A copula-based method to build diffusion models with prescribed marginal and serial dependence

E Bibbona, L Sacerdote, E Torre - Methodology and computing in applied …, 2016 - Springer
This paper investigates the probabilistic properties that determine the existence of space-
time transformations between diffusion processes. We prove that two diffusions are related …
被引用次数：14 相关文章

[引用][C] A Copula-Based Method to Build Diffusion Models with Prescribed Marginal and Serial Dependence

E Bibbona, LL Sacerdote, E Torre - … AND COMPUTING IN APPLIED …, 2016 - iris.polito.it
A Copula-Based Method to Build Diffusion Models with Prescribed Marginal and Serial
Dependence IRIS IRIS Home Sfoglia Macrotipologie & tipologie Autore Titolo Riviste Serie IT …

A copula-based method to build diffusion models with prescribed marginal and serial dependence

E Bibbona, L Sacerdote, E Torre - arXiv preprint arXiv:1509.02319, 2015 - arxiv.org
This paper investigates the probabilistic properties that determine the existence of space-
time transformations between diffusion processes. We prove that two diffusions are related …

A Copula-Based Method to Build Diffusion Models with Prescribed Marginal and Serial Dependence

E Bibbona, L Sacerdote, E Torre - … and Computing in Applied …, 2016 - econpapers.repec.org
This paper investigates the probabilistic properties that determine the existence of space-
time transformations between diffusion processes. We prove that two diffusions are related …
[PDF] researchgate.net

[PDF][PDF] A copula-based method to build diffusion models with prescribed marginal and serial dependence

E Bibbonaa, L Sacerdotea, E Torreb - arXiv preprint arXiv …, 2015 - researchgate.net
This paper investigates the probabilistic properties that determine the existence of space-
time transformations between diffusion processes. We prove that two diffusions are related …

A Copula-Based Method to Build Diffusion Models with Prescribed Marginal and Serial Dependence

E Bibbona, L Sacerdote, E Torre - Methodology and Computing in …, 2016 - ideas.repec.org
This paper investigates the probabilistic properties that determine the existence of space-
time transformations between diffusion processes. We prove that two diffusions are related …

A Copula-Based Method to Build Diffusion Models with Prescribed Marginal and Serial Dependence

E Bibbona, L Sacerdote, E Torre - 2016 - dl.acm.org
This paper investigates the probabilistic properties that determine the existence of space-
time transformations between diffusion processes. We prove that two diffusions are related …

A Copula-Based Method to Build Diffusion Models with Prescribed Marginal and Serial Dependence

E Bibbona, L Sacerdote, E Torre - Methodology and Computing in Applied …, 2016 - infona.pl
This paper investigates the probabilistic properties that determine the existence of space-
time transformations between diffusion processes. We prove that two diffusions are related …

A copula-based method to build diffusion models with prescribed marginal and serial dependence

E Bibbona, L Sacerdote, E Torre - arXiv e-prints, 2015 - ui.adsabs.harvard.edu
This paper investigates the probabilistic properties that determine the existence of space-
time transformations between diffusion processes. We prove that two diffusions are related …

A Copula-Based Method to Build Diffusion Models with Prescribed Marginal and Serial Dependence

E Bibbona, L Sacerdote, E Torre - … and Computing in Applied …, 2016 - search.proquest.com
This paper investigates the probabilistic properties that determine the existence of space-
time transformations between diffusion processes. We prove that two diffusions are related …