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N. Muler

2 papers hereh-index 171.1k citations35 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1
  • last author1

Across the 2 of 2 papers where every author was matched, so the position is known.

fields
  • math.ST1
  • q-fin.PM1

identity via Semantic Scholar / OpenAlex

most citedRobust estimation for ARMA models

77 citations · 130 across the 2 of their papers we have counts for

collaborators

2 papers

q-fin.PM2010★ 53 cited

Optimal investment policy and dividend payment strategy in an insurance company

Pablo Azcue, Nora Muler

We consider in this paper the optimal dividend problem for an insurance company whose uncontrolled reserve process evolves as a classical Cramér--Lundberg process. The firm has the…

math.ST2009★ 77 cited

Robust estimation for ARMA models

Nora Muler, Daniel Peña, Víctor J. Yohai

This paper introduces a new class of robust estimates for ARMA models. They are M-estimates, but the residuals are computed so the effect of one outlier is limited to the period wh…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.