Pages that link to "Item:Q2929840"
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The following pages link to TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS (Q2929840):
Displaying 15 items.
- A review of copula models for economic time series (Q443763) (← links)
- Statistics for tail processes of Markov chains (Q497485) (← links)
- The integrated copula spectrum (Q2112830) (← links)
- A copula-based approximation to Markov chains (Q2115302) (← links)
- A test of symmetry based on L-moments with an application to the business cycles of the G7 economies (Q2226924) (← links)
- Copula-based Markov process (Q2306101) (← links)
- Graphical and formal statistical tools for the symmetry of bivariate copulas (Q2870713) (← links)
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
- Vine Copula Specifications for Stationary Multivariate Markov Chains (Q5177973) (← links)
- Asymmetric Copulas and Their Application in Design of Experiments (Q5213717) (← links)
- Threshold Autoregressive Models for Directional Time Series (Q5280121) (← links)
- RANDOMIZATION TESTS OF COPULA SYMMETRY (Q5859562) (← links)
- Detecting Directionality in Time Series (Q5869287) (← links)
- A copula spectral test for pairwise time reversibility (Q6133833) (← links)
- Peaks, gaps, and time‐reversibility of economic time series (Q6135333) (← links)
