Multivariate and functional covariates and conditional copulas
- 期刊名称Electronic Journal of Statistics
- 作者Gijbels, Irène; Omelka, Marek; Veraverbeke, Noël
- 卷第6卷
- 电子ISSN1935-7524
- 文件大小798.04KB
- 发表时间2012
- DOI10.1214/12-EJS712
- 页码1273-1306
Extremes of space–time Gaussian processesZakhar Kabluchko · 2009
Extremes of independent Gaussian processesZakhar Kabluchko · 2011
Simulation of Brown–Resnick processesMarco Oesting; Zakhar Kabluchko; Martin Schlather · 2012
Extremes of the standardized Gaussian noiseZakhar Kabluchko · 2011
STATIONARY SYSTEMS OF GAUSSIAN PROCESSESZakhar Kabluchko · The Annals of Applied Probability · 2010
Stationary systems of Gaussian processesKabluchko, Zakhar · The Annals of Applied Probability · 2010
Fractionally integrated inverse stable subordinatorsIksanov, Alexander; Kabluchko, Zakhar; Marynych, Alexander; Shevchenko, Georgiy · Stochastic Processes and their Applications · 2016
Complex random energy model: zeros and fluctuationsZakhar Kabluchko, Anton Klimovsky · 2014
A theory of bond portfoliosEkeland, Ivar; Taflin, Erik · The Annals of Applied Probability · 2005
The Pricing of the American OptionRavi Myneni · The Annals of Applied Probability · 1992
Stability of Generalized Jackson NetworksS. P. Meyn and D. Down · The Annals of Applied Probability · 1994
Optimal arbitrage under model uncertaintyFernholz, Daniel; Karatzas, Ioannis · The Annals of Applied Probability · 2011
Backward-Forward Stochastic Differential EquationsAntonelli, Fabio · The Annals of Applied Probability · 1993
Asymptotics of robust utility maximizationKnispel, Thomas · The Annals of Applied Probability · 2012
Utility maximization in incomplete marketsHu, Ying; Imkeller, Peter; Müller, Matthias · The Annals of Applied Probability · 2005
Propagation of chaos in neural fieldsTouboul, Jonathan · The Annals of Applied Probability · 2014