Modeling dependence via copula of functionals of Fourier coefficients (Q2665795)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 7430936
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Modeling dependence via copula of functionals of Fourier coefficients |
scientific article; zbMATH DE number 7430936 |
Statements
Modeling dependence via copula of functionals of Fourier coefficients (English)
0 references
19 November 2021
0 references
coherence
0 references
dependence
0 references
Fourier transform
0 references
parametric copulas
0 references
ranks
0 references
time series
0 references
0 references
0 references
0 references
0 references
0.7693191170692444
0 references
0.7552191615104675
0 references
0.7496651411056519
0 references
0.7494519948959351
0 references
0.7482829093933105
0 references
