Copula-based vector autoregressive models for bivariate cointegrated data

Copula-based vector autoregressive models for bivariate cointegrated data

書目詳細資料
發表在:Philippine Statistician Vol. 60 (2011), 105-123
主要作者: Taima, Hideaki
其他作者: Tabunda, Ana Maria L.
格式: Article
語言:English
出版: 2011
主題:
Autoregressive model
Bivariate interpolation
Cointegration
Vector analysis