Oliver Grothe

Available identifiers

Publication	Date of Publication	Type
Smooth bootstrapping of copula functionals	2022-05-11	Paper
The Gibbs sampler with particle efficient importance sampling for state-space models*	2022-03-04	Paper
On the length of copula level curves	2018-08-16	Paper
Construction and sampling of Archimedean and nested Archimedean Lévy copulas	2015-06-18	Paper
Estimating correlation and covariance matrices by weighting of market similarity	2015-04-08	Paper
Ranking ranks: a ranking algorithm for bootstrapping from the empirical copula	2015-02-18	Paper
Modeling multivariate extreme events using self-exciting point processes	2014-08-06	Paper
A higher order correlation unscented Kalman filter	2014-06-06	Paper
Measuring association and dependence between random vectors	2014-01-13	Paper
Vine constructions of Lévy copulas	2014-01-10	Paper
Jump tail dependence in Lévy copula models	2013-12-02	Paper
Kendall's 𝒲 Reconsidered	2011-03-31	Paper

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