Nonlinear Spectrum Analysis based on the Local Gaussian Correlation and Model Selection for Copulas

Jordanger, Lars Arne

Jordanger, Lars Arne

Doctoral thesis

Åpne

dr-thesis-2017-Lars-Arne-Jordanger.pdf (13.30Mb)

Permanent lenke

https://hdl.handle.net/1956/16950

Utgivelsesdato

2017-11-20

Metadata

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Samlinger

Department of Mathematics [656]

Består av

Paper I: Lars Arne Jordanger and Dag Tjøstheim. Nonlinear spectral analysis via the local Gaussian correlation. The article is available at: http://hdl.handle.net/1956/16948

Paper II: Lars Arne Jordanger and Dag Tjøstheim. Nonlinear cross-spectrum analysis via the local Gaussian correlation. The article is available at: http://hdl.handle.net/1956/16949

Paper III: Lars Arne Jordanger and Dag Tjøstheim. Model selection of copulas: AIC versus a cross validation copula information criterion. Statistics & Probability Letters. 92, 249-255 (2014). The article is available in the main thesis. The article is also available at: http://dx.doi.org/10.1016/j.spl.2014.06.006

Utgiver

The University of Bergen