Convolution Copula Econometrics

This title presents a novel approach to time series econometrics, which studies the behavior of nonlinear stochastic processes. This approach allows for an arbitrary dependence structure in the increments and provides a generalization with respect to the standard linear independent increments assump...

Ausführliche Beschreibung

Bibliographische Detailangaben

Hauptverfasser:	Cherubini, Umberto, Gobbi, Fabio, Mulinacci, Sabrina
Format:	Buch
Sprache:	eng
Schlagworte:	Applications of Mathematics Autokorrelation Copulas (Mathematical statistics) Econometrics Markov-Kette Mathematics Mathematics and Statistics Modellierung Multivariate Verteilung Probability Theory and Stochastic Processes Simulation Statistical Theory and Methods Statistics Statistics for Business, Management, Economics, Finance, Insurance Wirtschaftsindikator
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