Copulas and Temporal Dependence (Q5190492)

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scientific article; zbMATH DE number 5683016
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English
Copulas and Temporal Dependence
scientific article; zbMATH DE number 5683016

    Statements

    title
    Copulas and Temporal Dependence (English)
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    DOI
    10.3982/ECTA8152
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    author
    Brendan K. Beare
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    published in
    Econometrica
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    publication date
    18 March 2010
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    Mathematics Subject Classification ID
    91B84
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    62P20
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    62M10
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    zbMATH DE Number
    5683016
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    zbMATH Keywords
    copula
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    Markov chain
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    maximal correlation
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    mean square contingency
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    mixing
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    canonical correlation
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    tail dependence
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