Pages that link to "Item:Q291623"

The following pages link to Common factors in conditional distributions for bivariate time series (Q291623):

Displaying 10 items.

• A note on nonparametric estimation of copula-based multivariate extensions of Spearman's rho (Q273774) (← links)
• Estimation of copula-based semiparametric time series models (Q274894) (← links)
• Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (Q291847) (← links)
• A review of copula models for economic time series (Q443763) (← links)
• Comparison of semiparametric and parametric methods for estimating copulas (Q1019914) (← links)
• Measuring the coupled risks: A copula-based CVaR model (Q2378280) (← links)
• Three-stage semi-parametric estimation of \(t\)-copulas: asymptotics, finite-sample properties and computational aspects (Q2445710) (← links)
• A MODEL SELECTION TEST FOR BIVARIATE FAILURE-TIME DATA (Q2886950) (← links)
• (Q2971502) (← links)
• COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES (Q3181950) (← links)