Pages that link to "Item:Q274894"

The following pages link to Estimation of copula-based semiparametric time series models (Q274894):

Displaying 25 items.

• Nonparametric estimation of copula functions for dependence modelling (Q5442065) (← links)
• Pseudo-likelihood ratio tests for semiparametric multivariate copula model selection (Q5718589) (← links)
• Generalized information matrix tests for copulas (Q5860958) (← links)
• (Q5879919) (← links)
• Copula-Based Functional Bayes Classification With Principal Components and Partial Least Squares (Q6039858) (← links)
• Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model (Q6090554) (← links)
• Enhanced pricing and management of bundled insurance risks with dependence-aware prediction using pair copula construction (Q6118721) (← links)
• Nonlinear independent component analysis for discrete-time and continuous-time signals (Q6172185) (← links)
• Inference for accelerated bivariate dependent competing risks model based on Archimedean copulas under progressive censoring (Q6192309) (← links)
• Copula modeling from Abe Sklar to the present day (Q6200955) (← links)
• Testing for strict stationarity via the discrete Fourier transform (Q6536814) (← links)
• A novel copula-based approach for parametric estimation of univariate time series through its covariance decay (Q6549173) (← links)
• Computational methods for a copula-based Markov chain model with a binomial time series (Q6562745) (← links)
• Robust pair-copula based forecasts of realized volatility (Q6570566) (← links)
• Better the devil you know: improved forecasts from imperfect models (Q6573801) (← links)
• COPAR -- multivariate time series modeling using the copula autoregressive model (Q6574650) (← links)
• Understanding relationships with the aggregate zonal imbalance using copulas (Q6580648) (← links)
• Forecasting natural gas prices with spatio-temporal copula-based time series models (Q6609962) (← links)
• Modeling Multivariate Time Series With Copula-Linked Univariate D-Vines (Q6620894) (← links)
• Transformation-Kernel Estimation of Copula Densities (Q6626292) (← links)
• Is a Normal Copula the Right Copula? (Q6626311) (← links)
• New copula families and mixing properties (Q6640090) (← links)
• Information matrix equivalence in the presence of censoring: a goodness-of-fit test for semiparametric copula models with multivariate survival data (Q6640104) (← links)
• Information bounds for Gaussian copula parameter in stationary semiparametric Markov models (Q6650746) (← links)
• Empirical likelihood based confidence regions for functional of copulas (Q6669479) (← links)