Time-dependent copulas (Q443766): Difference between revisions
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| Property / DOI: 10.1016/J.JMVA.2012.02.018 / rank | |||
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| Property / DOI: 10.1016/J.JMVA.2012.02.018 / rank | |||
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Latest revision as of 17:46, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-dependent copulas |
scientific article |
Statements
Time-dependent copulas (English)
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13 August 2012
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copulas
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goodness-of-fit tests
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kernel method
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time series
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