64 Publikationen

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  • [64]
    2024 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2985771 OA
    M. Ötting, R. Michels, R. Langrock, and C. Deutscher, “Demand for live betting: An analysis using state‐space models”, Applied Stochastic Models in Business and Industry, 2024.
    PUB | PDF | DOI | Download (ext.) | WoS
     
  • [63]
    2023 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2982778
    C. Feldmann, S. Mews, A. Coculla, R. Stanewsky, and R. Langrock, “Flexible Modelling of Diel and Other Periodic Variation in Hidden Markov Models”, Journal of Statistical Theory and Practice , 2023, 17, : 45.
    PUB | DOI | WoS
     
  • [62]
    2023 | Zeitschriftenaufsatz | Im Druck | PUB-ID: 2978064
    R. Michels, M. Ötting, and R. Langrock, “Bettors’ reaction to match dynamics: Evidence from in-game betting”, European Journal of Operational Research, In Press.
    PUB | DOI | Download (ext.) | WoS
     
  • [61]
    2022 | Zeitschriftenaufsatz | Unveröffentlicht | PUB-ID: 2963858
    M. I. Kaiser, A. Malsch, A. Abendroth, B. Baune, N. Bilstein, Y. Breitmoser, B. Caspers, J. Gadau, S. Kaiser, A. J. Killin, et al., “Interdisciplinary perspectives on individualisation in environments”, Interdisciplinary Journal of Philosophy, Unpublished.
    PUB
     
  • [60]
    2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2961460
    R. Nathan, C. T. Monk, R. Arlinghaus, T. Adam, J. Alos, M. Assaf, H. Baktoft, C. E. Beardsworth, M. G. Bertram, A. I. Bijleveld, et al., “Big-data approaches lead to an increased understanding of the ecology of animal movement”, Science, 2022, 375, : eabg1780.
    PUB | DOI | WoS | PubMed | Europe PMC
     
  • [59]
    2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2960422
    M. Ulrich, H. Jahnke, R. Langrock, R. Pesch, and R. Senge, “Classification-based model selection in retail demand forecasting”, International Journal of Forecasting , 2022, 38, 209-223.
    PUB | DOI | WoS
     
  • [58]
    2022 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2947369
    S. Mews, R. Langrock, M. Ötting, H. Yaqine, and J. Reinecke, “ Maximum approximate likelihood estimation of general continuous-time state-space models”, Statistical Modelling, 2022, : 1471082X211065785.
    PUB | DOI | WoS
     
  • [57]
    2022 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2967111
    L. Lieber, C. Füchtencordsjürgen, R. L. Hilder, P. Revering, I. Siekmann, R. Langrock, and W. A. M. Nimmo-Smith, “Selective foraging behavior of seabirds in small-scale slicks”, Limnology and Oceanography Letters , 2022.
    PUB | DOI | WoS
     
  • [56]
    2022 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2964341
    S. Mews, R. Langrock, R. King, and N. Quick, “Multistate capture–recapture models for irregularly sampled data”, Annals of Applied Statistics, 2022, 16, 982-998.
    PUB | DOI | WoS
     
  • [55]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2953327 OA
    M. Ötting, R. Langrock, and A. Maruotti, “A copula-based multivariate hidden Markov model for modelling momentum in football”, AStA Advances in Statistical Analysis, 2021.
    PUB | PDF | DOI | WoS
     
  • [54]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2941031
    M. Ulrich, H. Jahnke, R. Langrock, R. Pesch, and R. Senge, “Distributional regression for demand forecasting in e-grocery”, European Journal of Operational Research, 2021, 294, 831-842.
    PUB | DOI | WoS
     
  • [53]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2950458 OA
    J. Schwarz, S. Mews, E. De Rango, R. Langrock, P. Piedrahita, D. Páez-Rosas, and O. Krüger, “Individuality counts: A new comprehensive approach to foraging strategies of a tropical marine predator”, Oecologia, 2021, 195, 313–325.
    PUB | PDF | DOI | WoS | PubMed | Europe PMC
     
  • [52]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2957903
    R. Williams, E. Ashe, L. Yruretagoyena, N. Mastick, M. Siple, J. Wood, R. Joy, R. Langrock, S. Mews, and E. Finne, “Reducing vessel noise increases foraging in endangered killer whales”, Marine Pollution Bulletin, 2021, 173, : 112976.
    PUB | DOI | Download (ext.) | WoS | PubMed | Europe PMC
     
