Modeling longitudinal data using a pair-copula decomposition of serial dependence

Article

Abstract: Copulas have proven to be very successful tools for the flexible modeling of cross-sectional depende

Palabras claves:

Bayesian model selection, Copula diagnostic, Covariance selection, D-vine, goodness of fit, Inhomogeneous Markov process, Intraday electricity load, Longitudinal copulas

Autores:

Carlos Almeida, Czado C., Min A., Smith M.

Fuentes:

scopus