The following pages link to Time-dependent copulas (Q443766):
Displaying 12 items.
- Copula-based dynamic models for multivariate time series (Q123371) (← links)
- On the control of the difference between two Brownian motions: a dynamic copula approach (Q324995) (← links)
- The partial copula: properties and associated dependence measures (Q334002) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- Copula-based semiparametric models for multivariate time series (Q443770) (← links)
- Generalized additive models for conditional dependence structures (Q746876) (← links)
- Bivariate copula additive models for location, scale and shape (Q1654263) (← links)
- About tests of the ``simplifying'' assumption for conditional copulas (Q1696995) (← links)
- Estimating non-simplified vine copulas using penalized splines (Q1702016) (← links)
- A classification point-of-view about conditional Kendall's tau (Q1738003) (← links)
- Single-index copulas (Q1742729) (← links)
- On kernel-based estimation of conditional Kendall's tau: finite-distance bounds and asymptotic behavior (Q2178946) (← links)