  • [51]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2955071 OA
    R. Nagel, S. Mews, T. Adam, C. Stainfield, C. Fox-Clarke, C. Toscani, R. Langrock, J. Forcada, and J. Hoffman, “Movement patterns and activity levels are shaped by the neonatal environment in Antarctic fur seal pups”, Scientific reports, 2021, 11, : 14323.
    PUB | PDF | DOI | WoS | PubMed | Europe PMC | Preprint
     
  • [50]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2954297
    L. Lieber, R. Langrock, and W. A. M. Nimmo-Smith, “A bird's-eye view on turbulence: seabird foraging associations with evolving surface flow features”, Proceedings of the Royal Society B: Biological Sciences, 2021, 288, : 20210592.
    PUB | DOI | WoS | PubMed | Europe PMC
     
  • [49]
    2021 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2950106
    E. E. Byrnes, R. Daly, V. Leos-Barajas, R. Langrock, and A. C. Gleiss, “Evaluating the constraints governing activity patterns of a coastal marine top predator”, Marine Biology, 2021, 168, : 11.
    PUB | DOI | WoS
     
  • [48]
    2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2941474 OA
    M. Ötting, C. Deutscher, S. Schneemann, R. Langrock, S. Gehrmann, and H. Scholten, “Performance under pressure in skill tasks: An analysis of professional darts”, PLOS ONE, 2020, 15, : e0228870.
    PUB | Dateien verfügbar | DOI | WoS | PubMed | Europe PMC
     
  • [47]
    2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2945202
    K. J. Harrington, J. A. Fahlbusch, R. Langrock, J. - F. Therrien, J. L. Houtz, and B. I. McDonald, “Seasonal activity levels of a farm-island population of striated caracaras (Phalcoboenus australis) in the Falkland Islands”, Animal Biotelemetry, 2020, 8, : 27.
    PUB | DOI | WoS
     
  • [46]
    2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2939171 OA
    M. Ötting, R. Langrock, C. Deutscher, and V. Leos-Barajas, “The hot hand in professional darts”, Journal of the Royal Statistical Society. Series A, 2020, 183, 565-580.
    PUB | PDF | DOI | Download (ext.) | WoS
     
  • [45]
    2020 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2946671
    J. M. Pohle, R. Langrock, M. van der Schaar, R. King, and F. H. Jensen, “A primer on coupled state-switching models for multiple interacting time series”, Statistical Modelling, 2020, : 1471082X2095642.
    PUB | DOI | WoS
     
  • [44]
    2020 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2946641
    B. T. McClintock, R. Langrock, O. Gimenez, E. Cam, D. L. Borchers, R. Glennie, and T. A. Patterson, “Uncovering ecological state dynamics with hidden Markov models”, Ecology Letters, 2020, : ele.13610.
    PUB | DOI | WoS | PubMed | Europe PMC
     
  • [43]
    2020 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2943857
    L. T. Beumer, J. M. Pohle, N. M. Schmidt, M. Chimienti, J. - P. Desforges, L. H. Hansen, R. Langrock, S. H. Pedersen, M. Stelvig, and F. M. van Beest, “An application of upscaled optimal foraging theory using hidden Markov modelling: year-round behavioural variation in a large arctic herbivore”, Movement Ecology, 2020, 8, : 25.
    PUB | DOI | WoS | PubMed | Europe PMC
     
  • [42]
    2020 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2943379
    R. Glennie, S. T. Buckland, R. Langrock, T. Gerrodette, L. T. Ballance, S. J. Chivers, and M. D. Scott, “Incorporating animal movement into distance sampling”, Journal of the American Statistical Association, 2020, 1-17.
    PUB | DOI | WoS
     
  • [41]
    2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2934781
    F. M. van Beest, S. Mews, S. Elkenkamp, P. Schuhmann, D. Tsolak, T. Wobbe, V. Bartolino, F. Bastardie, R. Dietz, C. von Dorrien, et al., “Classifying grey seal behaviour in relation to environmental variability and commercial fishing activity. A multivariate hidden Markov model”, Scientific Reports, 2019, 9, : 5642.
    PUB | DOI | WoS | PubMed | Europe PMC
     
