4. Statistics
  5. Methodology

Eike Christian Brechmann

Statistics – Methodology

Scientist

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COPAR - Multivariate time series modeling using the COPula AutoRegressive model

Statistics – Methodology
Scientific paper

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Hierarchical Kendall copulas: Properties and inference

Statistics – Methodology
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Selecting and estimating regular vine copulae and application to financial returns

Statistics – Methodology
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