Items where authors include "Bladt, Martin"

Article

Bladt, Martin, Dias, Alexandra orcid.org/0000-0003-0210-552X, Han, Jialing et al. (1 more author) (2025) Semiparametric and parametric distributional forecasting of univariate time series using non-Gaussian ARMA models based on D-vines. The Canadian Journal of Statistics. ISSN 1708-945X (In Press)

Bladt, Martin and McNeil, Alexander John orcid.org/0000-0002-6137-2890 (2022) Time series copula models using d-vines and v-transforms. Econometrics and Statistics. 27-48. ISSN 2452-3062

McNeil, Alexander John orcid.org/0000-0002-6137-2890 and Bladt, Martin (2022) Time series with infinite-order partial copula dependence. Dependence Modeling. 87–107. ISSN 2300-2298