A copula-based method to build diffusion models with prescribed marginal and serial dependence (Q340123)
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scientific article; zbMATH DE number 6652322
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| English | A copula-based method to build diffusion models with prescribed marginal and serial dependence |
scientific article; zbMATH DE number 6652322 |
Statements
A copula-based method to build diffusion models with prescribed marginal and serial dependence (English)
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11 November 2016
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diffusions
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serial dependence
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stochastic differential equations
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copulas
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space-time transformations
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0.7496627569198608
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0.7385230660438538
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0.7207688689231873
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0.7205394506454468
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0.7200474739074707
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