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particlemontecarlo / copula_changepoint

Code to perform inference in factor copula change point model
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The paper corresponding to the experiment in the script #1

Open WILLINGG opened 10 months ago

WILLINGG commented 10 months ago

Where can I find the paper corresponding to the experiment in the script? The title is 'Bayesian inference of structural breaks in factor copula models'. It seems a bit difficult to understand those examples.

particlemontecarlo commented 10 months ago

https://ora.ox.ac.uk/objects/uuid:371cc492-7ab5-43e8-8ec6-ae1defb429ff/download_file?file_format=&safe_filename=Oxford_Thesis.pdf&type_of_work=Thesis

WILLINGG commented 10 months ago

Thank you very much!!! That's very helpful.