The following pages link to Copulas and long memory (Q1688925):
Displaying 8 items.
- Stationary vine copula models for multivariate time series (Q111321) (← links)
- A copula-based model of speculative price dynamics in discrete time (Q538184) (← links)
- Efficient estimation of copula-based semiparametric Markov models (Q1043729) (← links)
- Goodness-of-fit test of copula functions for semi-parametric univariate time series models (Q2065302) (← links)
- Copula-based time series with filtered nonstationarity (Q2116363) (← links)
- Copulas, chaotic processes and time series: a survey (Q2400236) (← links)
- Copulas between wealth and lifetime (Q3054272) (← links)
- A novel copula-based approach for parametric estimation of univariate time series through its covariance decay (Q6549173) (← links)
