Pages that link to "Item:Q291847"
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The following pages link to Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (Q291847):
Displayed 50 items.
- Pair-copula constructions of multiple dependence (Q80563) (← links)
- Stationary vine copula models for multivariate time series (Q111321) (← links)
- Copula-based dynamic models for multivariate time series (Q123371) (← links)
- Goodness-of-fit test for specification of semiparametric copula dependence models (Q127469) (← links)
- Copula-based multivariate GARCH model with uncorrelated dependent errors (Q302191) (← links)
- The partial copula: properties and associated dependence measures (Q334002) (← links)
- Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique (Q391536) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- Copula-based semiparametric models for multivariate time series (Q443770) (← links)
- Monitoring test for stability of copula parameter in time series (Q488592) (← links)
- Nonparametric tests for constant tail dependence with an application to energy and finance (Q494381) (← links)
- On the structure and estimation of hierarchical Archimedean copulas (Q528182) (← links)
- Exponential series estimator of multivariate densities (Q530957) (← links)
- Estimation and model selection of semiparametric multivariate survival functions under general censorship (Q530982) (← links)
- Out-of-sample comparison of copula specifications in multivariate density forecasts (Q602854) (← links)
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- Generalized runs tests for the IID hypothesis (Q737912) (← links)
- Variational inference for high dimensional structured factor copulas (Q830616) (← links)
- Copula-based regression models: a survey (Q840744) (← links)
- Efficient maximum likelihood estimation of copula based meta \(t\)-distributions (Q901485) (← links)
- Semiparametric bivariate Archimedean copulas (Q901593) (← links)
- A new class of copulas involved geometric distribution: estimation and applications (Q903321) (← links)
- Empirical likelihood based confidence intervals for copulas (Q958913) (← links)
- Goodness-of-fit test for tail copulas modeled by elliptical copulas (Q1012111) (← links)
- Change point detection in SCOMDY models (Q1621241) (← links)
- SCOMDY models based on pair-copula constructions with application to exchange rates (Q1623548) (← links)
- Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas (Q1648677) (← links)
- Managing risk with a realized copula parameter (Q1659106) (← links)
- Partial identification and inference in censored quantile regression (Q1668570) (← links)
- Copula parameter change test for nonlinear AR models with nonlinear GARCH errors (Q1731361) (← links)
- Modeling maxima with autoregressive conditional Fréchet model (Q1739592) (← links)
- Copula approaches for modeling cross-sectional dependence of data breach losses (Q1799650) (← links)
- Copula-based tests for cross-sectional independence in panel models (Q1934860) (← links)
- Jackknife empirical likelihood method for copulas (Q1944367) (← links)
- Generalized predictive information criteria for the analysis of feature events (Q1951133) (← links)
- Comparing the accuracy of multivariate density forecasts in selected regions of the copula support (Q1991935) (← links)
- Rank-based inference tools for copula regression, with property and casualty insurance applications (Q2010890) (← links)
- Goodness-of-fit test of copula functions for semi-parametric univariate time series models (Q2065302) (← links)
- A copula-based Markov chain model for serially dependent event times with a dependent terminal event (Q2068940) (← links)
- World commodity prices and economic activity in advanced and emerging economies (Q2083599) (← links)
- Dynamic copulas for monotonic dependence change in time series (Q2091330) (← links)
- Copula-based time series with filtered nonstationarity (Q2116363) (← links)
- Parametric copula adjusted for non- and semiparametric regression (Q2131254) (← links)
- Robust approach for blind separation of noisy mixtures of independent and dependent sources (Q2155814) (← links)
- Estimation and inference for dependence in multivariate data (Q2267587) (← links)
- Statistical properties of parametric estimators for Markov chain vectors based on copula models (Q2270270) (← links)
- A likelihood ratio test for spatial model selection (Q2280579) (← links)
- M-vine decomposition and VAR(1) models (Q2288813) (← links)
- A goodness-of-fit test for copulas based on martingale transformation (Q2295802) (← links)
- Using dynamic copulae for modeling dependency in currency denominations of a diversified world stock index (Q2324152) (← links)