Analysis and generation of random vectors with copulas

Proceedings - Winter Simulation Conference

Volumn , Issue , 2007, Pages 488-496

  Strelen, Johann Christoph ^a   Nassaj, Feras ^b  

^a UNIVERSITY OF BONN   (Germany)

^b FRAUNHOFER INSTITUTE FOR APPLIED INFORMATION TECHNOLOGY FIT   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

RANDOM PROCESSES; TIME SERIES ANALYSIS;

DEPENDENCE STRUCTURE; HIGH DIMENSIONS; MARGINAL DISTRIBUTIONS; MULTIVARIATE DISTRIBUTIONS; RANDOM VECTORS; TIME-SERIES;

VECTORS;

EID: 49749117468     PISSN: 08917736     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/WSC.2007.4419639     Document Type: Conference Paper

References (13)

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