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All co-authors models markov hidden switching generalized additive model compound poisson processes applications operational loss nonstandard stochastic volatility estimation using structured special purpose gamlss wahrscheinlichkeitsrechnung regressionsanalyse verlust forecasting backtesting volatilität zeitreihenanalyse prognoseverfahren zustandsraummodell schätztheorie
Composed hidden markov markov models markov kette markov chain stochastischer prozess stochastic process markov switching switching generalized generalized additive additive model model compound compound poisson poisson processes processes applications applications operational operational loss loss models models nonstandard nonstandard stochastic stochastic volatility volatility models models estimation estimation using using structured structured hidden models special special purpose purpose hidden models compound poisson process distributional regression generalized pareto distribution hidden markov model operational losses statistische verteilung statistical distribution probability theory regression analysis operationelles risiko operational risk state space models mixture models financial time series pseudo residuals time series analysis arch modell arch model forecasting model state space model estimation theory
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Roland Langrock Dr. B: 1983 Hannover
Profession Mathematiker
Affiliations Centre for Research into Ecological and Environmental Modelling. University of St Andrews (St Andrews) University of St Andrews Georg-August-Universität Göttingen. Institut für Statistik und Ökonometrie Universität Heidelberg. Fakultät für Mathematik und Informatik
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