temporal dependencies can be captured by models based on vine copulas, more specifically, using ARMA-GARCH and stationary vine …

between lifetimes in spousal, parent-child and child-parent relationships, using copulas to capture the strength of …

, the Gumbel copulas have higher dependence parameters, implying that extreme co-movements occur in the upper tails …

ARIMA residuals, addressing any deviation from the standard normality assumption. Thereafter, copulas are utilized to … methodology with subsequent residual distribution modeling. To establish dependence patterns between the states, pair copulas are … classes of copulas, comprising both elliptic and Archimedean families. Emphasis is placed on copula model selection. Student t …