"Copula-based semiparametric models for multivariate time series."

Bruno N. Rémillard, Nicolas Papageorgiou, Frédéric Soustra (2012)

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DOI: 10.1016/J.JMVA.2012.03.001

access: open

type: Journal Article

metadata version: 2021-02-25

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Bruno N. Rémillard, Nicolas Papageorgiou, Frédéric Soustra:
Copula-based semiparametric models for multivariate time series. J. Multivar. Anal. 110: 30-42 (2012)

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