Autocopulas: investigating the interdependence structure of stationary time series
type: Item
instance of: scholarly article
title: Autocopulas: investigating the interdependence structure of stationary time series
zbMATH Open document ID: 1241.62126
author: Pál Rakonczai
author: László Márkus
author: A. Zempléni
published in: Methodology and Computing in Applied Probability
publication date: 2012-06-26T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62G10
Mathematics Subject Classification ID: 65C60
Mathematics Subject Classification ID: 62P12
zbMATH DE Number: 6050373
zbMATH Keywords: copulas
zbMATH Keywords: goodness-of-fit test
zbMATH Keywords: Kendall's transform
zbMATH Keywords: river flow series
describes a project that uses: QRM
MaRDI profile type: MaRDI publication profile
full work available at URL: s11009-011-9230-2
OpenAlex ID: W1983742991
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DOI: 10.1007/S11009-011-9230-2
description: scientific article; zbMATH DE number 6050373