Copulas for statistical signal processing (Part I): Extensions and generalization

2013/07/19 by Xuexing Zeng, Jinchang Ren, Zheng Wang +3 · 1 citation
Computer Science · Economics, Econometrics and Finance · Mathematics · #Advanced Statistical Methods and Models #Financial Risk and Volatility Modeling #Image and Signal Denoising Methods

paper · doi:10.1016/j.sigpro.2013.07.009

openalex publication_date 2013/07/19 · crossref created 2013/07/19 · crossref issued 2014/01/01 · crossref published 2014/01/01 · crossref published-print 2014/01/01 · crossref deposited 2019/07/18 · openalex created_date 2025/10/10 · crossref indexed 2026/03/27 · openalex updated_date 2026/07/02

Citations

• Copula Methods in Finance
• Copulas of bivariate Rayleigh and log-normal distributions
• Copulas for bivariate probability distributions
• SAR change detection using Rayleigh copula
• Some integrals involving theQ_Mfunction (Corresp.)
• On the Combination of Multisensor Data Using Meta-Gaussian Distributions
• Location Estimation of a Random Signal Source Based on Correlated Sensor Observations
• Validating a Biometric Authentication System: Sample Size Requirements
• A Parametric Copula-Based Framework for Hypothesis Testing Using Heterogeneous Data
• Modeling and Unsupervised Classification of Multivariate Hidden Markov Chains With Copulas
• Using Copulas for Modeling Stochastic Dependence in Power System Uncertainty Analysis
• Copula-Based Fusion of Correlated Decisions

Cited by

• Copulas in signal processing [wikipedia]