【全文链接或数据库名称(选填)】Dynamic copula-based Markov time seriesF Abegaz, UV Naik-Nimbalkar - Communications in Statistics— …, 2008 - Taylor & Francis
This article examines a test procedure for checking the constancy of serial dependence via
copulas for Markov time series data. It also provides a copula-based modeling approach for
the dynamic serial dependence. Various parametric families of copulas offering different ... Cited by 9Related articlesAll 3 versionsCiteSaveSaving...[url=]Saved[/url]Error saving. Try again?