Publications of Z.Q. John Lu

Lu, Z. Q. and Nell Sedransk (2003), Generalized Pareto Mixture Models for Network Traffic with Applications to Performance Evaluation," IEEE/ACM Transaction on Networking, (in review).

Lu, Z. Q. (2002), "Local Polynomial Prediction and Volatility Estimation in Financial Time Series", in "Modeling and Forecasting Financial Data: Techniques of Nonlinear Dynamics," (Eds. Soofi, A. and Cao, Ly), Kluwer Academic Publishers, pp 115-135.

Z.-Q. Lu, L.M.Berliner, C.Snyder (2000). "Optimal design for spatial and adaptive observations", In Studies in Atmospheric Sciences, Lecture Notes in Statistics, Vol.144, Springer-Verlag.

R.M. Errico, L.Fillion, D.Nychka, Z.-Q. Lu (2000). "Some statistical considerations associated with the data assimilation of precipitation observations", Quarterly Journal of the Royal Meteorological Society. Vol. 126, no. 562, part A 339-360.

L. M. Berliner, Z.-Q. Lu, C. Snyder. "Statistical Design for Adaptive Weather Observations", Journal of the Atmospheric Sciences: Vol. 56, No. 15, 2536-2552, August, 1999.

Z.-Q. Lu. "Multivariate local polynomial fitting for martingale nonlinear regression models", Annals of Instititute of Statistical Mathematics, Vol.51, No.4, 691-706, December, 1999.

Z.-Q. Lu. "Nonparametric Regression with Singular Design", Journal of Multivariate Analysis, Vol.70, 177-201, 1999.

Z.-Q. Lu L. M. Berliner. "Markov switching time series models with application to a daily runoff series", Water Resources Research, Vol. 35, No. 2, 523-534. Feb. 1999.

Lu, Z. Q. and Clarkson, D. B. (1999). "Monotone spline and multidimensional scaling", Proceedings of American Statistical Association, Section of Statistical Computing, 185-190.

Clarkson, D.B., R. Gonzalez, Z.Q. Lu. "Random effects multidimensional scaling", Proceedings of the 31st Symposium on the Interface: Computing Science and Statistics, 1999.

Z.-Q. Lu, R.L. Smith. "Estimating Local Lyapunov Exponents", Chapter in Nonlinear Dynamics and Time Series: Building a Bridge Between the Natural and Statistical Sciences, editors Colleen D. Cutler and Daniel T. Kaplan. 135-151. American Mathematical Society, 1997.

Lu, Z.Q.(1996). "Predicting nonlinear time series", Proceedings of American Statistical Association, Business and Economics Section, 182-187.

Z.-Q. Lu. Multivariate locally weighted polynomial fitting and partial derivative estimation. Journal of Multivariate Analysis, 1996, 59, 187-205.

Recent talks given by John Lu

• DARPA PI workshop, April 17-19, 2002. "Tail Metrics for Network Performance based on GPD and Mixture Modeling".
• Spring Research Conference, May 20-22, 2002. "SVD-based structured kernel regression for high-dimensional prediction".
• IMS annual meeting, July 2002. "Bayesian Approach to Inverse Problems".