Pages that link to "Item:Q2270270"
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The following pages link to Statistical properties of parametric estimators for Markov chain vectors based on copula models (Q2270270):
Displaying 8 items.
- A review of copula models for economic time series (Q443763) (← links)
- Copula-based semiparametric models for multivariate time series (Q443770) (← links)
- A copula-based model of speculative price dynamics in discrete time (Q538184) (← links)
- Multivariate Markov families of copulas (Q906347) (← links)
- Tail dependence for skew Laplace distribution and skew Cauchy distribution (Q2817151) (← links)
- Vine Copula Specifications for Stationary Multivariate Markov Chains (Q5177973) (← links)
- COPAR -- multivariate time series modeling using the copula autoregressive model (Q6574650) (← links)
- A spatially-weighted AMH copula-based dissimilarity measure for clustering variables: an application to urban thermal efficiency (Q6626639) (← links)
