Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence
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Publication:5255687
DOI10.1198/jasa.2010.tm09572zbMath1388.62171MaRDI QIDQ5255687
No author found.
Publication date: 17 June 2015
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/jasa.2010.tm09572
Bayesian model selection; goodness of fit; D-vine; covariance selection; inhomogeneous Markov process; copula diagnostic; intraday electricity load
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62H20: Measures of association (correlation, canonical correlation, etc.)
62F15: Bayesian inference
62J12: Generalized linear models (logistic models)
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