The following pages link to Oliver Grothe (Q385629):
Displaying 15 items.
- Jump tail dependence in Lévy copula models (Q385630) (← links)
- Vine constructions of Lévy copulas (Q391652) (← links)
- Measuring association and dependence between random vectors (Q391917) (← links)
- On the length of copula level curves (Q1661365) (← links)
- Smooth bootstrapping of copula functionals (Q2137805) (← links)
- Ranking ranks: a ranking algorithm for bootstrapping from the empirical copula (Q2255831) (← links)
- Construction and sampling of Archimedean and nested Archimedean Lévy copulas (Q2350047) (← links)
- A higher order correlation unscented Kalman filter (Q2453299) (← links)
- Modeling multivariate extreme events using self-exciting point processes (Q2511798) (← links)
- Kendall's 𝒲 Reconsidered (Q3085314) (← links)
- Estimating correlation and covariance matrices by weighting of market similarity (Q5245358) (← links)
- The Gibbs sampler with particle efficient importance sampling for state-space models* (Q5860963) (← links)
- Nonparametric estimation of multivariate quantiles (Q6625895) (← links)
- Decomposition and graphical correspondence analysis of checkerboard copulas (Q6641511) (← links)
- Modelling fuel injector spray characteristics in jet engines by using vine copulas (Q6642211) (← links)
