Copula-based vector autoregressive models for bivariate cointegrated data

Copula-based vector autoregressive models for bivariate cointegrated data

書誌詳細
出版年:Philippine Statistician Vol. 60 (2011), 105-123
第一著者: Taima, Hideaki
その他の著者: Tabunda, Ana Maria L.
フォーマット: 論文
言語:English
出版事項: 2011
主題:
Autoregressive model
Bivariate interpolation
Cointegration
Vector analysis