The following pages link to Ostap Okhrin (Q268744):
Displaying 28 items.
- Goodness-of-fit test for specification of semiparametric copula dependence models (Q127469) (← links)
- A semiparametric factor model for CDO surfaces dynamics (Q268745) (← links)
- (Q528180) (redirect page) (← links)
- On the structure and estimation of hierarchical Archimedean copulas (Q528182) (← links)
- Lévy copulae for financial returns (Q727660) (← links)
- Modelling spatio-temporal variability of temperature (Q740085) (← links)
- Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation (Q829744) (← links)
- De copulis non est disputandum. Copulae: an overview (Q1635006) (← links)
- Managing risk with a realized copula parameter (Q1659106) (← links)
- Optimal shrinkage estimator for high-dimensional mean vector (Q1733270) (← links)
- Infinitely stochastic micro reserving (Q2234749) (← links)
- Conditional least squares and copulae in claims reserving for a single line of business (Q2513453) (← links)
- Semiparametric estimation of the high-dimensional elliptical distribution (Q2692920) (← links)
- Flexible HAR model for realized volatility (Q2697034) (← links)
- HMM and HAC (Q2805807) (← links)
- Modeling Time-Varying Dependencies Between Positive-Valued High-Frequency Time Series (Q2849527) (← links)
- Dynamic structured copula models (Q2871288) (← links)
- On the Generating Functional of the special case of S-Stopped Branching Processes (Q2897590) (← links)
- Fitting High-Dimensional Copulae to Data (Q3112470) (← links)
- HIDDEN MARKOV STRUCTURES FOR DYNAMIC COPULAE (Q3453247) (← links)
- Modeling Dependencies with Copulae (Q3542243) (← links)
- Asymptotic behaviour of the S-stopped branching processes with countable state space (Q3607036) (← links)
- Basic Elements of Computational Statistics (Q4595026) (← links)
- Properties of hierarchical Archimedean copulas (Q4918190) (← links)
- Vulnerability-CoVaR: investigating the crypto-market (Q5039634) (← links)
- Distributional properties of continuous time processes: from CIR to bates (Q6065669) (← links)
- Penalized estimation of hierarchical Archimedean copula (Q6200950) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
