Pages that link to "Item:Q123371"
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The following pages link to Copula-based dynamic models for multivariate time series (Q123371):
Displaying 32 items.
- Time series models with infinite-order partial copula dependence (Q109457) (← links)
- Stationary vine copula models for multivariate time series (Q111321) (← links)
- Semi-parametric copula-based models under non-stationarity (Q142233) (← links)
- Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (Q291847) (← links)
- A review of copula models for economic time series (Q443763) (← links)
- Time-dependent copulas (Q443766) (← links)
- Copula-based semiparametric models for multivariate time series (Q443770) (← links)
- A copula-based model of speculative price dynamics in discrete time (Q538184) (← links)
- High dimensional dynamic stochastic copula models (Q888326) (← links)
- changepointTests (Q1354583) (← links)
- Managing risk with a realized copula parameter (Q1659106) (← links)
- Copulas and long memory (Q1688925) (← links)
- Editorial for the special issue on dependence models (Q2001080) (← links)
- Model assessment for time series dynamics using copula spectral densities: a graphical tool (Q2001092) (← links)
- Change-point problems for multivariate time series using pseudo-observations (Q2057844) (← links)
- Goodness-of-fit test of copula functions for semi-parametric univariate time series models (Q2065302) (← links)
- Forecasting time series with multivariate copulas (Q2351202) (← links)
- A copula approach for dependence modeling in multivariate nonparametric time series (Q2418510) (← links)
- Time-varying joint distribution through copulas (Q2445695) (← links)
- Modeling dependence via copula of functionals of Fourier coefficients (Q2665795) (← links)
- Dynamic structured copula models (Q2871288) (← links)
- Variational Bayes Estimation of Discrete-Margined Copula Models With Application to Time Series (Q3391262) (← links)
- Modelling the Dynamic Dependence Structure in Multivariate Financial Time Series (Q3505329) (← links)
- Dynamic Copula-Based Markov Time Series (Q3526093) (← links)
- Copula directional dependence of discrete time series marginals (Q5082811) (← links)
- Copula‐based semiparametric analysis for time series data with detection limits (Q5107598) (← links)
- R routines for performing estimation and statistical process control under copula-based time series models (Q5358361) (← links)
- A random walk through Canadian contributions on empirical processes and their applications in probability and statistics (Q6059414) (← links)
- Principal stratification for quantile causal effects under partial compliance (Q6560457) (← links)
- Understanding relationships with the aggregate zonal imbalance using copulas (Q6580648) (← links)
- Consistent Estimation of Multiple Breakpoints in Dependence Measures (Q6626238) (← links)
- Maximum likelihood estimation of multivariate regime switching Student-\(t\) copula models (Q6663973) (← links)