  • [40]
    2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2937689
    T. Adam, C. A. Griffiths, V. Leos-Barajas, E. N. Meese, C. G. Lowe, P. G. Blackwell, D. Righton, and R. Langrock, “Joint modelling of multi‐scale animal movement data using hierarchical hidden Markov models”, Methods in Ecology and Evolution, 2019, 10, 1536-1550.
    PUB | DOI | WoS
     
  • [39]
    2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2936764
    T. Adam, R. Langrock, and C. H. Weiß, “Penalized estimation of flexible hidden Markov models for time series of counts”, Metron, 2019, 77, 87-104.
    PUB | DOI | WoS
     
  • [38]
    2019 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2936765
    J. Bulla, R. Langrock, and A. Maruotti, “Guest editor’s introduction to the special issue on “Hidden Markov Models: Theory and Applications””, Metron, 2019, 77, 63-66.
    PUB | DOI | WoS
     
  • [37]
    2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2932997
    M. Ötting, R. Langrock, and C. Deutscher, “Integrating multiple data sources in match-fixing warning systems”, Statistical Modelling, 2018, 18, 483-504.
    PUB | DOI | WoS
     
  • [36]
    2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2921189
    Y. P. Papastamatiou, Y. Y. Watanabe, U. Demšar, V. Leos-Barajas, D. Bradley, R. Langrock, K. Weng, C. G. Lowe, A. M. Friedlander, and J. E. Caselle, “Activity seascapes highlight central place foraging strategies in marine predators that never stop swimming”, Movement Ecology, 2018, 6, : 9.
    PUB | DOI | WoS | PubMed | Europe PMC
     
  • [35]
    2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2915695
    J. Hambuckers, T. Kneib, R. Langrock, and A. Sohn, “A Markov-switching generalized additive model for compound Poisson processes, with applications to operational losses models”, Quantitative Finance, 2018, 18, 1679-1698.
    PUB | DOI | WoS
     
  • [34]
    2018 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2916816
    R. Langrock, T. Adam, V. Leos-Barajas, S. Mews, D. L. Miller, and Y. P. Papastamatiou, “Spline-based nonparametric inference in general state-switching models”, Statistica Neerlandica, 2018, 72, 179-200.
    PUB | DOI | Download (ext.) | WoS
     
  • [33]
    2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2911528
    V. Leos-Barajas, E. J. Gangloff, T. Adam, R. Langrock, F. M. van Beest, J. Nabe-Nielsen, and J. M. Morales, “Multi-scale modeling of animal movement and general behavior data using hidden Markov models with hierarchical structures”, Journal of Agricultural, Biological and Environmental Statistics, 2017, 22, 232–248.
    PUB | DOI | WoS
     
  • [32]
    2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902625
    R. Langrock, T. Kneib, R. Glennie, and T. Michelot, “Markov-switching generalized additive models”, Statistics and Computing, 2017, 27, 259-270.
    PUB | DOI | WoS
     
  • [31]
    2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2910999
    T. Michelot, R. Langrock, S. Bestley, I. D. Jonsen, T. Photopoulou, and T. A. Patterson, “Estimation and simulation of foraging trips in land-based marine predators”, Ecology, 2017, 98, 1932-1944.
    PUB | DOI | WoS | PubMed | Europe PMC
     
  • [30]
    2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2909601
    C. A. Abanto-Valle, R. Langrock, M. - H. Chen, and M. V. Cardoso, “Maximum likelihood estimation for stochastic volatility in mean models with heavy-tailed distributions”, Applied Stochastic Models in Business and Industry, 2017, 33, 394–408.
    PUB | DOI | WoS | PubMed | Europe PMC
     
  • [29]
    2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2911989
    J. Pohle, R. Langrock, F. M. van Beest, and N. M. Schmidt, “Selecting the Number of States in Hidden Markov Models: Pragmatic Solutions Illustrated Using Animal Movement”, Journal of Agricultural, Biological and Environmental Statistics, 2017, 22, 270–293.
    PUB | DOI | WoS
     
  • [28]
    2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2906537
    V. Leos-Barajas, T. Photopoulou, R. Langrock, T. A. Patterson, Y. Y. Watanabe, M. Murgatroyd, and Y. P. Papastamatiou, “Analysis of animal accelerometer data using hidden Markov models”, Methods in Ecology and Evolution, 2017, 8, 161-173.
    PUB | DOI | WoS
     
