Dynamic bivariate normal copula (Q295132): Difference between revisions

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+.03762
@@ Property / arXiv ID: 1505.03762 / rank @@
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+A normal copula model for the arrival process in a call center
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+Q3125064
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+Expansions and penultimate distributions of maxima of bivariate normal random vectors
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+The bivariate normal copula function is regularly varying
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+Change analysis of a dynamic copula for measuring dependence in multivariate financial data
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+Q3911791
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+Elliptical triangular arrays in the max-domain of attraction of Hüsler-Reiss distribution
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+On the multivariate Hüsler-Reiss distribution attracting the maxima of elliptical triangular arrays
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+Maxima of normal random vectors: Between independence and complete dependence
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+Efficient estimation in the bivariate normal copula model: Normal margins are least favourable
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+Q5706744
@@ Property / cites work: Q5706744 / rank @@
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+LOCAL ESTIMATION OF DYNAMIC COPULA MODELS
@@ Property / cites work: LOCAL ESTIMATION OF DYNAMIC COPULA MODELS / rank @@
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+The Bivariate Normal Copula
@@ Property / cites work: The Bivariate Normal Copula / rank @@
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+A REDUCTION FORMULA FOR NORMAL MULTIVARIATE INTEGRALS
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+Bivariate extreme statistics. I
@@ Property / cites work: Bivariate extreme statistics. I / rank @@
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+Q3395931
@@ Property / cites work: Q3395931 / rank @@
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+Bivariate option pricing using dynamic copula models
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