Time-dependent copulas
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Publication:443766
DOI10.1016/j.jmva.2012.02.018zbMath1352.62073OpenAlexW2058763692MaRDI QIDQ443766
Marten H. Wegkamp, Jean-David Fermanian
Publication date: 13 August 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2012.02.018
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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Uses Software
Cites Work
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