Application of Copula models for modeling one-dimensional time series
Vadim Onishchenko and Henry Penikas
| Year of publication: |
2015
|
|---|---|
| Authors: | Onishchenko, Vadim ; Penikas, Henry |
| Published in: |
Financial econometrics and empirical market microstructure. - Cham [u.a.] : Springer, ISBN 978-3-319-09945-3. - 2015, p. 225-239
|
| Subject: | Copula | Nonlinear time series | Nonparametric estimation of copula | Structural break | Zeitreihenanalyse | Time series analysis | Multivariate Verteilung | Multivariate distribution | Nichtparametrisches Verfahren | Nonparametric statistics | Strukturbruch | Schätztheorie | Estimation theory | Nichtparametrische Schätzung | Nonparametric estimation | Nichtlineare Regression | Nonlinear regression |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011326630