Kernel-Based Copula Processes.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/conf/pkdd/JaimungalN09
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Kernel-Based Copula Processes.
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Copula; Kernel Methods; Gaussian Processes; Time-Series Analysis; Heteroskedasticity; Maximum Likelihood Estimation; Financial Derivatives; Risk Management
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Kernel-Based Copula Processes.
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