Pages that link to "Item:Q3100393"

The following pages link to Copula-Based Multivariate Input Models for Stochastic Simulation (Q3100393):

Displaying 17 items.

• Simulations of full multivariate Tweedie with flexible dependence structure (Q333383) (← links)
• An invitation to coupling and copulas: with applications to multisensory modeling (Q334448) (← links)
• Covariance model simulation using regular vines (Q1695739) (← links)
• Copula theory and probabilistic sensitivity analysis: is there a connection? (Q1740560) (← links)
• A comprehensive family of copulas to model bivariate random noise and perturbation (Q2049227) (← links)
• Evaluation of the ARTAFIT method for fitting time-series input processes for simulation (Q2901029) (← links)
• Accounting for Parameter Uncertainty in Large-Scale Stochastic Simulations with Correlated Inputs (Q3109869) (← links)
• Multivariate Input Uncertainty in Output Analysis for Stochastic Simulation (Q4635234) (← links)
• Bivariate Nonparametric Random Variate Generation Using a Piecewise-Linear Cumulative Distribution Function (Q4906428) (← links)
• Knowledge Learning of Insurance Risks Using Dependence Models (Q5085485) (← links)
• Data-driven simulation of complex multidimensional time series (Q5176914) (← links)
• Fitting Time-Series Input Processes for Simulation (Q5322112) (← links)
• Simulated Method of Moments Estimation for Copula-Based Multivariate Models (Q5327297) (← links)
• (Q5371435) (← links)
• Multivariate autoregressive extreme value process and its application for modeling the time series properties of the extreme daily asset prices (Q5739165) (← links)
• Count Time Series: A Methodological Review (Q6044640) (← links)
• Margin‐closed vector autoregressive time series models (Q6194055) (← links)