Copula-based vector autoregressive models for bivariate cointegrated data

Copula-based vector autoregressive models for bivariate cointegrated data

Bibliografiske detaljer
Udgivet i:Philippine Statistician Vol. 60 (2011), 105-123
Hovedforfatter: Taima, Hideaki
Andre forfattere: Tabunda, Ana Maria L.
Format: Article
Sprog:English
Udgivet: 2011
Fag:
Autoregressive model
Bivariate interpolation
Cointegration
Vector analysis