Publications

Ostap Okhrin, and Alexander Ristig. Penalized estimation of hierarchical Archimedean copula. J. Multivar. Anal., (201)CAcademic Press, Inc., USA, July 2024. [PUMA: topic_engineering 62G07 62H12 Archimedean Hierarchical Maximum Stage-wise copula estimation likelihood] URL

Christian Genest, Ostap Okhrin, and Taras Bodnar. Copula modeling from Abe Sklar to the present day. J. Multivar. Anal., (201)CAcademic Press, Inc., USA, July 2024. [PUMA: topic_engineering 62G32 62H05 62H10 62H12 62H15 62H20 Copula Dependence modeling models] URL