D-vine Creation of Non-Gaussian Random Fields

4803/Stien_-_D-vine_Creation_of_Non-Gaussian_Random_Fields.pdf

Stien, Marita; Kolbjørnsen, Odd

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