ARCHIMEDEAN COPULAS AND TEMPORAL DEPENDENCE
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Publication:5397669
DOI10.1017/S0266466612000126zbMath1281.62143MaRDI QIDQ5397669
Publication date: 24 February 2014
Published in: Econometric Theory (Search for Journal in Brave)
Measures of association (correlation, canonical correlation, etc.) (62H20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
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