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List of works by Claudia Czado

A Bayesian linear model for the high-dimensional inverse problem of seismic tomography

A D-vine copula-based model for repeated measurements extending linear mixed models with homogeneous correlation structure

scientific article published on 22 March 2018

A Vine-copula Based Adaptive MCMC Sampler for Efficient Inference of Dynamical Systems

An ACD-ECOGARCH(1,1) Model

An Exponential Continuous-Time GARCH Process

Bayesian spatial modelling for high dimensional seismic inverse problems

Mixed effect models for absolute log returns of ultra high frequency data

Modeling of Stochastic Wind Based on Operational Flight Data Using Karhunen-Loève Expansion Method

scientific article published on 18 August 2020

Pair Copula Constructions for Multivariate Discrete Data

Predictive model assessment for count data

scientific article

R-vine models for spatial time series with an application to daily mean temperature

scientific article published on 6 February 2015

Rejoinder

Truncated regular vines in high dimensions with application to financial data

article by E. C. Brechmann et al published 14 February 2012 in Canadian Journal of Statistics

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