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Data-based parametrization for Affine GARCH models across multiple time scales : roughness implications
Escobar, Marcos, (2025)
Clustering then estimation of spatio-temporal self-exciting processes
Zhang, Haoting, (2025)
Feature misspecification in sequential learning problems
Ahn, Dohyun, (2025)
Chain-ladder as maximum likelihood revisited
Kuang, D., (2009)
Identification of the age-period-cohort model and the extended chain ladder model
Kuang, D., (2007)
The geometric chain-ladder
Kuang, D., (2013)