Semi-parametric copula-based models under non-stationarity
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Publication:142233
DOI10.1016/J.JMVA.2019.03.007zbMATH Open1422.62189OpenAlexW2926314890WikidataQ128156765 ScholiaQ128156765MaRDI QIDQ142233FDOQ142233
Authors: Bouchra R. Nasri, Bruno N. Rémillard, Taoufik Bouezmarni, Bouchra R. Nasri, Bruno Rémillard, Taoufik Bouezmarni 
Publication date: September 2019
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2019.03.007
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Cites Work
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Cited In (9)
- Title not available (Why is that?)
- Copula‐based semiparametric models for spatiotemporal data
- NCSCopula
- On non-central squared copulas
- Time-Varying Mixture Copula Models with Copula Selection
- Stationary vine copula models for multivariate time series
- Estimation of copula-based semiparametric time series models
- Efficient estimation of a semiparametric dynamic copula model
- Dynamic copulas for monotonic dependence change in time series
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