Semiparametric stochastic volatility modelling using penalized splines. - Roland Langrock; Théo Michelot; Alexander Sohn; Thomas Kneib (Comput. Stat., 2015)

Markov-switching generalized additive models. - Roland Langrock; Thomas Kneib; Richard Glennie; Théo Michelot (Stat. Comput., 2017)