Copula structured M4 processes with application to high-frequency financial data (Q308364): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G32
@@ Property / Mathematics Subject Classification ID: 62G32 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 60G70 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H05
@@ Property / Mathematics Subject Classification ID: 62H05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6623654
@@ Property / zbMATH DE Number: 6623654 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+time series
@@ Property / zbMATH Keywords: time series / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+sparse multivariate maxima of moving maxima model
+Normal rank
@@ Property / zbMATH Keywords @@
+GMM estimator
@@ Property / zbMATH Keywords: GMM estimator / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+finance
@@ Property / zbMATH Keywords: finance / rank @@
+Normal rank

Revision as of 00:28, 28 June 2023