Time series models with infinite-order partial copula dependence (Q109457)
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scientific article; zbMATH DE number 7547642
- Time series with infinite-order partial copula dependence
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time series models with infinite-order partial copula dependence |
scientific article; zbMATH DE number 7547642 |
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Statements
2 July 2021
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24 June 2022
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stat.ME
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q-fin.ST
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stat.AP
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Time series with infinite-order partial copula dependence (English)
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time series
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vine copulas
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Gaussian processes
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ARMA processes
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ARFIMA processes
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