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Spatial modification improved mortality-rate model fit
Spatial modification of the Lee-Carter mortality model using cluster detection methods improves forecasting accuracy by capturing age-time patterns that conventional approaches miss.
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Dynamic likelihood estimation can improve hazard rate fitting
Semiparametric method for hazard rate estimation combining parametric efficiency with nonparametric flexibility through dynamic local likelihood smoothing
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Asymptotic theory of range-based multipower variation
Realized range-based multipower variation theory for jump-robust volatility estimation in sparse high-frequency asset price data with microstructure noise considerations.
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Preference recovery can be robust to consumer search
Method for identifying consumer preferences from discrete choice data when information is incomplete, using cross-derivatives of choice probabilities robust to unspecified search protocols.
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The Dynamics Of Private Equity Funds When Drawdowns, Performances and Distributions are Correlated
A stochastic modeling framework for private equity fund dynamics using correlated diffusion processes for drawdowns, performance, and distributions, with adjustment for reporting biases.
