Dependence diagnosis for stationary stochastic processes based on both quantiles and copulas (Q5064082)
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scientific article; zbMATH DE number 7494782
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dependence diagnosis for stationary stochastic processes based on both quantiles and copulas |
scientific article; zbMATH DE number 7494782 |
Statements
Dependence diagnosis for stationary stochastic processes based on both quantiles and copulas (English)
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21 March 2022
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copula
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time reversibility
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long-range dependence
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state dependence
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stationary process
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Ornstein-Uhlenbeck process
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diffusion
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