Time-dependent copulas (Q443766): Difference between revisions

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+Dependence Calibration in Conditional Copulas: A Nonparametric Approach
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+Copulas and Temporal Dependence
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+Estimation of copula-based semiparametric time series models
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+Q3412547
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+Copulas and Markov processes
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+An empirical central limit theorem with applications to copulas under weak dependence
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+Goodness-of-fit tests for copulas
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+Goodness-of-fit tests for copulas: A review and a power study
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+Nonparametric Test for Causality with Long-range Dependence
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+COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES
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+A probabilistic interpretation of complete monotonicity
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+Copulas: A Review and Recent Developments
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+The<i>t</i>copula with multiple parameters of degrees of freedom: bivariate characteristics and application to risk management
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+Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
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+An introduction to copulas. Properties and applications
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+A consistent nonparametric test for nonlinear causality -- specification in time series regression
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+Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
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+Copula–Based Models for Financial Time Series
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+Convergence of stochastic processes
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+Bivariate option pricing using dynamic copula models
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