Copula Modeling of Serially Correlated Multivariate Data with Hidden Structures
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Cites work
- A copula-based multivariate hidden Markov model for modelling momentum in football
- A coupled hidden Markov model for disease interactions
- A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
- A Primer on Copulas for Count Data
- Asymptotic normality of M-estimators in nonhomogeneous hidden Markov models
- Dependence modeling with copulas
- Elements of Copula Modeling with R
- Goodness‐of‐fit for regime‐switching copula models with application to option pricing
- Hidden Markov structures for dynamic copulae
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- Inference in hidden Markov models.
- Iterative Solution of Nonlinear Equations in Several Variables
- Likelihood inference for Archimedean copulas in high dimensions under known margins
- Maximum likelihood estimation via the ECM algorithm: A general framework
- Regime switching model estimation: spectral clustering hidden Markov model
- Selecting the number of states in hidden Markov models: pragmatic solutions illustrated using animal movement
- The centred parametrization for the multivariate skew-normal distribution
- Truncated regular vines in high dimensions with application to financial data
- Understanding Relationships Using Copulas
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