Non-Stationary Samples and Meta-Distribution

DOI10.1142/9789814343961_0008zbMath1516.62090OpenAlexW4243936366MaRDI QIDQ6171547

Dominique Guégan

Publication date: 13 August 2023

Published in: Statistical Paradigms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/9789814343961_0008

zbMATH Keywords

copularisk managementnon-stationarityswitching processesSETAR processes

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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