Dynamic bivariate normal copula (Q295132): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 1505.03762 / rank | |||
Normal rank |
Revision as of 13:24, 18 April 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