Modeling dependence via copula of functionals of Fourier coefficients (Q2665795)
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scientific article; zbMATH DE number 7430936
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| English | Modeling dependence via copula of functionals of Fourier coefficients |
scientific article; zbMATH DE number 7430936 |
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Modeling dependence via copula of functionals of Fourier coefficients (English)
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19 November 2021
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coherence
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dependence
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Fourier transform
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parametric copulas
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ranks
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time series
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0.7693191170692444
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0.7552191615104675
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0.7496651411056519
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0.7494519948959351
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0.7482829093933105
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