Second-order expansions for maxima of dynamic bivariate normal copulas (Q1687227)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Second-order expansions for maxima of dynamic bivariate normal copulas |
scientific article |
Statements
Second-order expansions for maxima of dynamic bivariate normal copulas (English)
0 references
22 December 2017
0 references
dynamic bivariate normal copula
0 references
maximum
0 references
second-order expansion
0 references
0 references
0 references
