Dynamic Copula-Based Markov Time Series (Q3526093)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic Copula-Based Markov Time Series |
scientific article |
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Dynamic Copula-Based Markov Time Series (English)
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24 September 2008
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copula
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dynamic copula
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Kendall's tau
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score test
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time-varying parameter
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