Geir D. Berentsen | DeepAI

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Featured Co-authors

Antonello Maruotti
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Bård Støve
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Jan Bulla
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Timothée Bacri
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Francesca Azzolini
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Sondre Hølleland
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Rolv T. Lie
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research

∙ 02/21/2023

Computational issues in parameter estimation for hidden Markov models with Template Model Builder

A popular way to estimate the parameters of a hidden Markov model (HMM) ...

0 Timothée Bacri, et al. ∙

research

∙ 05/07/2022

A gentle tutorial on accelerated parameter and confidence interval estimation for hidden Markov models using Template Model Builder

A very common way to estimate the parameters of a hidden Markov model (H...

0 Timothée Bacri, et al. ∙

research

∙ 04/18/2020

Heritability curves: a local measure of heritability

This paper introduces a new measure of heritability which relaxes the cl...

0 Geir D. Berentsen, et al. ∙

research

∙ 04/24/2018

Modelling corporate defaults: A Markov-switching Poisson log-linear autoregressive model

This article extends the autoregressive count time series model class by...

0 Geir D. Berentsen, et al. ∙