Copula-based vector autoregressive models for bivariate cointegrated data

Copula-based vector autoregressive models for bivariate cointegrated data

Détails bibliographiques
Publié dans:Philippine Statistician Vol. 60 (2011), 105-123
Auteur principal: Taima, Hideaki
Autres auteurs: Tabunda, Ana Maria L.
Format: Article
Langue:English
Publié: 2011
Sujets:
Autoregressive model
Bivariate interpolation
Cointegration
Vector analysis