2 citations · 2 across the 1 of their papers we have counts for
4 papers
Social Media Integration of Flood Data: A Vine Copula-Based Approach
Lauren Ansell, Luciana Dalla Valle
Floods are the most common and among the most severe natural disasters in many countries around the world. As global warming continues to exacerbate sea level rise and extreme weat…
Approximate Bayesian Conditional Copulas
Clara Grazian, Luciana Dalla Valle, Brunero Liseo
Copula models are flexible tools to represent complex structures of dependence for multivariate random variables. According to Sklar's theorem (Sklar, 1959), any d-dimensional abso…
Bayesian Multivariate Nonlinear State Space Copula Models
Alexander Kreuzer, Luciana Dalla Valle, Claudia Czado
In this paper we propose a flexible class of multivariate nonlinear non-Gaussian state space models, based on copulas. More precisely, we assume that the observation equation and t…
A Bayesian Non-linear State Space Copula Model to Predict Air Pollution in Beijing
Alexander Kreuzer, Luciana Dalla Valle, Claudia Czado
Air pollution is a serious issue that currently affects many industrial cities in the world and can cause severe illness to the population. In particular, it has been proven that e…