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"A copula approach for dependence modeling in multivariate nonparametric ..."

Natalie Neumeyer, Marek Omelka, Sárka Hudecová (2019)

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DOI: 10.1016/j.jmva.2018.11.016

access: closed

type: Journal Article

metadata version: 2021-05-19

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Natalie Neumeyer, Marek Omelka, Sárka Hudecová:
A copula approach for dependence modeling in multivariate nonparametric time series. J. Multivar. Anal. 171: 139-162 (2019)

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