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Semi-parametric copula-based models under non-stationarity - MaRDI portal

Semi-parametric copula-based models under non-stationarity (Q142233)

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Semi-parametric copula-based models under non-stationarity
scientific article

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    173
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    347-365
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    September 2019
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    1 October 2019
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    Semi-parametric copula-based models under non-stationarity (English)
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    conditional distribution
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    copulas
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    covariates
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    non-stationarity
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