Results 171 to 178 of about 493 (178)
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Modeling and application of industrial process fault detection based on pruning vine copula

Chemometrics and Intelligent Laboratory Systems, 2019
Shaojun Li
exaly  

Vine-copula GARCH model with dynamic conditional dependence

Computational Statistics and Data Analysis, 2014
So Mike K P
exaly  

Forecasting VaR and ES of stock index portfolio: A Vine copula method

Physica A: Statistical Mechanics and Its Applications, 2014
Jiang Yu
exaly  

Bayesian model selection for D-vine pair-copula constructions

Canadian Journal of Statistics, 2011
Claudia Czado, Aleksey Min
exaly  

Nonparametric estimation of simplified vine copula models: comparison of methods

Dependence Modeling, 2017
Claudia Czado   +2 more
exaly  

Predictive Comparison of Vine Copula models

2017
Md. Erfanul Hoque, Acar, Elif F.
openaire   +1 more source

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