High-dimensional copula-based distributions with mixed frequency data (Q726592)
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scientific article; zbMATH DE number 6603055
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-dimensional copula-based distributions with mixed frequency data |
scientific article; zbMATH DE number 6603055 |
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High-dimensional copula-based distributions with mixed frequency data (English)
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12 July 2016
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high-frequency data
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forecasting
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composite likelihood
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nonlinear dependence
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