Flexible stationary diffusion-type models are developed that can fit both the marginal distribution and the correlation structure found in many time series from, for example, finance and turbulence.

Copulas are functions that enable the construction of multivariate probability distributions by binding together univariate marginal distributions. Central to probability theory, they allow ...

Any pair of univariate marginal distributions can be combined with any copula to yield a bivariate distribution with the given marginals. This being the case, it is tempting to conclude that the ...

This course is compulsory on the BSc in Actuarial Science and BSc in Financial Mathematics and Statistics. This course is available on the BSc in Data Science, BSc in Econometrics and Mathematical ...

Keywords: Building inventory compilations. Rational polynomial coefficients (RPC). Three-dimensional (3D) models. High-resolution satellite images. Measurements. Digital elevation models. London.

This course is available on the BSc in Data Science, BSc in Mathematics with Data Science and BSc in Mathematics, Statistics and Business. This course is available as an outside option to students on ...