Evaluating the relationship between two periodically correlated processes with Mandelbrot-Van Ness fractional Brownian motion errors using periodic copula (Q5887957)
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scientific article; zbMATH DE number 7677404
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evaluating the relationship between two periodically correlated processes with Mandelbrot-Van Ness fractional Brownian motion errors using periodic copula |
scientific article; zbMATH DE number 7677404 |
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Evaluating the relationship between two periodically correlated processes with Mandelbrot-Van Ness fractional Brownian motion errors using periodic copula (English)
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21 April 2023
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periodically correlated
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fractional Brownian motion
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relationship
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copula
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