Pages that link to "Item:Q443770"

The following pages link to Copula-based semiparametric models for multivariate time series (Q443770):

Displaying 39 items.

• Time series models with infinite-order partial copula dependence (Q109457) (← links)
• Weak convergence of a pseudo maximum likelihood estimator for the extremal index (Q111091) (← links)
• Stationary vine copula models for multivariate time series (Q111321) (← links)
• Copula-based dynamic models for multivariate time series (Q123371) (← links)
• Minimum Hellinger distance estimation for bivariate samples and time series with applications to nonlinear regression and copula-based models (Q288106) (← links)
• Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification (Q291847) (← links)
• Empirical and sequential empirical copula processes under serial dependence (Q391662) (← links)
• Autocopulas: investigating the interdependence structure of stationary time series (Q430873) (← links)
• A review of copula models for economic time series (Q443763) (← links)
• The Bickel-Rosenblatt test for continuous time stochastic volatility models (Q464450) (← links)
• Multivariate Markov families of copulas (Q906347) (← links)
• Model assessment for time series dynamics using copula spectral densities: a graphical tool (Q2001092) (← links)
• Goodness-of-fit test of copula functions for semi-parametric univariate time series models (Q2065302) (← links)
• Tests of serial dependence for multivariate time series with arbitrary distributions (Q2079632) (← links)
• Dynamic copulas for monotonic dependence change in time series (Q2091330) (← links)
• A copula-based approximation to Markov chains (Q2115302) (← links)
• Copula-based time series with filtered nonstationarity (Q2116363) (← links)
• Method of moments estimators for the extremal index of a stationary time series (Q2199704) (← links)
• M-vine decomposition and VAR(1) models (Q2288813) (← links)
• Forecasting time series with multivariate copulas (Q2351202) (← links)
• A copula approach for dependence modeling in multivariate nonparametric time series (Q2418510) (← links)
• Nonparametric tests for tail monotonicity (Q2451768) (← links)
• Modeling dependence via copula of functionals of Fourier coefficients (Q2665795) (← links)
• Modelling financial time series using reflections of copulas (Q2871612) (← links)
• GOODNESS-OF-FIT TESTS FOR MULTIVARIATE COPULA-BASED TIME SERIES MODELS (Q2986521) (← links)
• Variational Bayes Estimation of Discrete-Margined Copula Models With Application to Time Series (Q3391262) (← links)
• Dynamic Copula-Based Markov Time Series (Q3526093) (← links)
• (Q4637041) (← links)
• Modeling and Fitting of Time Series with Heavy Distribution Tails and Strong Time Dependence by Gaussian Time Series (Q4961769) (← 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)
• 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)
• Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model (Q6090554) (← links)
• Optimal sampling designs for multidimensional streaming time series with application to power grid sensor data (Q6138630) (← links)
• Tests of independence and randomness for arbitrary data using copula-based covariances (Q6200949) (← links)
• COPAR -- multivariate time series modeling using the copula autoregressive model (Q6574650) (← links)
• A spatially-weighted AMH copula-based dissimilarity measure for clustering variables: an application to urban thermal efficiency (Q6626639) (← links)