Copula-based dynamic models for multivariate time series (Q123371)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Copula-based dynamic models for multivariate time series |
scientific article; zbMATH DE number 7075381
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Copula-based dynamic models for multivariate time series |
scientific article; zbMATH DE number 7075381 |
Statements
172
0 references
107-121
0 references
July 2019
0 references
2 July 2019
0 references
Copula-based dynamic models for multivariate time series (English)
0 references
copulas
0 references
dynamic models
0 references
generalized error models
0 references
goodness-of-fit
0 references
time series
0 references
0 references
0 references
0 references
0.8911187052726746
0 references
0.8716718554496765
0 references
0.8680425882339478
0 references
0.8632367253303528
0 references
0.8618026971817017
0 references
