Aleksey Min

Aleksey Min

Technische Universität München - Munich / Germany
Others
AD Scientific Index ID: 1781642
Technical University of Munich
person_outline Aleksey Min's MOST POPULAR ARTICLES
1-) Maximum likelihood estimation of mixed C-vines with application to exchange ratesC Czado, U Schepsmeier, A MinStatistical Modelling 12 (3), 229-255, 20122752012
2-) Bayesian inference for multivariate copulas using pair-copula constructionsA Min, C CzadoJournal of Financial Econometrics 8 (4), 511-546, 20102622010
3-) Modeling longitudinal data using a pair-copula decomposition of serial dependenceM Smith, A Min, C Almeida, C CzadoJournal of the American Statistical Association 105 (492), 1467-1479, 20101992010
4-) A mixed copula model for insurance claims and claim sizesC Czado, R Kastenmeier, EC Brechmann, A MinScandinavian Actuarial Journal 2012 (4), 278-305, 20121762012
5-) VineCopula: Statistical inference of vine copulasT Nagler, U Schepsmeier, J Stoeber, EC Brechmann, B Graeler, T Erhardt, ...R package version 2 (0), 20191212019