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Wavelet Estimation of Copulas for Time Series - MaRDI portal

Wavelet Estimation of Copulas for Time Series (Q4928548)

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scientific article; zbMATH DE number 6176311
Language Label Description Also known as
English
Wavelet Estimation of Copulas for Time Series
scientific article; zbMATH DE number 6176311

    Statements

    title
    Wavelet Estimation of Copulas for Time Series (English)
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    publication date
    14 June 2013
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    zbMATH Keywords
    copula
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    density
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    time series
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    wavelet
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    wavelet estimators
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    Identifiers

    Mathematics Subject Classification ID
    91B84
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    62M10
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    62G05
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    62G07
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    62H05
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    62M09
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    zbMATH DE Number
    6176311
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    OpenAlex ID
    W1973910573
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