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Copula based flexible modeling of associations between clustered event times
Geerdens, C.; Claeskens, G.; Janssen, Paul - 2015
Persistent link: https://www.econbiz.de/10011646335
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Asymptotic performance of projection estimators in standard and hyperbolic wavelet bases
Autin, F.; Claeskens, G.; Freyermuth, J. - 2015
Persistent link: https://www.econbiz.de/10011646357
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An algorithm for the multivariate group lasso with covariance estimation
Wilms, I.; Croux, Christophe - 2015
Persistent link: https://www.econbiz.de/10011658494
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Multivariate mixtures of Erlangs for density estimation under censoring and truncation : additional examples
Verbelen, Roel; Antonio, Katrien; Claeskens, Gerda - 2015
Persistent link: https://www.econbiz.de/10011290638
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Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong; Huang, Zhuo; Yi, Yanping - 2019 - Revised October 2019
Persistent link: https://www.econbiz.de/10012153489
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Volatility spillovers and heavy tails : a large t-Vector AutoRegressive approach
Barbaglia, Luca; Croux, Christophe; Wilms, Ines - 2017
Persistent link: https://www.econbiz.de/10011799030
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Multivariate mixtures of Erlangs for density estimation under censoring and truncation
Verbelen, Roel; Antonio, Katrien; Claeskens, Gerda - 2014
Persistent link: https://www.econbiz.de/10010485676
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A symptotic theory or multivariate GARCH processes
Comte, Fabienne; Lieberman, Offer - 2001
Persistent link: https://www.econbiz.de/10001637163
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Principal components and long run implications of multivariate diffusions
Chen, Xiaohong; Hansen, Lars Peter; Scheinkman, José … - 2009
Persistent link: https://www.econbiz.de/10003827949