The following pages link to Convolution copula econometrics (Q504915):
Displaying 13 items.
- A comprehensive family of copulas to model bivariate random noise and perturbation (Q2049227) (← links)
- A copula-based approximation to Markov chains (Q2115302) (← links)
- Structural change in the link between oil and the European stock market: implications for risk management (Q2178931) (← links)
- Copula-based Markov process (Q2306101) (← links)
- On sums of dependent random lifetimes under the time-transformed exponential model (Q2677121) (← links)
- On the uniform-in-bandwidth consistency of the general conditional<i>U</i>-statistics based on the copula representation (Q5012349) (← links)
- COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS (Q5051173) (← links)
- Risk analysis in the brazilian stock market: copula-APARCH modeling for value-at-risk (Q5073425) (← links)
- Mixing and moments properties of a non-stationary copula-based Markov process (Q5077525) (← links)
- Random noise and perturbation of copulas (Q5206517) (← links)
- Copula-based measurement error models (Q5858303) (← links)
- (Q5879921) (← links)
- Several algorithms for constructing copulas via \(\ast\)-product decompositions (Q6083065) (← links)
