Copula directional dependence of discrete time series marginals
DOI10.1080/03610918.2019.1630434zbMATH Open1497.62226OpenAlexW2951243058WikidataQ127678613 ScholiaQ127678613MaRDI QIDQ5082811FDOQ5082811
Jong-Min Kim, Mohammed Sulaiman Alqawba, Norou Diawara
Publication date: 21 June 2022
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2019.1630434
Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20) Generalized linear models (logistic models) (62J12)
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