MI Bhatti, HQ Do - International Journal of Hydrogen Energy, 2019 - Elsevier
In recent years, copula models are being used in all areas of human endeavors including energy, environment, social, natural and physical sciences. Copulas are the most powerful …
J Kong, R Lund - Journal of Time Series Analysis, 2023 - Wiley Online Library
Count time series are widely encountered in practice. As with continuous valued data, many count series have seasonal properties. This article uses a recent advance in stationary count …
Y Jia, S Kechagias, J Livsey, R Lund… - Journal of the American …, 2023 - Taylor & Francis
This article develops the theory and methods for modeling a stationary count time series via Gaussian transformations. The techniques use a latent Gaussian process and a …
V De Oliveira - The American Statistician, 2020 - Taylor & Francis
This article explores models for geostatistical data for situations in which the region where the phenomenon of interest varies is partitioned into two disjoint subregions. This is called a …
The class of bivariate integer-valued time series models, described via copula theory, is gaining popularity in the literature because of applications in health sciences, engineering …
Z Han, V De Oliveira - Journal of Statistical Software, 2018 - jstatsoft.org
This work describes the R package gcKrig for the analysis of geostatistical count data using Gaussian copulas. The package performs likelihood-based inference and spatial prediction …
Spatially referenced data arise in many fields, including imaging, ecology, public health, and marketing. Although principled smoothing or interpolation is paramount for many …
Z Han, V De Oliveira - Communications in Statistics-Simulation and …, 2020 - Taylor & Francis
This work investigates the computation of maximum likelihood estimators in Gaussian copula models for geostatistical count data. This is a computationally challenging task …
The number and amount of claims, referred to as the sum of claims or the total claim/loss amounts in insurance literature, are crucial pieces of information for insurance companies …