Pages that link to "Item:Q3625345"

The following pages link to Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function (Q3625345):

Displaying 7 items.

• Time series models with infinite-order partial copula dependence (Q109457) (← links)
• A copula-based Markov chain model for serially dependent event times with a dependent terminal event (Q2068940) (← links)
• Analysis of ordinal and continuous longitudinal responses using pair copula construction (Q2168557) (← links)
• Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis (Q2348726) (← links)
• Model diagnostic procedures for copula-based Markov chain models for statistical process control (Q5082704) (← links)
• Vine Copula Specifications for Stationary Multivariate Markov Chains (Q5177973) (← links)
• (Q5879919) (← links)