  • [27]
    2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2908117
    V. Popov, R. Langrock, S. L. DeRuiter, and F. Visser, “An analysis of pilot whale vocalization activity using hidden Markov models”, The Journal of the Acoustical Society of America, 2017, 141, 159-171.
    PUB | DOI | WoS | PubMed | Europe PMC
     
  • [26]
    2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2914958
    R. Langrock, and D. L. Borchers, “Guest editors’ introduction to the special issue on “Ecological Statistics””, AStA Advances in Statistical Analysis, 2017, 101, 345-347.
    PUB | DOI | WoS
     
  • [25]
    2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2913885
    M. B. Hooten, R. King, and R. Langrock, “Guest Editor’s Introduction to the Special Issue on “Animal Movement Modeling””, Journal of Agricultural, Biological and Environmental Statistics, 2017, 22, 224-231.
    PUB | DOI | WoS
     
  • [24]
    2017 | Zeitschriftenaufsatz | E-Veröff. vor dem Druck | PUB-ID: 2913884
    T. A. Patterson, A. Parton, R. Langrock, P. G. Blackwell, L. Thomas, and R. King, “Statistical modelling of individual animal movement: an overview of key methods and a discussion of practical challenges”, AStA Advances in Statistical Analysis, 2017, 101, 399-438.
    PUB | DOI | WoS
     
  • [23]
    2017 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2910166
    S. L. DeRuiter, R. Langrock, T. Skirbutas, J. A. Goldbogen, J. Calambokidis, A. S. Friedlaender, and B. L. Southall, “A multivariate mixed hidden Markov model for blue whale behaviour and responses to sound exposure”, The Annals of Applied Statistics, 2017, 11, 362-392.
    PUB | DOI | WoS
     
  • [22]
    2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902626
    A. V. Towner, V. Leos-Barajas, R. Langrock, R. S. Schick, M. J. Smale, T. Kaschke, O. J. D. Jewell, and Y. P. Papastamatiou, “Sex-specific and individual preferences for hunting strategies in white sharks”, Functional Ecology, 2016, 30, 1397-1407.
    PUB | DOI | WoS
     
  • [21]
    2016 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902988
    T. Michelot, R. Langrock, and T. A. Patterson, “moveHMM: An R package for the statistical modelling of animal movement data using hidden Markov models”, Methods Ecol Evol, 2016, 7, 1308-1315.
    PUB | DOI | WoS
     
  • [20]
    2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902629
    D. L. Borchers, and R. Langrock, “Double-observer line transect surveys with Markov-modulated Poisson process models for animal availability”, Biometrics, 2015, 71, 1060-1069.
    PUB | DOI | WoS | PubMed | Europe PMC
     
  • [19]
    2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902627
    R. King, and R. Langrock, “Semi-Markov Arnason-Schwarz models”, Biometrics, 2015, 72, 619-628.
    PUB | DOI | WoS | PubMed | Europe PMC
     
  • [18]
    2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902631
    R. Langrock, T. Michelot, A. Sohn, and T. Kneib, “Semiparametric stochastic volatility modelling using penalized splines”, Computational Statistics, 2015, 30, 517-537.
    PUB | DOI | WoS
     
  • [17]
    2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902628
    T. Michelot, R. Langrock, T. Kneib, and R. King, “Maximum penalized likelihood estimation in semiparametric mark-recapture-recovery models”, Biometrical Journal, 2015, 58, 222-239.
    PUB | DOI | WoS | PubMed | Europe PMC
     
  • [16]
    2015 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902630
    R. Langrock, T. Kneib, A. Sohn, and S. L. DeRuiter, “Nonparametric inference in hidden Markov models using P-splines”, Biometrics, 2015, 71, 520-528.
    PUB | DOI | WoS | PubMed | Europe PMC
     
  • [15]
    2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902632
    A. E. McKellar, R. Langrock, J. R. Walters, and D. C. Kesler, “Using mixed hidden Markov models to examine behavioral states in a cooperatively breeding bird”, Behavioral Ecology, 2014, 26, 148-157.
    PUB | DOI | WoS
     
