Time-dependent copulas (Q443766): Difference between revisions

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-.1016/j.jmva.2012.02.018
@@ Property / DOI: 10.1016/j.jmva.2012.02.018 / rank @@
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@@ Property / Mathematics Subject Classification ID: 62G05 / rank @@
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@@ Property / zbMATH Keywords @@
+copulas
@@ Property / zbMATH Keywords: copulas / rank @@
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@@ Property / zbMATH Keywords @@
+goodness-of-fit tests
@@ Property / zbMATH Keywords: goodness-of-fit tests / rank @@
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@@ Property / zbMATH Keywords @@
+kernel method
@@ Property / zbMATH Keywords: kernel method / rank @@
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+time series
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@@ Property / cites work @@
+Dependence Calibration in Conditional Copulas: A Nonparametric Approach
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@@ Property / cites work @@
+Copulas and Temporal Dependence
@@ Property / cites work: Copulas and Temporal Dependence / rank @@
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@@ Property / cites work @@
+Estimation of copula-based semiparametric time series models
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@@ Property / cites work @@
+Q3412547
@@ Property / cites work: Q3412547 / rank @@
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@@ Property / cites work @@
+Copulas and Markov processes
@@ Property / cites work: Copulas and Markov processes / rank @@
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@@ Property / cites work @@
+An empirical central limit theorem with applications to copulas under weak dependence
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@@ Property / cites work @@
+Q4343010
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@@ Property / cites work @@
+Q2771732
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@@ Property / cites work @@
+Goodness-of-fit tests for copulas
@@ Property / cites work: Goodness-of-fit tests for copulas / rank @@
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@@ Property / cites work @@
+Goodness-of-fit tests for copulas: A review and a power study
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@@ Property / cites work @@
+Nonparametric Test for Causality with Long-range Dependence
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@@ Property / cites work @@
+COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES
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@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
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@@ Property / cites work @@
+A probabilistic interpretation of complete monotonicity
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@@ Property / cites work @@
+Copulas: A Review and Recent Developments
@@ Property / cites work: Copulas: A Review and Recent Developments / rank @@
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@@ Property / cites work @@
+The<i>t</i>copula with multiple parameters of degrees of freedom: bivariate characteristics and application to risk management
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@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
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@@ Property / cites work @@
+Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
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@@ Property / cites work @@
+Q3985959
@@ Property / cites work: Q3985959 / rank @@
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@@ Property / cites work @@
+An introduction to copulas. Properties and applications
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+A consistent nonparametric test for nonlinear causality -- specification in time series regression
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@@ Property / cites work @@
+Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
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@@ Property / cites work @@
+Copula–Based Models for Financial Time Series
@@ Property / cites work: Copula–Based Models for Financial Time Series / rank @@
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@@ Property / cites work @@
+Convergence of stochastic processes
@@ Property / cites work: Convergence of stochastic processes / rank @@
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+Q4863755
@@ Property / cites work: Q4863755 / rank @@
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@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
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@@ Property / cites work @@
+Bivariate option pricing using dynamic copula models
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@@ Property / DOI @@
+.1016/J.JMVA.2012.02.018
@@ Property / DOI: 10.1016/J.JMVA.2012.02.018 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:443766