Bayesian Inference for D-vines: Estimation and Model Selection
-
Dependence Modeling-Handbook on Vine Copulae
World Scientific
2011
Analysis of Australian electricity loads using joint Bayesian inference of D-Vines with autoregressive margins
-
Dependence Modeling-Handbook on Vine Copulae
Kurowicka, D.; Joe, H.
World Scientific
2011