Dynamic copulas for monotonic dependence change in time series
type: Item
instance of: scholarly article
title: Dynamic copulas for monotonic dependence change in time series
author: Antoine Bergeron
author: Pierre Dutilleul
author: Carole Beaulieu
author: Taoufik Bouezmarni
published in: Sankhyā. Series B
publication date: 2022-11-01T00:00:00Z
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 7610361
zbMATH Keywords: time-series dependence modeling
zbMATH Keywords: dynamic versus static bivariate copulas
zbMATH Keywords: inference functions for margins
zbMATH Keywords: properties of estimators
MaRDI profile type: Publication
full work available at URL: s13571-022-00281-6
OpenAlex ID: W4280629173
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DOI: 10.1007/S13571-022-00281-6
description: scientific article; zbMATH DE number 7610361