Pages that link to "Item:Q274894"
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The following pages link to Estimation of copula-based semiparametric time series models (Q274894):
Displayed 50 items.
- Testing the simplifying assumption in high-dimensional vine copulas (Q90995) (← links)
- Time series models with infinite-order partial copula dependence (Q109457) (← links)
- Stationary vine copula models for multivariate time series (Q111321) (← links)
- Copula-based dynamic models for multivariate time series (Q123371) (← links)
- An efficient nonparametric estimator for models with nonlinear dependence (Q278497) (← links)
- Minimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based models (Q288106) (← links)
- Autocopulas: investigating the interdependence structure of stationary time series (Q430873) (← links)
- Deriving the asymptotic distribution of \(U\)- and \(V\)-statistics of dependent data using weighted empirical processes (Q442076) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- Time-dependent copulas (Q443766) (← links)
- Copula-based semiparametric models for multivariate time series (Q443770) (← links)
- Some aspects of modeling dependence in copula-based Markov chains (Q444977) (← links)
- Asymptotic properties of pseudo maximum likelihood estimators and test in semi-parametric copula models with multiple change points (Q461823) (← links)
- Monitoring test for stability of copula parameter in time series (Q488592) (← links)
- Statistics for tail processes of Markov chains (Q497485) (← links)
- Semiparametric estimation in models of first-price, sealed-bid auctions with affiliation (Q527901) (← links)
- Estimation and model selection of semiparametric multivariate survival functions under general censorship (Q530982) (← links)
- A copula-based model of speculative price dynamics in discrete time (Q538184) (← links)
- Goodness-of-fit tests for copulas (Q558063) (← links)
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- An empirical central limit theorem with applications to copulas under weak dependence (Q625311) (← links)
- The copula echo state network (Q645889) (← links)
- Regularized rank-based estimation of high-dimensional nonparanormal graphical models (Q741796) (← links)
- Asymptotics for statistical functionals of long-memory sequences (Q765881) (← links)
- Multivariate Markov families of copulas (Q906347) (← links)
- Semiparametric multivariate density estimation for positive data using copulas (Q961398) (← links)
- Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data (Q1041059) (← links)
- Efficient estimation of copula-based semiparametric Markov models (Q1043729) (← links)
- Pitfalls in market timing test (Q1046178) (← links)
- The determinants of CDS spreads: evidence from the model space (Q1621637) (← links)
- SCOMDY models based on pair-copula constructions with application to exchange rates (Q1623548) (← links)
- Bayesian consistency for a nonparametric stationary Markov model (Q1740512) (← links)
- A semiparametric maximum likelihood ratio test for the change point in copula models (Q1756184) (← links)
- Copula-based tests for cross-sectional independence in panel models (Q1934860) (← links)
- Parameter estimation for pair-copula constructions (Q1952431) (← links)
- Goodness-of-fit test of copula functions for semi-parametric univariate time series models (Q2065302) (← links)
- A copula-based approximation to Markov chains (Q2115302) (← links)
- Copula-based time series with filtered nonstationarity (Q2116363) (← links)
- Accounting for endogeneity in regression models using copulas: a step-by-step guide for empirical studies (Q2121830) (← links)
- Sparse semiparametric discriminant analysis (Q2256757) (← links)
- Estimation and inference for dependence in multivariate data (Q2267587) (← links)
- Statistical properties of parametric estimators for Markov chain vectors based on copula models (Q2270270) (← links)
- Calibration estimation of semiparametric copula models with data missing at random (Q2274933) (← links)
- Semiparametric \(M\)-estimation with non-smooth criterion functions (Q2304258) (← links)
- Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index (Q2324152) (← links)
- Forecasting time series with multivariate copulas (Q2351202) (← links)
- Measuring the coupled risks: A copula-based CVaR model (Q2378280) (← links)
- Copula models for insurance claim numbers with excess zeros and time-dependence (Q2427825) (← links)
- Remarks on the speed of convergence of mixing coefficients and applications (Q2435775) (← links)
- Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics (Q2448714) (← links)