Téléchargez le livre : Convolution Copula Econometrics

Convolution Copula Econometrics

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Éditeur :

Springer


Collection :

SpringerBriefs in Statistics

Paru le : 2016-12-01

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Description
This book 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 assumption of classical time series models. The book offers a solution to the problem of a general semiparametric approach, which is given by a concept called C-convolution (convolution of dependent variables), and the corresponding theory of convolution-based copulas. Intended for econometrics and statistics scholars with a special interest in time series analysis and copula functions (or other nonparametric approaches), the book is also useful for doctoral students with a basic knowledge of copula functions wanting to learn about the latest research developments in the field. 
Pages
90 pages
Collection
SpringerBriefs in Statistics
Parution
2016-12-01
Marque
Springer
EAN papier
9783319480145
EAN PDF
9783319480152
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
9
Taille du fichier
3461 Ko
Prix
58,01 €
EAN EPUB
9783319480152
Informations sur l'ebook
Nombre pages copiables
0
Nombre pages imprimables
9
Taille du fichier
2181 Ko
Prix
58,01 €

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