Copula-based vector autoregressive models for bivariate cointegrated data

Copula-based vector autoregressive models for bivariate cointegrated data

Bibliografski detalji
Izdano u:Philippine Statistician Vol. 60 (2011), 105-123
Glavni autor: Taima, Hideaki
Daljnji autori: Tabunda, Ana Maria L.
Format: Članak
Jezik:English
Izdano: 2011
Teme:
Autoregressive model
Bivariate interpolation
Cointegration
Vector analysis