COPAR -- multivariate time series modeling using the copula autoregressive model (Q6574650)
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scientific article; zbMATH DE number 7883170
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| English | COPAR -- multivariate time series modeling using the copula autoregressive model |
scientific article; zbMATH DE number 7883170 |
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COPAR -- multivariate time series modeling using the copula autoregressive model (English)
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18 July 2024
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multivariate time series
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copula autoregression
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vector autoregression
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forecasting time series
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vine copula
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