Copula-based dynamic models for multivariate time series (Q123371)

From MaRDI portal
Revision as of 18:03, 19 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Copula-based dynamic models for multivariate time series
scientific article

    Statements

    172
    0 references
    107-121
    0 references
    July 2019
    0 references
    2 July 2019
    0 references
    0 references
    0 references
    0 references
    0 references
    Copula-based dynamic models for multivariate time series (English)
    0 references
    copulas
    0 references
    dynamic models
    0 references
    generalized error models
    0 references
    goodness-of-fit
    0 references
    time series
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references