Pages that link to "Item:Q2418510"

The following pages link to A copula approach for dependence modeling in multivariate nonparametric time series (Q2418510):

Displaying 21 items.

• Time series models with infinite-order partial copula dependence (Q109457) (← links)
• Semi-parametric copula-based models under non-stationarity (Q142233) (← links)
• Autocopulas: investigating the interdependence structure of stationary time series (Q430873) (← links)
• Copula-based semiparametric models for multivariate time series (Q443770) (← links)
• Nonstationary modelling of tail dependence of two subjects' concentration (Q1624851) (← links)
• Model assessment for time series dynamics using copula spectral densities: a graphical tool (Q2001092) (← links)
• Rank-based inference tools for copula regression, with property and casualty insurance applications (Q2010890) (← links)
• Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach (Q2060787) (← links)
• Parametric copula adjusted for non- and semiparametric regression (Q2131254) (← links)
• Inference for semiparametric Gaussian copula model adjusted for linear regression using residual ranks (Q2203624) (← links)
• Forecasting time series with multivariate copulas (Q2351202) (← links)
• Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models (Q2658800) (← links)
• Modeling dependence via copula of functionals of Fourier coefficients (Q2665795) (← links)
• Non-parametric estimation of copula parameters: testing for time-varying correlation (Q2687861) (← links)
• Dependence diagnosis for stationary stochastic processes based on both quantiles and copulas (Q5064082) (← links)
• Copula directional dependence of discrete time series marginals (Q5082811) (← links)
• Copula‐based semiparametric analysis for time series data with detection limits (Q5107598) (← links)
• (Q5326859) (← links)
• R routines for performing estimation and statistical process control under copula-based time series models (Q5358361) (← links)
• Estimation and inference in factor copula models with exogenous covariates (Q6108312) (← links)
• Copula modeling from Abe Sklar to the present day (Q6200955) (← links)