Copula-based semiparametric models for multivariate time series
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Publication:443770
DOI10.1016/j.jmva.2012.03.001zbMath1281.62136OpenAlexW3123139161MaRDI QIDQ443770
Frédéric Soustra, Nicolas Papageorgiou, Bruno Rémillard
Publication date: 13 August 2012
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2012.03.001
Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Stationary stochastic processes (60G10) Discrete-time Markov processes on general state spaces (60J05)
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Uses Software
Cites Work
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