Modeling multivariate time series with copula-linked univariate D-vines
Zifeng Zhao, Peng Shi, and Zhengjun Zhang
| Year of publication: |
2022
|
|---|---|
| Authors: | Zhao, Zifeng ; Shi, Peng ; Zhang, Zhengjun |
| Subject: | Markov chains | D-vine | Multivariate time series | Spatio-temporal dependence | Time-varying dependence | Two-stage maximum likelihood estimation | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory | Multivariate Analyse | Multivariate analysis |
| Description of contents: | Description [tandfonline.com] |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2020.1859381 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013534062