 2009 (name-matched, not ORCID-linked)
• Practical filtering with sequential parameter learning — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2008
• A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability — The Review of Financial Studies 2005 (name-matched, not ORCID-linked)
• Dynamic models for spatiotemporal data — Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2001