Dynamic Copula-Based Markov Time Series (Q3526093)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Copula-Based Markov Time Series |
scientific article |
Statements
Dynamic Copula-Based Markov Time Series (English)
0 references
24 September 2008
0 references
copula
0 references
dynamic copula
0 references
Kendall's tau
0 references
score test
0 references
time-varying parameter
0 references
0 references
0 references
