Stationary vine copula models for multivariate time series (Q111321): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||||||||||||||
| Property / publication date | |||||||||||||||
16 March 2022
| |||||||||||||||
| Property / publication date: 16 March 2022 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / author | |||||||||||||||
| Property / author: Q722600 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / author | |||||||||||||||
| Property / author: Daniel Krüger / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / author | |||||||||||||||
| Property / author: Aleksey Min / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / title | |||||||||||||||
Stationary vine copula models for multivariate time series (English) | |||||||||||||||
| Property / title: Stationary vine copula models for multivariate time series (English) / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / full work available at URL | |||||||||||||||
| Property / full work available at URL: https://arxiv.org/abs/2008.05990 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / Mathematics Subject Classification ID | |||||||||||||||
| Property / Mathematics Subject Classification ID: 62-XX / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / Mathematics Subject Classification ID | |||||||||||||||
| Property / Mathematics Subject Classification ID: 91-XX / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / zbMATH DE Number | |||||||||||||||
| Property / zbMATH DE Number: 7491162 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / zbMATH Keywords | |||||||||||||||
pair-copula | |||||||||||||||
| Property / zbMATH Keywords: pair-copula / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / zbMATH Keywords | |||||||||||||||
dependence | |||||||||||||||
| Property / zbMATH Keywords: dependence / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / zbMATH Keywords | |||||||||||||||
bootstrap | |||||||||||||||
| Property / zbMATH Keywords: bootstrap / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / zbMATH Keywords | |||||||||||||||
forecasting | |||||||||||||||
| Property / zbMATH Keywords: forecasting / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / zbMATH Keywords | |||||||||||||||
Markov chain | |||||||||||||||
| Property / zbMATH Keywords: Markov chain / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / zbMATH Keywords | |||||||||||||||
sequential maximum likelihood | |||||||||||||||
| Property / zbMATH Keywords: sequential maximum likelihood / rank | |||||||||||||||
Normal rank | |||||||||||||||
Revision as of 16:23, 31 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stationary vine copula models for multivariate time series |
scientific article |
Statements
227
0 references
2
0 references
305-324
0 references
April 2022
0 references
16 March 2022
0 references
Stationary vine copula models for multivariate time series (English)
0 references
pair-copula
0 references
dependence
0 references
bootstrap
0 references
forecasting
0 references
Markov chain
0 references
sequential maximum likelihood
0 references
