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Vine Copula Specifications for Stationary Multivariate Markov Chains - MaRDI portal

Vine Copula Specifications for Stationary Multivariate Markov Chains (Q5177973)

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scientific article; zbMATH DE number 6412987
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English
Vine Copula Specifications for Stationary Multivariate Markov Chains
scientific article; zbMATH DE number 6412987

    Statements

    title
    Vine Copula Specifications for Stationary Multivariate Markov Chains (English)
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    author
    Brendan K. Beare
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    Juwon Seo
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    publication date
    9 March 2015
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    zbMATH Keywords
    vine copulae
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    stationary Markov chains
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    cites work
    Q3412547
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    Q4382161
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    Identifiers

    DOI
    10.1111/jtsa.12103
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    zbMATH DE Number
    6412987
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    OpenAlex ID
    W1518492427
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