Blar i BI Open på forfatter "Stoltenberg, Emil Aas"

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    • A CLT FOR SECOND DIFFERENCE ESTIMATORS WITH AN APPLICATION TO VOLATILITY AND INTENSITY 

      Stoltenberg, Emil Aas; Mykland, Per A.; Zhang, Lan (Peer reviewed; Journal article, 2022)
      In this paper, we introduce a general method for estimating the quadratic covariation of one or more spot parameter processes associated with continuous time semimartingales, and present a central limit theorem that has ...

    • The partly parametric and partly nonparametric additive risk model 

      Hjort, Nils Lid; Stoltenberg, Emil Aas (Peer reviewed; Journal article, 2021)
      Aalen’s linear hazard rate regression model is a useful and increasingly popular alternative to Cox’ multiplicative hazard rate model. It postulates that an individual has hazard rate function h(s)=z1α1(s)+⋯+zrαr(s) in ...