Stationary vine copula models for multivariate time series
Thomas Nagler, Daniel Krüger, Aleksey Min
| Year of publication: |
2022
|
|---|---|
| Authors: | Nagler, Thomas ; Krüger, Daniel ; Min, Aleksey |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 227.2022, 2, p. 305-324
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| Subject: | Pair-copula | Dependence | Bootstrap | Forecasting | Markov chain | Sequential maximum likelihood | Zeitreihenanalyse | Time series analysis | Markov-Kette | Multivariate Verteilung | Multivariate distribution | Prognoseverfahren | Forecasting model | Bootstrap-Verfahren | Bootstrap approach | Multivariate Analyse | Multivariate analysis | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2021.11.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013441987