Aleksey Min

Available identifiers

Publication	Date of Publication	Type
Testing for equality between conditional copulas given discretized conditioning events	2024-01-22	Paper
A corrected Clarke test for model selection and beyond	2023-06-09	Paper
Stationary vine copula models for multivariate time series	2022-04-01	Paper
Stationary vine copula models for multivariate time series	2022-03-16	Paper
On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity	2021-11-23	Paper
Detecting departures from meta-ellipticity for multivariate stationary time series	2021-10-22	Paper
Maximum likelihood estimation of mixed C-vines with application to exchange rates	2020-10-08	Paper
Testing for equality between conditional copulas given discretized conditioning events	2020-08-21	Paper
SCOMDY models based on pair-copula constructions with application to exchange rates	2018-11-23	Paper
A simple non-parametric goodness-of-fit test for elliptical copulas	2018-06-27	Paper
Model selection strategies for identifying most relevant covariates in homoscedastic linear models	2014-04-14	Paper
A mixed copula model for insurance claims and claim sizes	2013-12-13	Paper
Bayesian model selection for D-vine pair-copula constructions	2011-08-16	Paper
https://portal.mardi4nfdi.de/entity/Q3405570	2010-02-10	Paper
A central limit theorem for measurements on the logarithmic scale and its application to dimension estimates	2008-04-23	Paper
https://portal.mardi4nfdi.de/entity/Q5461271	2005-07-25	Paper
Almost sure limit theorems for \(U\)-statistics	2005-04-21	Paper

No records found.

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