Article-Journal

Parallel Bayesian inference for high-dimensional dynamic factor copulas
To account for asymmetric dependence in extreme events, we propose a dynamic generalized hyperbolic skew Student-$t$ factor copula …
Cite DOI
Particle learning for Bayesian semi-parametric stochastic volatility model
This article designs a Sequential Monte Carlo (SMC) algorithm for estimation of Bayesian semi-parametric Stochastic Volatility model …
Cite DOI
Rejoinder on: Data science, big data and statistics
Cite DOI
simmer: Discrete-event simulation for R
The simmer package brings discrete-event simulation to R. It is designed as a generic yet powerful process-oriented framework. The …
Cite DOI
Fourier inference for stochastic volatility models with heavy-tailed innovations
We consider estimation of stochastic volatility models which are driven by a heavy-tailed innovation distribution. Exploiting the …
Cite DOI
Goodness-of-fit tests for complete spatial randomness based on Minkowski functionals of binary images
We propose a class of goodness-of-fit tests for complete spatial randomness (CSR). In contrast to standard tests, our procedure …
Cite DOI
Measurement errors in R
This paper presents an R package to handle and represent measurements with errors in a very simple way. We briefly introduce the main …
Cite DOI
Multivariate goodness-of-fit on flat and curved spaces via nearest neighbor distances
We present a unified approach to goodness-of-fit testing in $ℝ^d$ and on lower-dimensional manifolds embedded in $ℝ^d$ based on sums of …
Cite DOI
A generative angular model of protein structure evolution
Recently described stochastic models of protein evolution have demonstrated that the inclusion of structural information in addition to …
Cite DOI
Dating multiple change points in the correlation matrix
A nonparametric procedure for detecting and dating multiple change points in the correlation matrix of sequences of random variables is …
Cite DOI