Bård Støve

MaRDI QIDQ2075796zbMATH OpenFDO

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!

Publication	Date of Publication	Type
Dependence modeling in general insurance using local Gaussian correlations and hidden Markov models Dependence Modeling	2025-10-10	Paper
Modelling clusters of corporate defaults: regime-switching models significantly reduce the contagion source Journal of the Royal Statistical Society. Series C. Applied Statistics	2024-11-27	Paper
Testing for time-varying nonlinear dependence structures: regime-switching and local Gaussian correlation Scandinavian Journal of Statistics	2024-09-19	Paper
Computational issues in parameter estimation for hidden Markov models with template model builder Journal of Statistical Computation and Simulation	2024-01-23	Paper
A TMB approach to study spatial variation in weather-generated claims in insurance SN Operations Research Forum	2023-12-12	Paper
Statistical dependence: beyond Pearson's \(\rho\) Statistical Science	2022-02-16	Paper
Statistical modeling using local Gaussian approximation	2021-08-19	Paper
Multivariate count autoregression Bernoulli	2019-12-05	Paper
Multivariate count autoregression Bernoulli	2019-12-05	Paper
Statistical dependence: Beyond Pearson's $\rho$ (available as arXiv preprint)	2018-09-27	Paper
Recognizing and visualizing copulas: an approach using local Gaussian approximation Insurance Mathematics & Economics	2015-01-28	Paper
A convolution estimator for the density of nonlinear regression observations Scandinavian Journal of Statistics	2012-09-01	Paper
NONPARAMETRIC ADDITIVE MODELS FOR PANELS OF TIME SERIES Econometric Theory	2009-06-11	Paper
Modelling of dependence between critical failure and preventive maintenance: the repair alert model Journal of Statistical Planning and Inference	2006-06-09	Paper

Research outcomes over time

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