Wang, Xiaolong; Beller, Lukas; Czado, Claudia; Holzapfel, Florian
Modeling of Stochastic Wind Based on Operational Flight Data Using Karhunen–Loève Expansion Method
Sensors
2020
20
16
Aug
4634

Kreuzer, Alexander; Czado, Claudia
Efficient Bayesian inference for nonlinear state space models with univariate autoregressive state equation
Journal of Computational and Graphical Statistics
2020
29
3
Mar
523-534

Kreuzer, Alexander
Bayesian time series modeling with copula structures
2020
Dissertation
175 Seiten

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.