Théo Michelot

Publication Activity (10 Years)

Years Active: 2015-2017
Publications (10 Years): 1

Top Topics

Nearest Neighbor

Density Estimation

Generalized Additive Models

Top Venues

Publications

Roland Langrock, Thomas Kneib, Richard Glennie, Théo Michelot
Markov-switching generalized additive models. Stat. Comput. 27 (1) (2017)
Roland Langrock, Théo Michelot, Alexander Sohn, Thomas Kneib
Semiparametric stochastic volatility modelling using penalized splines. Comput. Stat. 30 (2) (2015)