Wavelet estimation of copulas for time series
Pedro A. Morettin; Clelia M. C. Toloi; Chang Chiann; José C. S. de Miranda
| Year of publication: |
2011
|
|---|---|
| Authors: | Morettin, Pedro A. ; Toloi, Clelia M. C. ; Chiann, Chang ; Miranda, José C. S. de |
| Subject: | Multivariate Verteilung | Multivariate distribution | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Risiko | Risk |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | 10.2202/1941-1928.1033 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009623563