{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,9,5]],"date-time":"2024-09-05T11:46:42Z","timestamp":1725536802467},"publisher-location":"Berlin, Heidelberg","reference-count":17,"publisher":"Springer Berlin Heidelberg","isbn-type":[{"type":"print","value":"9783642041792"},{"type":"electronic","value":"9783642041808"}],"license":[{"start":{"date-parts":[[2009,1,1]],"date-time":"2009-01-01T00:00:00Z","timestamp":1230768000000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2009]]},"DOI":"10.1007\/978-3-642-04180-8_58","type":"book-chapter","created":{"date-parts":[[2009,8,27]],"date-time":"2009-08-27T08:11:20Z","timestamp":1251360680000},"page":"628-643","source":"Crossref","is-referenced-by-count":4,"title":["Kernel-Based Copula Processes"],"prefix":"10.1007","author":[{"given":"Sebastian","family":"Jaimungal","sequence":"first","affiliation":[]},{"given":"Eddie K. H.","family":"Ng","sequence":"additional","affiliation":[]}],"member":"297","reference":[{"issue":"268","key":"58_CR1","doi-asserted-by":"publisher","first-page":"765","DOI":"10.1080\/01621459.1954.10501232","volume":"49","author":"T.W. Anderson","year":"1954","unstructured":"Anderson, T.W., Darling, D.A.: A test of goodness of fit. The Journal of American Statistical Association\u00a049(268), 765\u2013769 (1954)","journal-title":"The Journal of American Statistical Association"},{"key":"58_CR2","doi-asserted-by":"crossref","unstructured":"Bollerslev, T.: Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics, 31","DOI":"10.1016\/0304-4076(86)90063-1"},{"key":"58_CR3","volume-title":"Gaussian Processes for Machine Learning","author":"C.K.I. Williams","year":"2006","unstructured":"Williams, C.K.I., Rasmussen, C.E.: Gaussian Processes for Machine Learning. The MIT Press, Cambridge (2006)"},{"key":"58_CR4","unstructured":"Carney, M., Cunningham, P.: Evaluating density forecast models. tcd-cs-2006- 21. Database, Trinity College Dublin, Department of Computer Science (2006)"},{"issue":"2","key":"58_CR5","doi-asserted-by":"publisher","first-page":"307","DOI":"10.1016\/j.jeconom.2005.03.004","volume":"130","author":"X. Chen","year":"2006","unstructured":"Chen, X., Fan, Y.: Estimation of copula-based semiparameteric time series models. Journal of Econometrics\u00a0130(2), 307\u2013335 (2006)","journal-title":"Journal of Econometrics"},{"key":"58_CR6","unstructured":"Sandberg, D.V., Alvarado, E., Stewart, G.: Modeling large forest fires as extreme events. Northwest Science, 72"},{"issue":"4","key":"58_CR7","doi-asserted-by":"publisher","first-page":"863","DOI":"10.2307\/2527342","volume":"39","author":"T.A. Gunther","year":"1998","unstructured":"Gunther, T.A., Diebold, F.X., Tay, A.S.: Evaluating density forecasts with appli- cations to financial risk management. International Economic Review\u00a039(4), 863\u2013883 (1998)","journal-title":"International Economic Review"},{"key":"58_CR8","volume-title":"Extremes in nature: an approach using Copulas","author":"R. Rosso","year":"2007","unstructured":"Rosso, R., De Michele, C., Salvadori, G., Kottegoda, N.T.: Extremes in nature: an approach using Copulas. Springer, New York (2007)"},{"issue":"3","key":"58_CR9","doi-asserted-by":"publisher","first-page":"705","DOI":"10.2307\/2527081","volume":"35","author":"B.E. Hansen","year":"1994","unstructured":"Hansen, B.E.: Autoregressive conditional density estimation. International Eco- nomic Review\u00a035(3), 705\u2013730 (1994)","journal-title":"International Eco- nomic Review"},{"key":"58_CR10","volume-title":"Options, Futures, and Other Derivatives","author":"J.C. Hull","year":"2003","unstructured":"Hull, J.C.: Options, Futures, and Other Derivatives, 5th edn. Prentice-Hall, New Jersey (2003)","edition":"5"},{"key":"58_CR11","unstructured":"Lee, T.-H., Long, X.: Copula-based multivariate garch model with uncorrelated dependent errors. Database, UCR Working Paper 2005-16 (2005)"},{"key":"58_CR12","unstructured":"Mandelbrot, B.: The variation of certain speculative prices. Journal of Business, 26"},{"key":"58_CR13","series-title":"Springer Series in Statistics","volume-title":"An Introduction to Copulas","author":"R.B. Nelsen","year":"2006","unstructured":"Nelsen, R.B.: An Introduction to Copulas. Springer Series in Statistics. Springer- Verlag New York, Inc., New York (2006)"},{"key":"58_CR14","unstructured":"Fermanian, J.-D., Doukhan, P., Lang, G.: Copulas of a vector-valued stationary weakly dependent process. Database, Working paper CREST (2004)"},{"issue":"2","key":"58_CR15","doi-asserted-by":"publisher","first-page":"527","DOI":"10.1111\/j.1468-2354.2006.00387.x","volume":"47","author":"A.J. Patton","year":"2006","unstructured":"Patton, A.J.: Modelling asymmetric exchange rate dependence. International Economic Review\u00a047(2), 527\u2013556 (2006)","journal-title":"International Economic Review"},{"key":"58_CR16","doi-asserted-by":"crossref","unstructured":"Olsen, E.T., Darsow, W.F., Nguyen, B.: Copulas and markov processes. Illinois Journal of Mathematics, pp. 600\u2013642 (1992)","DOI":"10.1215\/ijm\/1255987328"},{"key":"58_CR17","doi-asserted-by":"crossref","unstructured":"Jr. M.J. Menne R.S. Vose Williams, C.N. and D.R. Easterling.: United states historical climatology network daily temperature, precipitation, and snow data. Database, The Carbon Dioxide Information Analysis Center, Oak Ridge National Laboratory, U.S. Department of Energy (2006)","DOI":"10.3334\/CDIAC\/cli.ndp070"}],"container-title":["Lecture Notes in Computer Science","Machine Learning and Knowledge Discovery in Databases"],"original-title":[],"link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-642-04180-8_58","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,22]],"date-time":"2019-05-22T06:20:48Z","timestamp":1558506048000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-642-04180-8_58"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2009]]},"ISBN":["9783642041792","9783642041808"],"references-count":17,"URL":"https:\/\/doi.org\/10.1007\/978-3-642-04180-8_58","relation":{},"ISSN":["0302-9743","1611-3349"],"issn-type":[{"type":"print","value":"0302-9743"},{"type":"electronic","value":"1611-3349"}],"subject":[],"published":{"date-parts":[[2009]]}}}