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05/04/2023
Extreme Limit Theory of Competing Risks under Power Normalization
Advanced science and technology provide a wealth of big data from differ...
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02/13/2023
Spatio-temporal Joint Modelling on Moderate and Extreme Air Pollution in Spain
Very unhealthy air quality is consistently connected with numerous disea...
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07/21/2021
Modeling and Decoupling Systemic Risk
Identifying systemic risk patterns in geopolitical, economic, financial,...
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05/09/2018
Semiparametric multivariate D-vine time series model
This paper proposes a novel semiparametric multivariate D-vine time seri...
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05/28/2017
