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Nonparametric regression with a latent time series
Linton, Oliver; Nielsen, Jens Perch; Nielsen, Søren Feodor - 2009
Persistent link: https://www.econbiz.de/10003942456
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Super-efficient prediction based on high-quality marker information
Nielsen, Jens Perch - 2000
Persistent link: https://www.econbiz.de/10001493805
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Multiplicative hazard models for studying the evolution of mortality
Guillén, Montserrat; Nielsen, Jens Perch; Perez-Marin, … - In: Annals of actuarial science : publ. by the Institute of … 1 (2006) 1, pp. 165-177
Persistent link: https://www.econbiz.de/10003732725
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Forecasting with the age-period-cohort model and the extended chain-ladder model
Kuang, Di; Nielsen, Bent; Nielsen, Jens Perch - 2008
Persistent link: https://www.econbiz.de/10003807442
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Identification and forecasting in the Lee-Carter model
Nielsen, Bent; Nielsen, Jens Perch - 2010
Persistent link: https://www.econbiz.de/10008822237
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Nonparametric prediction of stock returns guided by prior knowledge
Scholz, Michael; Nielsen, Jens Perch; Sperlich, Stefan - 2012
Persistent link: https://www.econbiz.de/10009576925
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Forecasting in an extended chain-ladder-type model
Kuang, Di; Nielsen, Bent; Nielsen, Jens Perch - In: The journal of risk and insurance : the journal of the … 78 (2011) 2, pp. 345-359
Persistent link: https://www.econbiz.de/10009162046
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In-sample forecasting applied to reserving and mesothelioma mortality
Mammen, Enno; Martínez Miranda, María Dolores; … - In: Insurance / Mathematics & economics 61 (2015), pp. 76-86
Persistent link: https://www.econbiz.de/10010515924
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Nonparametric prediction of stock returns based on yearly data : the long-term view
Scholz, Michael; Nielsen, Jens Perch; Sperlich, Stefan - In: Insurance / Mathematics & economics 65 (2015), pp. 143-155
Persistent link: https://www.econbiz.de/10011422898
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Inference and forecasting in the age-period-cohort model with unknown exposure with an application to mesothelioma mortality
Miranda, Maŕa Dolores Mart́nez; Nielsen, Bent; … - 2013
Persistent link: https://www.econbiz.de/10009747337