Modeling Longitudinal Data Using a Pair-Copula Decomposition of Serial Dependence
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Publication:5255687
DOI10.1198/jasa.2010.tm09572zbMath1388.62171OpenAlexW3124492876MaRDI QIDQ5255687
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Publication date: 17 June 2015
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1198/jasa.2010.tm09572
Bayesian model selectiongoodness of fitD-vinecovariance selectioninhomogeneous Markov processcopula diagnosticintraday electricity load
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Measures of association (correlation, canonical correlation, etc.) (62H20) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)
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