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Search: subject:"Gaussian copula"
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Time series analysis
Gaussian copula
43
Multivariate Verteilung
28
Multivariate distribution
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19
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19
Gaussian Copula
13
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9
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9
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t copula
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valuation
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crop insurance
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Smith, Michael S.
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ECONIS (ZBW)
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1
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices
Klein, Nadja
;
Smith, Michael S.
;
Nott, David J.
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 493-511
Persistent link: https://www.econbiz.de/10014288014
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2
Shrinkage for Gaussian and t copulas in ultra-high dimensions
Anatolyev, Stanislav
;
Pyrlik, Vladimir
-
2021
Persistent link: https://www.econbiz.de/10012618269
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3
On copula-based collective risk models : from elliptical copulas to vine copulas
Oh, Rosy
;
Ahn, Jae Youn
;
Lee, Woojoo
- In:
Scandinavian actuarial journal
2021
(
2021
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10012484027
Saved in:
4
Asymmetric forecast densities for U.S. macroeconomic variables from a
Gaussian
copula
model of cross-sectional and serial dependence
Smith, Michael S.
;
Vahey, Shaun P.
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 416-434
Persistent link: https://www.econbiz.de/10011691656
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