244 citations · 517 across the 23 of their papers we have counts for
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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…
Nonparametric inference in hidden Markov models using P-splines
Roland Langrock, Thomas Kneib, Alexander Sohn +1
Hidden Markov models (HMMs) are flexible time series models in which the distributions of the observations depend on unobserved serially correlated states. The state-dependent dist…
Modelling group dynamic animal movement
Roland Langrock, J. Grant C. Hopcraft, Paul G. Blackwell +7
Group dynamic movement is a fundamental aspect of many species' movements. The need to adequately model individuals' interactions with other group members has been recognised, part…
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…