Geir Drage Berentsen

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
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
Heritability curves: a local measure of heritability in family models Statistics in Medicine	2024-10-29	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 gentle tutorial on accelerated parameter and confidence interval estimation for hidden Markov models using Template Model Builder Biometrical Journal	2023-12-15	Paper
Some properties of local Gaussian correlation and other nonlinear dependence measures Journal of Time Series Analysis	2017-03-16	Paper
Recognizing and visualizing departures from independence in bivariate data using local Gaussian correlation Statistics and Computing	2015-10-16	Paper
Recognizing and visualizing copulas: an approach using local Gaussian approximation Insurance Mathematics & Economics	2015-01-28	Paper

Research outcomes over time

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