Dynamic copulas for monotonic dependence change in time series (Q2091330)
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scientific article; zbMATH DE number 7610361
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic copulas for monotonic dependence change in time series |
scientific article; zbMATH DE number 7610361 |
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Dynamic copulas for monotonic dependence change in time series (English)
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1 November 2022
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time-series dependence modeling
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dynamic versus static bivariate copulas
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inference functions for margins
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properties of estimators
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