FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2295202330> ?p ?o ?g. }

• W2295202330 endingPage "2468" @default.
• W2295202330 startingPage "2460" @default.
• W2295202330 abstract "We define a copula process which describes the dependencies between arbitrarily many random variables independently of their marginal distributions. As an example, we develop a stochastic volatility model, Gaussian Copula Process Volatility (GCPV), to predict the latent standard deviations of a sequence of random variables. To make predictions we use Bayesian inference, with the Laplace approximation, and with Markov chain Monte Carlo as an alternative. We find our model can outperform GARCH on simulated and financial data. And unlike GARCH, GCPV can easily handle missing data, incorporate covariates other than time, and model a rich class of covariance structures." @default.
• W2295202330 created "2016-06-24" @default.
• W2295202330 creator A5010820865 @default.
• W2295202330 creator A5043360924 @default.
• W2295202330 date "2010-12-06" @default.
• W2295202330 modified "2023-09-29" @default.
• W2295202330 title "Copula Processes" @default.
• W2295202330 cites W105785986 @default.
• W2295202330 cites W1491718027 @default.
• W2295202330 cites W1668498094 @default.
• W2295202330 cites W1746819321 @default.
• W2295202330 cites W1990384452 @default.
• W2295202330 cites W1999996900 @default.
• W2295202330 cites W2002014776 @default.
• W2295202330 cites W2034996109 @default.
• W2295202330 cites W2061068931 @default.
• W2295202330 cites W2093739529 @default.
• W2295202330 cites W2110294373 @default.
• W2295202330 cites W2119436275 @default.
• W2295202330 cites W2120636621 @default.
• W2295202330 cites W2134117233 @default.
• W2295202330 cites W2134752891 @default.
• W2295202330 cites W2146399390 @default.
• W2295202330 cites W2169660794 @default.
• W2295202330 cites W2170078560 @default.
• W2295202330 cites W2171952765 @default.
• W2295202330 cites W2282382832 @default.
• W2295202330 cites W2907233437 @default.
• W2295202330 cites W3124376910 @default.
• W2295202330 hasPublicationYear "2010" @default.
• W2295202330 type Work @default.
• W2295202330 sameAs 2295202330 @default.
• W2295202330 citedByCount "29" @default.
• W2295202330 countsByYear W22952023302012 @default.
• W2295202330 countsByYear W22952023302013 @default.
• W2295202330 countsByYear W22952023302014 @default.
• W2295202330 countsByYear W22952023302016 @default.
• W2295202330 countsByYear W22952023302017 @default.
• W2295202330 countsByYear W22952023302019 @default.
• W2295202330 countsByYear W22952023302020 @default.
• W2295202330 countsByYear W22952023302021 @default.
• W2295202330 crossrefType "proceedings-article" @default.
• W2295202330 hasAuthorship W2295202330A5010820865 @default.
• W2295202330 hasAuthorship W2295202330A5043360924 @default.
• W2295202330 hasConcept C105795698 @default.
• W2295202330 hasConcept C107673813 @default.
• W2295202330 hasConcept C111350023 @default.
• W2295202330 hasConcept C122123141 @default.
• W2295202330 hasConcept C149782125 @default.
• W2295202330 hasConcept C154945302 @default.
• W2295202330 hasConcept C165216359 @default.
• W2295202330 hasConcept C17618745 @default.
• W2295202330 hasConcept C22243797 @default.
• W2295202330 hasConcept C23922673 @default.
• W2295202330 hasConcept C2776214188 @default.
• W2295202330 hasConcept C33923547 @default.
• W2295202330 hasConcept C41008148 @default.
• W2295202330 hasConcept C51167844 @default.
• W2295202330 hasConcept C85393063 @default.
• W2295202330 hasConcept C91602232 @default.
• W2295202330 hasConceptScore W2295202330C105795698 @default.
• W2295202330 hasConceptScore W2295202330C107673813 @default.
• W2295202330 hasConceptScore W2295202330C111350023 @default.
• W2295202330 hasConceptScore W2295202330C122123141 @default.
• W2295202330 hasConceptScore W2295202330C149782125 @default.
• W2295202330 hasConceptScore W2295202330C154945302 @default.
• W2295202330 hasConceptScore W2295202330C165216359 @default.
• W2295202330 hasConceptScore W2295202330C17618745 @default.
• W2295202330 hasConceptScore W2295202330C22243797 @default.
• W2295202330 hasConceptScore W2295202330C23922673 @default.
• W2295202330 hasConceptScore W2295202330C2776214188 @default.
• W2295202330 hasConceptScore W2295202330C33923547 @default.
• W2295202330 hasConceptScore W2295202330C41008148 @default.
• W2295202330 hasConceptScore W2295202330C51167844 @default.
• W2295202330 hasConceptScore W2295202330C85393063 @default.
• W2295202330 hasConceptScore W2295202330C91602232 @default.
• W2295202330 hasLocation W22952023301 @default.
• W2295202330 hasOpenAccess W2295202330 @default.
• W2295202330 hasPrimaryLocation W22952023301 @default.
• W2295202330 hasRelatedWork W105785986 @default.
• W2295202330 hasRelatedWork W137285897 @default.
• W2295202330 hasRelatedWork W1571870753 @default.
• W2295202330 hasRelatedWork W1746819321 @default.
• W2295202330 hasRelatedWork W1999996900 @default.
• W2295202330 hasRelatedWork W2119436275 @default.
• W2295202330 hasRelatedWork W2131203126 @default.
• W2295202330 hasRelatedWork W2134117233 @default.
• W2295202330 hasRelatedWork W2134477639 @default.
• W2295202330 hasRelatedWork W2187471809 @default.
• W2295202330 hasRelatedWork W2798180542 @default.
• W2295202330 hasRelatedWork W2863857812 @default.
• W2295202330 hasRelatedWork W2907233437 @default.
• W2295202330 hasRelatedWork W2952182247 @default.
• W2295202330 hasRelatedWork W2952742374 @default.
• W2295202330 hasRelatedWork W3037265734 @default.
• W2295202330 hasRelatedWork W3038114737 @default.
• W2295202330 hasRelatedWork W3049572245 @default.
• W2295202330 hasRelatedWork W3120740533 @default.

• next