Copula-based vector autoregressive models for bivariate cointegrated data

Copula-based vector autoregressive models for bivariate cointegrated data

Bibliografske podrobnosti
izdano v:Philippine Statistician Vol. 60 (2011), 105-123
Glavni avtor: Taima, Hideaki
Drugi avtorji: Tabunda, Ana Maria L.
Format: Article
Jezik:English
Izdano: 2011
Teme:
Autoregressive model
Bivariate interpolation
Cointegration
Vector analysis