Copula-based time series with filtered nonstationarity (Q2116363)
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scientific article; zbMATH DE number 7491180
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Copula-based time series with filtered nonstationarity |
scientific article; zbMATH DE number 7491180 |
Statements
Copula-based time series with filtered nonstationarity (English)
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16 March 2022
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residual copula
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cointegration
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unit root
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nonstationarity
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nonlinearity
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tail dependence
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semiparametric
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generated regressors
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GNP and CAY residuals
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0.8307227492332458
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0.8212176561355591
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0.8150972127914429
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0.8061099648475647
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0.7992025017738342
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