A Mixed Copula-Based Vector Autoregressive Model for Econometric Analysis

DOI10.1142/S0218488520400103MaRDI QIDQ5876092zbMATH OpenFDO

Authors Woraphon Yamaka, Sukrit Thongkairat

Publication date 31 January 2023

Published in International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S0218488520400103

zbMATH Keywords

copulamixed copulavector autoregressive model

Mathematics Subject Classification ID

Statistics (62-XX)

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