2021
- Goodness-of-fit tests for elliptical copulas. Dissertation, 2021 mehr…
2020
- Bayesian time series modeling with copula structures. Dissertation, 2020 mehr…
2019
- Development and Evaluation of Sampling-based Parameter Estimation Methods for Dynamic Biological Processes. Dissertation, 2019 mehr…
- Vine based models for multivariate volatility time-series and time-to-event data. Dissertation, 2019 mehr…
- Selected topics in credit risk: Realistic modeling of correlations and new pricing approaches for credit products. Dissertation, 2019 mehr…
2018
- Nonparametric estimation in simplified vine copula models. Dissertation, 2018 mehr…
2017
- Development of Vine Copula based Drought Indices and Model Evaluation under the Presence of Non-Stationarity. Dissertation, 2017 mehr…
- Model distances, block maxima and repeated measurements in the context of vine copulas. Dissertation, 2017 mehr…
- D-vine copula based quantile regression and the simplifying assumption for vine copulas. Dissertation, 2017 mehr…
- Selection of Sparse Vine Copulas in Ultra High Dimensions. Dissertation, 2017 mehr…
2015
2014
- Estimating standard errors and efficient goodness-of-fit tests for regular vine copula models. Dissertation, 2014 mehr…
2013
- Pair-copula constructions for non-Gaussian Bayesian networks. Dissertation, 2013 mehr…
- Hierarchical Kendall Copulas and the Modeling of Systemic and Operational Risk. Dissertation, 2013 mehr…
- Regular Vine Copulas with the simplifying assumption, time-variation, and mixed discrete and continuous margins. Dissertation, 2013 mehr…
2012
- Bayesian model inference in dynamic biological systems using Markov Chain Monte Carlo methods. Dissertation, 2012 mehr…
2011
- Dependence modelling – From regression to copulas. Habilitation, 2011 mehr…
2010
- Modeling different dependence structures involving count data with applications to insurance, economics and genetics. Dissertation, 2010 mehr…