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Latest revision as of 08:23, 28 July 2024

scientific article
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Stationary vine copula models for multivariate time series
scientific article

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    227
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    2
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    305-324
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    April 2022
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    16 March 2022
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    Stationary vine copula models for multivariate time series (English)
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    pair-copula
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    dependence
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    bootstrap
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    forecasting
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    Markov chain
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    sequential maximum likelihood
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