Robert Zimmerman | DeepAI

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Featured Co-authors

Radu V. Craiu
10 publications
Vianey Leos-Barajas
6 publications
Michaël Lalancette
4 publications

research

∙ 07/08/2022

Copula Modelling of Serially Correlated Multivariate Data with Hidden Structures

We propose a copula-based extension of the hidden Markov model (HMM) whi...

0 Robert Zimmerman, et al. ∙

research

∙ 04/09/2022

A new family of smooth copulas with arbitrarily irregular densities

Copulas are known to satisfy a number of regularity properties, and one ...

0 Michaël Lalancette, et al. ∙