en
en-zh
en-de
en-es
en-fr
en-sl
0.25
0.5
0.75
1.25
1.5
1.75
2
Copula Processes
Published on 2011-03-2510298 Views
We define a copula process which describes the dependencies between arbitrarily many random variables independently of their marginal distributions. As an example, we develop a stochastic volatility m