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11/02/2019
Bayesian inference for dynamic vine copulas in higher dimensions
We propose a class of dynamic vine copula models. This is an extension o...
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11/01/2019
Bayesian Multivariate Nonlinear State Space Copula Models
In this paper we propose a flexible class of multivariate nonlinear non-...
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03/20/2019
A Bayesian Non-linear State Space Copula Model to Predict Air Pollution in Beijing
Air pollution is a serious issue that currently affects many industrial ...
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02/27/2019
Efficient Bayesian inference for univariate and multivariate non linear state space models with univariate autoregressive state equation
Latent autoregressive processes are a popular choice to model time varyi...
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08/26/2018