Patrick J. Laub
Names
| first: | Patrick |
| middle: | J. |
| last: | Laub |
Identifer
| RePEc Short-ID: | pla1038 |
Contact
| homepage: | http://pat-laub.github.io/ |
Affiliations
-
University of Melbourne
/ Faculty of Business and Economics
- EDIRC entry
- location:
Research profile
author of:
- Hawkes Processes (RePEc:arx:papers:1507.02822)
by Patrick J. Laub & Thomas Taimre & Philip K. Pollett - EDM: Stata module to implement empirical dynamic modeling (RePEc:boc:bocode:s458593)
by Jinjing Li & Michael Zyphur & Patrick Laub & Edoardo Tescari & Simon Mutch & George Sugihara - Monte Carlo estimation of the density of the sum of dependent random variables (RePEc:eee:matcom:v:161:y:2019:i:c:p:23-31)
by Laub, Patrick J. & Salomone, Robert & Botev, Zdravko I. - Phase-Type Models in Life Insurance: Fitting and Valuation of Equity-Linked Benefits (RePEc:gam:jrisks:v:7:y:2019:i:1:p:17-:d:204956)
by Søren Asmussen & Patrick J. Laub & Hailiang Yang - Quickest detection in practice in presence of seasonality: an illustration with call center data (RePEc:hal:journl:hal-02984527)
by Patrick J. Laub & Nicole El Karoui & Stéphane Loisel & Yahia Salhi - Approximate Bayesian Computations to fit and compare insurance loss models (RePEc:hal:wpaper:hal-02891046)
by Pierre-Olivier Goffard & Patrick Laub - Efficient Simulation for Dependent Rare Events with Applications to Extremes (RePEc:spr:metcap:v:20:y:2018:i:1:d:10.1007_s11009-017-9557-4)
by Lars Nørvang Andersen & Patrick J. Laub & Leonardo Rojas-Nandayapa - Beyond linearity, stability, and equilibrium: The edm package for empirical dynamic modeling and convergent cross-mapping in Stata (RePEc:tsj:stataj:y:19:y:2019:i:1:p:220-258)
by Jinjing Li & Michael J. Zyphur & George Sugihara & Patrick J. Laub