Autocopulas: investigating the interdependence structure of stationary time series
DOI10.1007/S11009-011-9230-2zbMath1241.62126OpenAlexW1983742991MaRDI QIDQ430873
András Zempléni, László Márkus, Pál Rakonczai
Publication date: 26 June 2012
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-011-9230-2
Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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