7 citations · 10 across the 2 of their papers we have counts for
2 papers
stat.ME2012★ 7 cited
Simplified Pair Copula Constructions --- Limits and Extensions
Jakob Stöber, Harry Joe, Claudia Czado
So called pair copula constructions (PCCs), specifying multivariate distributions only in terms of bivariate building blocks (pair copulas), constitute a flexible class of dependen…
stat.CO2012★ 3 cited
Is there significant time-variation in multivariate copulas?
Jakob Stöber, Ulf Schepsmeier
We demonstrate how the uncertainty of parameter point estimates can be assessed in a maximum likelihood framework in order to prevent overfitting and erroneous detection of time-in…