Archimedean copulas and temporal dependence
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Publication:5397669
DOI10.1017/S0266466612000126zbMATH Open1281.62143MaRDI QIDQ5397669FDOQ5397669
Authors: Brendan K. Beare 
Publication date: 24 February 2014
Published in: Econometric Theory (Search for Journal in Brave)
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Cited In (17)
- Copulas for Markovian dependence
- Title not available (Why is that?)
- Copulas and temporal dependence
- Vine copula specifications for stationary multivariate Markov chains
- The dispersive effect of cross-aging with archimedean copulas
- Copulae: an overview and recent developments
- Time irreversible copula-based Markov models
- On tail dependence coefficients of transformed multivariate Archimedean copulas
- A novel copula-based approach for parametric estimation of univariate time series through its covariance decay
- Stationary vine copula models for multivariate time series
- Goodness-of-fit test of copula functions for semi-parametric univariate time series models
- A review of copula models for economic time series
- Time series models with infinite-order partial copula dependence
- Some aspects of modeling dependence in copula-based Markov chains
- Copula-based Markov process
- Time-dependent copulas
- On dependence structure of copula-based Markov chains
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