The following pages link to Copulas and Temporal Dependence (Q5190492):
Displaying 45 items.
- Time series models with infinite-order partial copula dependence (Q109457) (← links)
- Stationary vine copula models for multivariate time series (Q111321) (← links)
- A dependent multiplier bootstrap for the sequential empirical copula process under strong mixing (Q265279) (← links)
- Self-normalized Cramér-type moderate deviations under dependence (Q309727) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- Time-dependent copulas (Q443766) (← links)
- Copula-based semiparametric models for multivariate time series (Q443770) (← links)
- Some aspects of modeling dependence in copula-based Markov chains (Q444977) (← links)
- A copula-based model of speculative price dynamics in discrete time (Q538184) (← links)
- Semi- and nonparametric ARCH processes (Q609736) (← links)
- Multivariate Markov families of copulas (Q906347) (← links)
- An exponential inequality for U-statistics under mixing conditions (Q1745277) (← links)
- A note on testing independence by a copula-based order selection approach (Q1945057) (← 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)
- Perturbations of copulas and mixing properties (Q2126028) (← links)
- Dependence and mixing for perturbations of copula-based Markov chains (Q2244555) (← links)
- Copula-based Markov process (Q2306101) (← links)
- On mixtures of copulas and mixing coefficients (Q2350064) (← links)
- Forecasting time series with multivariate copulas (Q2351202) (← links)
- Remarks on the speed of convergence of mixing coefficients and applications (Q2435775) (← links)
- Nonparametric tests for tail monotonicity (Q2451768) (← links)
- Diffusion copulas: identification and estimation (Q2658762) (← links)
- Vector copulas (Q2697978) (← links)
- TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS (Q2929840) (← links)
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
- On some basic features of strictly stationary, reversible Markov chains (Q5012851) (← links)
- Mixing and moments properties of a non-stationary copula-based Markov process (Q5077525) (← links)
- Vine Copula Specifications for Stationary Multivariate Markov Chains (Q5177973) (← links)
- ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE (Q5397669) (← links)
- The Hellinger Correlation (Q5885090) (← links)
- Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model (Q6090554) (← links)
- Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction (Q6118721) (← links)
- Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
- A novel copula-based approach for parametric estimation of univariate time series through its covariance decay (Q6549173) (← links)
- Robust pair-copula based forecasts of realized volatility (Q6570566) (← links)
- Better the devil you know: improved forecasts from imperfect models (Q6573801) (← links)
- Copulae: an overview and recent developments (Q6602358) (← links)
- Forecasting natural gas prices with spatio-temporal copula-based time series models (Q6609962) (← links)
- Improved Nonparametric Bootstrap Tests of Lorenz Dominance (Q6617745) (← links)
- Modeling Multivariate Time Series With Copula-Linked Univariate D-Vines (Q6620894) (← links)
- New copula families and mixing properties (Q6640090) (← links)
- Information bounds for Gaussian copula parameter in stationary semiparametric Markov models (Q6650746) (← links)
- A nonparametric test of \(m\)th-degree inverse stochastic dominance (Q6665045) (← links)
