Forecasting time series with multivariate copulas
From MaRDI portal
Publication:2351202
DOI10.1515/demo-2015-0005zbMath1328.62546MaRDI QIDQ2351202
Bruno Rémillard, Clarence Simard
Publication date: 23 June 2015
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2015-0005
62M20: Inference from stochastic processes and prediction