Copula-based dynamic models for multivariate time series (Q123371)
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scientific article; zbMATH DE number 7075381
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Copula-based dynamic models for multivariate time series |
scientific article; zbMATH DE number 7075381 |
Statements
172
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107-121
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July 2019
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2 July 2019
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Copula-based dynamic models for multivariate time series (English)
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copulas
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dynamic models
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generalized error models
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goodness-of-fit
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time series
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