Pages that link to "Item:Q3181950"
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The following pages link to COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES (Q3181950):
Displaying 26 items.
- Time series models with infinite-order partial copula dependence (Q109457) (← links)
- Stationary vine copula models for multivariate time series (Q111321) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- Time-dependent copulas (Q443766) (← links)
- A copula-based model of speculative price dynamics in discrete time (Q538184) (← links)
- The loss given default of a low-default portfolio with weak contagion (Q903339) (← links)
- Multivariate Markov families of copulas (Q906347) (← links)
- Efficient estimation of copula-based semiparametric Markov models (Q1043729) (← links)
- Heavy tails and copulas: limits of diversification revisited (Q1668647) (← links)
- A failure process model with the exponential smoothing of intensity functions (Q1713743) (← links)
- On the construction of radially symmetric copulas in higher dimensions (Q1794838) (← links)
- Goodness-of-fit test of copula functions for semi-parametric univariate time series models (Q2065302) (← links)
- A copula-based approximation to Markov chains (Q2115302) (← links)
- Copula-based time series with filtered nonstationarity (Q2116363) (← links)
- Dependence and mixing for perturbations of copula-based Markov chains (Q2244555) (← links)
- Copula-based Markov process (Q2306101) (← links)
- Expansions for bivariate copulas (Q2348320) (← links)
- High frequency trading and stock index returns: a nonlinear dynamic analysis (Q2656795) (← links)
- TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS (Q2929840) (← links)
- COPULA REPRESENTATIONS FOR THE SUM OF DEPENDENT RISKS: MODELS AND COMPARISONS (Q5051173) (← links)
- ON THE CONVERGENCE RATE OF POTENTIALS OF BRENIER MAPS (Q5071690) (← links)
- A Compendium of Copulas (Q5162881) (← links)
- Vine Copula Specifications for Stationary Multivariate Markov Chains (Q5177973) (← links)
- ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE (Q5397669) (← links)
- Copula-based Markov zero-inflated count time series models with application (Q5861564) (← links)
- One-dependent colorings of the star graph (Q6138902) (← links)
