Copulas and Temporal Dependence (Q5190492)

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scientific article; zbMATH DE number 5683016
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Copulas and Temporal Dependence
scientific article; zbMATH DE number 5683016

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    Copulas and Temporal Dependence (English)
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    18 March 2010
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    copula
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    Markov chain
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    maximal correlation
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    mean square contingency
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    mixing
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    canonical correlation
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    tail dependence
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