Archived publication
Archived publication
D-vine Creation of Non-Gaussian Random Fields
4803/Stien_-_D-vine_Creation_of_Non-Gaussian_Random_Fields.pdf
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