Copula-based vector autoregressive models for bivariate cointegrated data

Copula-based vector autoregressive models for bivariate cointegrated data

ग्रंथसूची विवरण
में प्रकाशित:Philippine Statistician Vol. 60 (2011), 105-123
मुख्य लेखक: Taima, Hideaki
अन्य लेखक: Tabunda, Ana Maria L.
स्वरूप: लेख
भाषा:English
प्रकाशित: 2011
विषय:
Autoregressive model
Bivariate interpolation
Cointegration
Vector analysis