A copula-based method to build diffusion models with prescribed marginal and serial dependence (Q340123)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A copula-based method to build diffusion models with prescribed marginal and serial dependence |
scientific article |
Statements
A copula-based method to build diffusion models with prescribed marginal and serial dependence (English)
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11 November 2016
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diffusions
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serial dependence
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stochastic differential equations
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copulas
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space-time transformations
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