Energy markets modelling via Sibuya-type copulas (2016)
- Autor:
- Autor USP: KOLEV, NIKOLAI VALTCHEV - IME
- Unidade: IME
- Assunto: ANÁLISE DE SÉRIES TEMPORAIS
- Language: Inglês
- Imprenta:
- Publisher: Associação Brasileira de Estatística - ABE
- Publisher place: São Paulo
- Date published: 2016
- Source:
- Título: Book of abstracts
- Volume/Número/Paginação/Ano: p. 21
- Conference titles: Latin American Conference on Statistical Computing - LACSC
-
ABNT
KOLEV, Nikolai. Energy markets modelling via Sibuya-type copulas. 2016, Anais.. São Paulo: Associação Brasileira de Estatística - ABE, 2016. p. 21. Disponível em: https://www.ime.usp.br/~lsanchez/lacsc2016/bookabstracts_complete.pdf. Acesso em: 04 mar. 2026. -
APA
Kolev, N. (2016). Energy markets modelling via Sibuya-type copulas. In Book of abstracts (p. 21). São Paulo: Associação Brasileira de Estatística - ABE. Recuperado de https://www.ime.usp.br/~lsanchez/lacsc2016/bookabstracts_complete.pdf -
NLM
Kolev N. Energy markets modelling via Sibuya-type copulas [Internet]. Book of abstracts. 2016 ; 21.[citado 2026 mar. 04 ] Available from: https://www.ime.usp.br/~lsanchez/lacsc2016/bookabstracts_complete.pdf -
Vancouver
Kolev N. Energy markets modelling via Sibuya-type copulas [Internet]. Book of abstracts. 2016 ; 21.[citado 2026 mar. 04 ] Available from: https://www.ime.usp.br/~lsanchez/lacsc2016/bookabstracts_complete.pdf - New characterizations of bivariate discrete Schur-constant models
- Ryu-type extended Marshall-Olkin model with implicit shocks and joint life insurance applications
- Run and frequency quotas in a multi-state Markov Chain
- A new notion of bivariate lack of memory property
- Bayesian analysis of the extended Marshall-Olkin model
- Relative Importance of Risk Sources in Insurance Systems, Edward W. Frees, April 1998
- A modified Marshall-Olkin bivariate exponential distribution
- Beta transformation. Beta type self-decomposability and related characterizations
- A simple relation between the Leimkuhler curve and the mean residual life
- Copulas: A review and recent developments
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