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Archived publication

D-vine Creation of Non-Gaussian Random Fields

Stien, Marita; Kolbjørnsen, Odd

September 19, 2008

SAND

  • Filename: 4803/Stien_-_D-vine_Creation_of_Non-Gaussian_Random_Fields.pdf
  • Areas:
  • Keywords: Property modeling, vines, copula, nonlinear dependency
  • Page(s): 24
  • Name and number of project: Multipoint 808002
  • Title: D-vine Creation of Non-Gaussian Random Fields
  • Author(s): Stien, Marita; Kolbjørnsen, Odd
  • Report number: SAND/07/08
  • Published date: September 19, 2008

 

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Postal address: Norsk Regnesentral/Norwegian Computing Center, P.O. Box 114 Blindern, NO-0314 Oslo, Norway
Visit address: Norsk Regnesentral, Gaustadalleen 23a, Kristen Nygaards hus, NO-0373 Oslo.
Phone: (+47) 22 85 25 00
AddressHow to get to NR