Approximate Uncertainty Modeling in Risk Analysis with Vine Copulas. [PDF]
Risk Anal, 2016 Bedford T, Daneshkhah A, Wilson KJ.
europepmc +1 more source
A new data integration framework for Covid-19 social media information. [PDF]
Sci Rep, 2023 Ansell L, Dalla Valle L.
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Vine Copula-Based Multivariate Distribution of Rainfall Intensity, Wind Speed, and Wind Direction for Optimizing Qatari Meteorological Stations [PDF]
Hassan Qasem +5 more
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D-Vine GAM Copula based Quantile Regression with Application to Ensemble Postprocessing [PDF]
, 2023 David Jobst +2 more
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Dependence analysis of ethanol, suga, oil, BRL/USD exchange rate and Bovespa: a vine copula approach
Economia Aplicada, 2015 The aim of this study is to assess the dependence relationship of the sugarcane sector (represented by Ethanol and Sugar), Oil, BRL/USD Exchange Rate and Brazilian stock market (represented by the BOVESPA – Bolsa de Valores de São Paulo – Index).
Anderson Gomes Resende, Osvaldo Candido
doaj
Time series copula models using d-vines and v-transforms: an alternative to GARCH modelling [PDF]
, 2020 Martin Bladt, Alexander J. McNeil
openalex
An econometric Study for Vine Copulas
, 2011 We present a new recursive algorithm to construct vine copulas based on an underlying tree structure. This new structure is interesting to compute multivariate distributions for dependent random variables. We proove the asymptotic normality of the vine copula parameter estimator and show that all vine copula parameter estimators have comparable ...
Guegan, Dominique, Maugis, Pierre-André
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Copula-based risk aggregation with trapped ion quantum computers. [PDF]
Sci Rep, 2023 Zhu D +5 more
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Efficient goodness-of-fit tests in multi-dimensional vine copula models [PDF]
, 2013 Ulf Schepsmeier
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Interval Forecasting Method of Aggregate Output for Multiple Wind Farms Using LSTM Networks and Time-Varying Regular Vine Copulas [PDF]
, 2023 Yanwen Wang +4 more
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