Stationary vine copula models for multivariate time series (Q111321): Difference between revisions
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scientific article
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English | Stationary vine copula models for multivariate time series |
scientific article |
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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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