Fabio Sigrist

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Fabio Sigrist Q1939995



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Machine learning for corporate default risk: multi-period prediction, frailty correlation, loan portfolios, and tail probabilities
European Journal of Operational Research
2022-12-12Paper
Stochastic partial differential equation based modelling of large space-time data sets
Journal of the Royal Statistical Society Series B: Statistical Methodology
2019-06-14Paper
A dynamic nonstationary spatio-temporal model for short term prediction of precipitation
The Annals of Applied Statistics
2013-03-05Paper
A dynamic nonstationary spatio-temporal model for short term prediction of precipitation
The Annals of Applied Statistics
2013-03-05Paper
Using the censored gamma distribution for modelling fractional response variables with an application to loss given default
ASTIN Bulletin
2012-06-11Paper


Research outcomes over time


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