Pages that link to "Item:Q3526093"
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The following pages link to Dynamic Copula-Based Markov Time Series (Q3526093):
Displaying 17 items.
- Copula-based dynamic models for multivariate time series (Q123371) (← links)
- Consistent testing for a constant copula under strong mixing based on the tapered block multiplier technique (Q391536) (← links)
- Autocopulas: investigating the interdependence structure of stationary time series (Q430873) (← links)
- Time-dependent copulas (Q443766) (← links)
- Monitoring test for stability of copula parameter in time series (Q488592) (← links)
- A copula-based model of speculative price dynamics in discrete time (Q538184) (← links)
- Model assessment for time series dynamics using copula spectral densities: a graphical tool (Q2001092) (← links)
- A copula-based Markov chain model for serially dependent event times with a dependent terminal event (Q2068940) (← links)
- Modeling statistical dependence of Markov chains via copula models (Q2474394) (← links)
- TIME IRREVERSIBLE COPULA-BASED MARKOV MODELS (Q2929840) (← links)
- Model diagnostic procedures for copula-based Markov chain models for statistical process control (Q5082704) (← links)
- Copula directional dependence of discrete time series marginals (Q5082811) (← links)
- A Bayesian inference for time series via copula-based Markov chain models (Q5083906) (← links)
- Vine Copula Specifications for Stationary Multivariate Markov Chains (Q5177973) (← links)
- ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE (Q5397669) (← links)
- (Q5879919) (← links)
- Time irreversible copula-based Markov models (Q6486641) (← links)
