Copula-based vector autoregressive models for bivariate cointegrated data

Copula-based vector autoregressive models for bivariate cointegrated data

Dades bibliogràfiques
Publicat a:Philippine Statistician Vol. 60 (2011), 105-123
Autor principal: Taima, Hideaki
Altres autors: Tabunda, Ana Maria L.
Format: Article
Idioma:English
Publicat: 2011
Matèries:
Autoregressive model
Bivariate interpolation
Cointegration
Vector analysis