Contagion determination via copula and volatility threshold models (Q2893213): Difference between revisions

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+https://doi.org/10.1080/14697680903410023
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+W2125819444
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+A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
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+Flexible Threshold Models for Modelling Interest Rate Volatility
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+On Bayesian model and variable selection using MCMC
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+Automatic Bayesian Curve Fitting
@@ Property / cites work: Automatic Bayesian Curve Fitting / rank @@
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+On the simultaneous associativity of F(x,y) and x+y-F(x,y)
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+Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
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+Autoregressive conditional heteroskedasticity and changes in regime
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