Copula-based dynamic models for multivariate time series (Q123371)

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Copula-based dynamic models for multivariate time series
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    Statements

    172
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    107-121
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    July 2019
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    2 July 2019
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    Copula-based dynamic models for multivariate time series (English)
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    copulas
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    dynamic models
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    generalized error models
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    goodness-of-fit
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    time series
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