Estimation under copula-based Markov normal mixture models for serially correlated data
From MaRDI portal
Publication:5086400
DOI10.1080/03610918.2019.1652318OpenAlexW2967502806WikidataQ127368067 ScholiaQ127368067MaRDI QIDQ5086400FDOQ5086400
Authors: Weicheng Lin, Takeshi Emura, Li-Hsien Sun 
Publication date: 5 July 2022
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2019.1652318
Cites Work
- R routines for performing estimation and statistical process control under copula-based time series models
- A Test for Normality of Observations and Regression Residuals
- Title not available (Why is that?)
- The Lindeberg-Levy Theorem for Martingales
- An introduction to copulas.
- Copulas and Markov processes
- Estimation of copula-based semiparametric time series models
- Understanding Relationships Using Copulas
- Empirical evidence on Student-\(t\) log-returns of diversified world stock indices
- A Bayesian inference for time series via copula-based Markov chain models
- Root selection in normal mixture models
- Modeling stock markets' volatility using GARCH models with normal, Student's \(t\) and stable Paretian distributions
- Model diagnostic procedures for copula-based Markov chain models for statistical process control
- Control charts of mean and variance using copula Markov SPC and conditional distribution by copula
- Directional dependence via Gaussian copula beta regression model with asymmetric GARCH marginals
Cited In (3)
Uses Software
This page was built for publication: Estimation under copula-based Markov normal mixture models for serially correlated data
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5086400)
