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Measuring and forecasting financial variability using realised variance

Barndorff-Nielsen, Ole E.; Nielsen, Bent; Shephard, Neil G. - In: State space and unobserved component models : theory …, (pp. 205-235). 2004

Persistent link: https://www.econbiz.de/10009719924

Chain-ladder as maximum likelihood revisited

Kuang, D.; Nielsen, Bent; Nielsen, Jens Perch - In: Annals of actuarial science : publ. by the Institute of … 4 (2009) 1, pp. 105-121

Persistent link: https://www.econbiz.de/10003938531

Chain-ladder as maximum likelihood revisited

Kuang, D.; Nielsen, Bent; Nielsen, Jens Perch - 2009

Persistent link: https://www.econbiz.de/10003875083

Models Where the Least Trimmed Squares and Least Median of Squares Estimators Are Maximum Likelihood

Berenguer-Rico, Vanessa - 2019

The Least Trimmed Squares (LTS) and Least Median of Squares (LMS) estimators are popular robust regression estimators. The idea behind the estimators is to find, for a given h, a sub-sample of h 'good' observations among n observations and estimate the regression on that sub-sample. We find...

Persistent link: https://www.econbiz.de/10012862689