Copula-based vector autoregressive models for bivariate cointegrated data

Copula-based vector autoregressive models for bivariate cointegrated data

Manylion Llyfryddiaeth
Cyhoeddwyd yn:Philippine Statistician Vol. 60 (2011), 105-123
Prif Awdur: Taima, Hideaki
Awduron Eraill: Tabunda, Ana Maria L.
Fformat: Erthygl
Iaith:English
Cyhoeddwyd: 2011
Pynciau:
Autoregressive model
Bivariate interpolation
Cointegration
Vector analysis