Browsing by Subject "Copula"
Now showing items 1-8 of 8
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(2010-10-12)The main objective of our study is to employ copula methodology to develop Bayesian hierarchical models to study the dependencies exhibited by temporal, spatial and spatio-temporal processes. We develop hierarchical models ...
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(2012-10-19)This dissertation includes two essays. In the first essay, I proposed an alternative estimator for multivariate densities. This estimator can be characterized as a transformation based estimator. The first stage estimates ...
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(2016-08-01)This dissertation contains two essays which propose tests for smooth structural changes in dependence and volatility, respectively. In the first essay, we propose a generalized likelihood ratio test for smooth structural ...
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(2016-03-09)My dissertation includes two essays studying the forecasting of financial returns. In the first essay, I study the temporal dependence structures of financial returns by using a mixture copula model. A mixture copula is a ...
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(2015-04-15)Entropy is a measure of uncertainty and has been commonly used for various applications, including probability inferences in hydrology. Copula has been widely used for constructing joint distributions to model the dependence ...
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(American Geophysical Union, 2013)Synthetic streamflows at different sites in a river basin are needed for planning, operation, and management of water resources projects. Modeling the temporal and spatial dependence structure of monthly streamflow at ...
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(2013-04-23)Learning from data, especially ‘Big Data’, is becoming increasingly popular under names such as Data Mining, Data Science, Machine Learning, Statistical Learning and High Dimensional Data Analysis. In this dissertation we ...
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(2012-12-11)Large-scale circulation patterns have a significant modulating influence on local hydro-meteorological variables, and consequently on water availability. An understanding of the influence of these patterns on the hydrological ...