424 citations · 459 across the 13 of their papers we have counts for
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stat.AP2013★ 3 cited
Maximum penalized likelihood estimation in semiparametric capture-recapture models
Théo Michelot, Roland Langrock, Thomas Kneib +1
We discuss the semiparametric modeling of mark-recapture-recovery data where the temporal and/or individual variation of model parameters is explained via covariates. Typically, in…
stat.ME2013
Semiparametric stochastic volatility modelling using penalized splines
Roland Langrock, Théo Michelot, Alexander Sohn +1
Stochastic volatility (SV) models mimic many of the stylized facts attributed to time series of asset returns, while maintaining conceptual simplicity. The commonly made assumption…