Items where Author is "Berentsen, Geir D."
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Bacri, Timothee and Berentsen, Geir D. and Bulla, Jan and Stove, Bard (2023) Computational issues in parameter estimation for hidden Markov models with template model builder. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 93 (18). pp. 3421-3457. ISSN 0094-9655, 1563-5163
Berentsen, Geir D. and Bulla, Jan and Maruotti, Antonello and Stove, Bard (2022) Modelling clusters of corporate defaults: Regime-switching models significantly reduce the contagion source. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES C-APPLIED STATISTICS, 71 (3). pp. 698-722. ISSN 0035-9254, 1467-9876
Bacri, Timothee and Berentsen, Geir D. and Bulla, Jan and Holleland, Sondre (2022) A gentle tutorial on accelerated parameter and confidence interval estimation for hidden Markov models using Template Model Builder. BIOMETRICAL JOURNAL, 64 (7). pp. 1260-1288. ISSN 0323-3847, 1521-4036
