Dependence analysis of regression models in time series

DOI10.1007/s11424-012-1091-4zbMath1282.93235OpenAlexW2092714516MaRDI QIDQ394392

Maochao Xu, Shengwang Meng, Xuan-He Wang

Publication date: 27 January 2014

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-012-1091-4

zbMATH Keywords

time seriesregression modelpositive regression dependence

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stochastic systems in control theory (general) (93E03)

Cites Work

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• An introduction to copulas. Properties and applications
• On the dependence between the extreme order statistics in the proportional hazards model
• Dependence orderings for generalized order statistics
• Log-concave probability and its applications
• COMPARISONS OF DEPENDENCE FOR STATIONARY MARKOV PROCESSES
• Monotonicity of Positive Dependence with Time for Stationary Reversible Markov Chains
• Dispersive distributions, and the connection between dispersivity and strong unimodality
• Some Concepts of Dependence
• Concepts de dépendance et ordres stochastiques pour des lois bidimensionnelles
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