  • [14]
    2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902633
    R. Langrock, N. - B. Heidenreich, and S. Sperlich, “Kernel-based semiparametric multinomial logit modelling of political party preferences”, Statistical Methods & Applications, 2014, 23, 435-449.
    PUB | DOI | WoS
     
  • [13]
    2014 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902635
    R. Langrock, J. G. C. Hopcraft, P. G. Blackwell, V. Goodall, R. King, M. Niu, T. A. Patterson, M. W. Pedersen, A. Skarin, and R. S. Schick, “Modelling group dynamic animal movement”, Methods in Ecology and Evolution, 2014, 5, 190-199.
    PUB | DOI | WoS
     
  • [12]
    2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902620
    R. Langrock, D. L. Borchers, and H. J. Skaug, “Markov-modulated nonhomogeneous Poisson processes for modeling detections in surveys of marine mammal abundance”, Journal of the American Statistical Association, 2013, 108, 840-851.
    PUB | DOI | WoS
     
  • [11]
    2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902634
    R. Langrock, T. A. Marques, R. W. Baird, and L. Thomas, “Modeling the Diving Behavior of Whales: A Latent-Variable Approach with Feedback and Semi-Markovian Components”, Journal of Agricultural, Biological, and Environmental Statistics, 2013, 19, 82-100.
    PUB | DOI | WoS
     
  • [10]
    2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902622
    R. Langrock, B. J. Swihart, B. S. Caffo, N. M. Punjabi, and C. M. Crainiceanu, “Combining hidden Markov models for comparing the dynamics of multiple sleep electroencephalograms”, Statistics in Medicine, 2013, 32, 3342-3356.
    PUB | DOI | WoS | PubMed | Europe PMC
     
  • [9]
    2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902636
    D. L. Borchers, W. Zucchini, M. P. Heide-Jørgensen, A. Cañadas, and R. Langrock, “Using hidden Markov models to deal with availability bias on line transect surveys”, Biometrics, 2013, 69, 703-713.
    PUB | DOI | WoS | PubMed | Europe PMC
     
  • [8]
    2013 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902624
    R. Langrock, and R. King, “Maximum likelihood estimation of mark–recapture–recovery models in the presence of continuous covariates”, Ann. Appl. Stat., 2013, 7, 1709-1732.
    PUB | DOI | WoS
     
  • [7]
    2012 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902637
    S. Schliehe-Diecks, P. M. Kappeler, and R. Langrock, “On the application of mixed hidden Markov models to multiple behavioural time series”, Interface Focus, 2012, 2, 180-189.
    PUB | DOI | WoS | PubMed | Europe PMC
     
  • [6]
    2012 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902619
    C. Wichelhaus, and R. Langrock, “Nonparametric inference for stochastic feedforward networks based on cross-spectral analysis of point processes”, Electronic Journal of Statistics, 2012, 6, 1670-1714.
    PUB | DOI | WoS
     
  • [5]
    2012 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902621
    R. Langrock, R. King, J. Matthiopoulos, L. Thomas, D. Fortin, and J. M. Morales, “Flexible and practical modeling of animal telemetry data: hidden Markov models and extensions”, Ecology, 2012, 93, 2336-2342.
    PUB | DOI | WoS | PubMed | Europe PMC
     
  • [4]
    2012 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902623
    R. Langrock, “Flexible Latent-State Modelling of Old Faithful's Eruption Inter-Arrival Times in 2009”, Australian & New Zealand Journal of Statistics, 2012, 54, 261-279.
    PUB | DOI | WoS
     
  • [3]
    2011 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902618
    R. Langrock, I. L. MacDonald, and W. Zucchini, “Some nonstandard stochastic volatility models and their estimation using structured hidden Markov models”, Journal of Empirical Finance, 2011, 19, 147-161.
    PUB | DOI | WoS
     
  • [2]
    2011 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902617
    R. Langrock, “Some applications of nonlinear and non-Gaussian state–space modelling by means of hidden Markov models”, Journal of Applied Statistics, 2011, 38, 2955-2970.
    PUB | DOI | WoS
     
  • [1]
    2011 | Zeitschriftenaufsatz | Veröffentlicht | PUB-ID: 2902616
    R. Langrock, and W. Zucchini, “Hidden Markov models with arbitrary state dwell-time distributions”, Computational Statistics & Data Analysis, 2011, 55, 715-724.
    PUB | DOI | WoS
     

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