TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS
From MaRDI portal
Publication:2929840
DOI10.1017/S0266466614000115zbMath1314.62122OpenAlexW2134080025MaRDI QIDQ2929840
No author found.
Publication date: 14 November 2014
Published in: (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466614000115
No records found.
Related Items (15)
Threshold Autoregressive Models for Directional Time Series ⋮ A copula spectral test for pairwise time reversibility ⋮ Peaks, gaps, and time‐reversibility of economic time series ⋮ A review of copula models for economic time series ⋮ GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS ⋮ A test of symmetry based on L-moments with an application to the business cycles of the G7 economies ⋮ Statistics for tail processes of Markov chains ⋮ Vine Copula Specifications for Stationary Multivariate Markov Chains ⋮ Asymmetric Copulas and Their Application in Design of Experiments ⋮ Copula-based Markov process ⋮ RANDOMIZATION TESTS OF COPULA SYMMETRY ⋮ Graphical and formal statistical tools for the symmetry of bivariate copulas ⋮ Detecting Directionality in Time Series ⋮ The integrated copula spectrum ⋮ A copula-based approximation to Markov chains
This page was built for publication: TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS
