Details about Patrick J. Laub

Access statistics for papers by Patrick J. Laub.

Last updated 2023-07-04. Update your information in the RePEc Author Service.

Short-id: pla1038

Working Papers

2020

1. Quickest detection in practice in presence of seasonality: an illustration with call center data
   Post-Print, HAL

2015

2. Hawkes Processes
   Papers, arXiv.org View citations (13)

Journal Articles

2021

1. Beyond linearity, stability, and equilibrium: The edm package for empirical dynamic modeling and convergent cross-mapping in Stata
   Stata Journal, 2021, 21, (1), 220-258

2019

2. Monte Carlo estimation of the density of the sum of dependent random variables
   Mathematics and Computers in Simulation (MATCOM), 2019, 161, (C), 23-31 View citations (1)
3. Phase-Type Models in Life Insurance: Fitting and Valuation of Equity-Linked Benefits
   Risks, 2019, 7, (1), 1-22 View citations (10)

2018

4. Efficient Simulation for Dependent Rare Events with Applications to Extremes
   Methodology and Computing in Applied Probability, 2018, 20, (1), 385-409

Software Items

2022

1. EDM: Stata module to implement empirical dynamic modeling
   Statistical Software Components, Boston College Department of Economics