Dynamic bivariate normal copula (Q295132): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W3098396366 / rank | |||
Normal rank |
Revision as of 02:32, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Dynamic bivariate normal copula |
scientific article |
Statements
Dynamic bivariate normal copula (English)
0 references
17 June 2016
0 references
estimation
0 references
normal copula
0 references
tail dependence/independence
0 references