Time-dependent copulas (Q443766)
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scientific article; zbMATH DE number 6065046
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-dependent copulas |
scientific article; zbMATH DE number 6065046 |
Statements
Time-dependent copulas (English)
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13 August 2012
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copulas
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goodness-of-fit tests
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kernel method
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time series
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0.9460337
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0.91426754
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0.9063461
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0.9029978
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0.90249926
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0.89946175
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0.89697593
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