High-dimensional copula-based distributions with mixed frequency data (Q726592)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | High-dimensional copula-based distributions with mixed frequency data |
scientific article |
Statements
High-dimensional copula-based distributions with mixed frequency data (English)
0 references
12 July 2016
0 references
high-frequency data
0 references
forecasting
0 references
composite likelihood
0 references
nonlinear dependence
0 references