Time irreversible copula-based Markov models
Year of publication: |
2012
|
---|---|
Authors: | Beare, Brendan K. ; Seo, Juwon |
Publisher: |
San Diego, Calif. : Univ. of California, Dep. of Economics |
Subject: | Markov-Kette | Markov chain | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Zeitreihenanalyse | Time series analysis |
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