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Acar, Elif F., Czado, Claudia and Lysy, Martin
Flexible dynamic vine copula models for multivariate time series data
Econometrics and Statistics
2019
12
12
Oct
181-197
Müller, Dominik;Czado, Claudia
Selection of sparse vine copulas in high dimensions with the Lasso
Statistics and Computing
2018
29
2
Mar
269-287
Czado, Claudia
Diggle, P., Gather, U., and Zeger, S.
Analyzing Dependent Data with Vine Copulas
Springer International Publishing
2019
242
Barthel, Nicole;Geerdens, Candida;Killiches, Matthias;Janssen, Paul;Czado, Claudia
Vine copula based likelihood estimation of dependence patterns in multivariate event time data
Computational Statistics & Data Analysis
2018
117
Jan
109-127
Barthel, Nicole;Geerdens, Candida;Czado, Claudia;Janssen, Paul
Dependence modeling for recurrent event times subject to right‐censoring with D‐vine copulas
Biometrics
2019
75
2
Jun
439-451
Kreuzer, A., Dalla Valle, L. and Czado, C.
Bayesian Multivariate Nonlinear State Space Copula Models
Preprint
2019
Kreuzer, A. and Czado, C.
Bayesian inference for dynamic vine copulas in higher dimensions
Preprint
2019
Nov
Kreuzer, A., Dalla Valle, L., and Czado, Claudia
A Bayesian Non-linear State Space Copula Model to Predict Air Pollution in Beijing
Preprint
2019
Mar
Kreuzer, A. and Czado, C.
Efficient Bayesian inference for nonlinear state space models with univariate autoregressive state equation
Preprint
2019
Barthel, Nicole;Czado, Claudia;Okhrin, Yarema
A partial correlation vine based approach for modeling and forecasting multivariate volatility time-series
Computational Statistics & Data Analysis
2020
142
142
Feb
t.b.a.
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