Pages that link to "Item:Q274894"
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The following pages link to Estimation of copula-based semiparametric time series models (Q274894):
Displaying 50 items.
- A copula approach for dependence modeling in multivariate nonparametric time series (Q2418510) (← links)
- Copula models for insurance claim numbers with excess zeros and time-dependence (Q2427825) (← links)
- Remarks on the speed of convergence of mixing coefficients and applications (Q2435775) (← links)
- Efficient estimation of a semiparametric dynamic copula model (Q2445713) (← links)
- Continuous mapping approach to the asymptotics of \(U\)- and \(V\)-statistics (Q2448714) (← links)
- Nonparametric estimation and inference for conditional density based Granger causality measures (Q2451777) (← links)
- Modeling statistical dependence of Markov chains via copula models (Q2474394) (← links)
- A note on minimum distance estimation of copula densities (Q2483877) (← links)
- Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study (Q2513330) (← links)
- Conditional least squares and copulae in claims reserving for a single line of business (Q2513453) (← links)
- Likelihood-based estimation in a panel setting: robustness, redundancy and validity of copulas (Q2630087) (← links)
- Diffusion copulas: identification and estimation (Q2658762) (← links)
- Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models (Q2658800) (← links)
- Fitting time series with heavy tails and strong time dependence (Q2662923) (← links)
- Non-parametric estimation of copula parameters: testing for time-varying correlation (Q2687861) (← links)
- A semiparametric nonlinear quantile regression model for financial returns (Q2691693) (← links)
- Vector copulas (Q2697978) (← links)
- HMM and HAC (Q2805807) (← links)
- A model selection test for bivariate failure-time data (Q2886950) (← links)
- TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS (Q2929840) (← links)
- Semi-parametric Time Series Modelling with Autocopulas (Q2958820) (← links)
- A New Multivariate Nonlinear Time Series Model for Portfolio Risk Measurement: The Threshold Copula-Based TAR Approach (Q2968467) (← links)
- Copulas related to piecewise monotone functions of the interval and associated processes (Q2980142) (← links)
- GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
- Dependence Calibration in Conditional Copulas: A Nonparametric Approach (Q3013974) (← links)
- COPULA-BASED CHARACTERIZATIONS FOR HIGHER ORDER MARKOV PROCESSES (Q3181950) (← links)
- Variational Bayes Estimation of Discrete-Margined Copula Models With Application to Time Series (Q3391262) (← links)
- Copula-based nonlinear quantile autoregression (Q3406053) (← links)
- Dynamic Copula-Based Markov Time Series (Q3526093) (← links)
- (Q3552467) (← links)
- Statistical Modeling of Temporal Dependence in Financial Data via a Copula Function (Q3625345) (← links)
- Risk forecasting in (T)GARCH models with uncorrelated dependent innovations (Q4555065) (← links)
- Modeling and Fitting of Time Series with Heavy Distribution Tails and Strong Time Dependence by Gaussian Time Series (Q4961769) (← links)
- DETECTING FINANCIAL DATA DEPENDENCE STRUCTURE BY AVERAGING MIXTURE COPULAS (Q4967793) (← links)
- The dependence structure between equity and foreign exchange markets and tail risk forecasts of foreign investments (Q5014216) (← links)
- Bivariate copula-based CUSUM charts for monitoring conditional nonlinear processes with first-order autocorrelation (Q5055244) (← links)
- Mixing and moments properties of a non-stationary copula-based Markov process (Q5077525) (← links)
- A Goodness-of-fit Test for Copulas (Q5080467) (← links)
- Model diagnostic procedures for copula-based Markov chain models for statistical process control (Q5082704) (← links)
- Copula density estimation by finite mixture of parametric copula densities (Q5082781) (← links)
- A Bayesian inference for time series via copula-based Markov chain models (Q5083906) (← links)
- Control charts of mean and variance using copula Markov SPC and conditional distribution by copula (Q5083963) (← links)
- Estimation under copula-based Markov normal mixture models for serially correlated data (Q5086400) (← links)
- Copula‐based semiparametric analysis for time series data with detection limits (Q5107598) (← links)
- Copula‐based semiparametric models for spatiotemporal data (Q5121031) (← links)
- Vine Copula Specifications for Stationary Multivariate Markov Chains (Q5177973) (← links)
- UNIFORM CONVERGENCE RATES OF KERNEL-BASED NONPARAMETRIC ESTIMATORS FOR CONTINUOUS TIME DIFFUSION PROCESSES: A DAMPING FUNCTION APPROACH (Q5357391) (← links)
- R routines for performing estimation and statistical process control under copula-based time series models (Q5358361) (← links)
- ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE (Q5397669) (← links)
- Semiparametric score test for varying copula parameter in Markov time series (Q5402593) (← links)
