A copula approach for dependence modeling in multivariate nonparametric time series (Q2418510)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A copula approach for dependence modeling in multivariate nonparametric time series |
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A copula approach for dependence modeling in multivariate nonparametric time series (English)
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27 May 2019
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asymptotic representation
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CHARN model
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empirical copula process
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goodness-of-fit testing
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nonparametric AR-ARCH model
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nonparametric SCOMDY model
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weak convergence
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