Application of Copula models for modeling one-dimensional time series
Year of publication: |
2015
|
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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 |
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