Neueste Veröffentlichungen

• Goodness-of-fit tests for multivariate copula-based time series models
  Article (Journal), Online Resource
• Detecting changes in cross-sectional dependence in multivariate time series
  Article (Journal), Online Resource
• Extreme value copula estimation based on block maxima of a multivariate stationary time series
  Article (Journal), Online Resource

Alle anzeigen (3)
Alle anzeigen (inkl. Paralleltitel) (4)

Co-Autoren

• Berghaus, Betina
• Kojadinovic, Ivan
• Rohmer, Tom
• Segers, Johan
• Segers, Johan

Alle anzeigen (5)

Publikationsjahre

Publikationstypen