2024
- Enhancing Flight Safety through Data-Driven Uncertainty Quantification with Vine Copula Models in Aviation. Dissertation, 2024 more…
2023
2020
- Bayesian time series modeling with copula structures. Dissertation, 2020 more…
2019
- Vine based models for multivariate volatility time-series and time-to-event data. Dissertation, 2019 more…
2018
- Nonparametric estimation in simplified vine copula models. Dissertation, 2018 more…
2017
- Development of Vine Copula based Drought Indices and Model Evaluation under the Presence of Non-Stationarity. Dissertation, 2017 more…
- Model distances, block maxima and repeated measurements in the context of vine copulas. Dissertation, 2017 more…
- D-vine copula based quantile regression and the simplifying assumption for vine copulas. Dissertation, 2017 more…
- Selection of Sparse Vine Copulas in Ultra High Dimensions. Dissertation, 2017 more…
2015
- Bayesian Modeling of General Multivariate Problems and High-Dimensional Time Series. Dissertation, 2015 more…
2014
- Estimating standard errors and efficient goodness-of-fit tests for regular vine copula models. Dissertation, 2014 more…
2013
- Pair-copula constructions for non-Gaussian Bayesian networks. Dissertation, 2013 more…
- Hierarchical Kendall Copulas and the Modeling of Systemic and Operational Risk. Dissertation, 2013 more…
- Regular Vine Copulas with the simplifying assumption, time-variation, and mixed discrete and continuous margins. Dissertation, 2013 more…
2010
- Modeling different dependence structures involving count data with applications to insurance, economics and genetics. Dissertation, 2010 more…