Aleksey Min
Aleksey Min
Verified email at tum.de
Title
Cited by
Cited by
Year
Package ‘VineCopula’
U Schepsmeier, J Stoeber, EC Brechmann, B Graeler, T Nagler, T Erhardt, ...
R package version 2 (5), 2015
2422015
Bayesian inference for multivariate copulas using pair-copula constructions
A Min, C Czado
Journal of Financial Econometrics 8 (4), 511-546, 2010
2312010
Maximum likelihood estimation of mixed C-vines with application to exchange rates
C Czado, U Schepsmeier, A Min
Statistical Modelling 12 (3), 229-255, 2012
2272012
Modeling longitudinal data using a pair-copula decomposition of serial dependence
M Smith, A Min, C Almeida, C Czado
Journal of the American Statistical Association 105 (492), 1467-1479, 2010
1662010
A mixed copula model for insurance claims and claim sizes
C Czado, R Kastenmeier, EC Brechmann, A Min
Scandinavian Actuarial Journal 2012 (4), 278-305, 2012
1062012
Zero-inflated generalized Poisson models with regression effects on the mean, dispersion and zero-inflation level applied to patent outsourcing rates
C Czado, V Erhardt, A Min, S Wagner
Statistical Modelling 7 (2), 125-153, 2007
892007
Bayesian model selection for D‐vine pair‐copula constructions
A Min, C Czado
Canadian Journal of Statistics 39 (2), 239-258, 2011
832011
Forecasting market turbulence using regime-switching models
J Hauptmann, A Hoppenkamps, A Min, F Ramsauer, R Zagst
Financial Markets and Portfolio Management 28 (2), 139-164, 2014
412014
SCOMDY models based on pair-copula constructions with application to exchange rates
A Min, C Czado
Computational Statistics & Data Analysis 76, 523-535, 2014
312014
Pair-copula constructions for modeling exchange rate dependence
C Czado, A Min, T Baumann, R Dakovic
Preprint, 2009
242009
Analysis of Australian electricity loads using joint Bayesian inference of D-Vines with autoregressive margins
C Czado, F Gärtner, A Min
Dependence Modeling: Vine Copula Handbook, 265-280, 2010
232010
Testing for zero-modification in count regression models
A Min, C Czado
Statistica Sinica, 323-341, 2010
222010
VineCopula: Statistical inference of vine copulas
T Nagler, U Schepsmeier, J Stoeber, EC Brechmann, B Graeler, T Erhardt, ...
R package version 2 (0), 2019
202019
Consistency and asymptotic normality of the maximum likelihood estimator in a zero-inflated generalized Poisson regression
C Czado, A Min
172005
Efficient maximum likelihood estimation of copula based meta t-distributions
R Zhang, C Czado, A Min
Computational statistics & data analysis 55 (3), 1196-1214, 2011
152011
Almost sure limit theorems for U-statistics
H Holzmann, S Koch, A Min
Statistics & probability letters 69 (3), 261-269, 2004
152004
Bayesian inference for D-vines: estimation and model selection
C Czado, A Min
Dependence Modeling: Vine Copula Handbook, 249-264, 2010
102010
Statistical inference of vine copulas
U Schepsmeier, J Stoeber, EC Brechmann, B Graeler, T Nagler, T Erhardt, ...
Software.[Google Scholar], 2018
82018
A simple non-parametric goodness-of-fit test for elliptical copulas
M Jaser, S Haug, A Min
Dependence Modeling 5 (1), 330-353, 2017
72017
Copula-based factor models for multivariate asset returns
E Ivanov, A Min, F Ramsauer
Econometrics 5 (2), 20, 2017
72017
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Articles 1–20