Forecasting time series with multivariate copulas
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Publication:2351202
DOI10.1515/demo-2015-0005zbMath1328.62546OpenAlexW3121798988MaRDI 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
Related Items (2)
Multivariate Markov families of copulas ⋮ Stationary vine copula models for multivariate time series
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