Time-dependent copulas (Q443766)

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Time-dependent copulas
scientific article

    Statements

    title
    Time-dependent copulas (English)
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    author
    Jean-David Fermanian
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    Marten H. Wegkamp
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    publication date
    13 August 2012
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    zbMATH Keywords
    copulas
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    goodness-of-fit tests
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    kernel method
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    time series
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    Identifiers

    Mathematics Subject Classification ID
    62H05
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    62M10
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    62G05
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    62G20
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    zbMATH DE Number
    6065046
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